STLG vs. KLG

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Factors US Growth Style ETF (STLG) and WK Kellogg Co (KLG).

STLG is a passively managed fund by iShares that tracks the performance of the Russell US Large Cap Factors Growth Style Index. It was launched on Jan 14, 2020.

Performance

STLG vs. KLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Factors US Growth Style ETF (STLG) and WK Kellogg Co (KLG). The values are adjusted to include any dividend payments, if applicable.

STLG vs. KLG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
STLG iShares Factors US Growth Style ETF	-4.79%	21.49%	37.42%	15.99%
KLG WK Kellogg Co	0.00%	0.00%	0.00%	-21.47%

Returns By Period

STLG

• 1D: 1.30%
• 1M: -4.52%
• YTD: -4.79%
• 6M: -1.79%
• 1Y: 26.47%
• 3Y*: 25.76%
• 5Y*: 15.47%
• 10Y*: —

KLG

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

STLG vs. KLG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

STLG

STLG Risk / Return Rank: 64
STLG Sharpe Ratio Rank: 59
STLG Sortino Ratio Rank: 62
STLG Omega Ratio Rank: 60
STLG Calmar Ratio Rank: 73
STLG Martin Ratio Rank: 68

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STLG vs. KLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Factors US Growth Style ETF (STLG) and WK Kellogg Co (KLG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	STLG	KLG	Difference
Sharpe ratio Return per unit of total volatility	1.09	—	—
Sortino ratio Return per unit of downside risk	1.65	—	—
Omega ratio Gain probability vs. loss probability	1.23	—	—
Calmar ratio Return relative to maximum drawdown	2.00	—	—
Martin ratio Return relative to average drawdown	7.30	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	STLG	KLG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.09	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	—	—

Correlation

The correlation between STLG and KLG is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

STLG vs. KLG - Dividend Comparison

STLG's dividend yield for the trailing twelve months is around 0.31%, while KLG has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020
STLG iShares Factors US Growth Style ETF	0.31%	0.31%	0.38%	0.75%	1.85%	0.67%	0.75%
KLG WK Kellogg Co	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	STLG	KLG	Difference
Max Drawdown Largest peak-to-trough decline	-31.34%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-13.69%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-30.61%	—	—
Current Drawdown Current decline from peak	-9.19%	—	—
Average Drawdown Average peak-to-trough decline	-7.53%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.76%	—	—

Volatility

Volatility by Period

	STLG	KLG	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.59%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.50%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	24.41%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.86%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.02%	—	—