STLG vs. LCOW

Last updated Jul 17, 2026

STLG (iShares Factors US Growth Style ETF) and LCOW (Pacer S&P 500 Quality FCF Aristocrats ETF) are both exchange-traded funds - STLG is a Large Cap Growth Equities fund tracking the Russell US Large Cap Factors Growth Style Index, while LCOW is a S&P 500 fund tracking the S&P 500 Quality FCF Aristocrats Index. Both are passively managed. Over the past year, STLG returned 31.60% vs 20.26% for LCOW. Their correlation of 0.84 suggests significant overlap in exposure. STLG charges 0.25%/yr vs 0.49%/yr for LCOW.

Performance

STLG vs. LCOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Factors US Growth Style ETF (STLG) and Pacer S&P 500 Quality FCF Aristocrats ETF (LCOW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STLG achieves a 17.68% return, which is significantly higher than LCOW's 9.47% return.

STLG

• 1D: -1.40%
• 1M: -0.82%
• 6M: 15.53%
• YTD: 17.68%
• 1Y: 31.60%
• 3Y*: 29.17%
• 5Y*: 18.08%
• 10Y*: —

LCOW

• 1D: 0.62%
• 1M: 3.49%
• 6M: 9.31%
• YTD: 9.47%
• 1Y: 20.26%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

STLG vs. LCOW - Yearly Performance Comparison

	2026 (YTD)	2025
STLG iShares Factors US Growth Style ETF	17.68%	28.86%
LCOW Pacer S&P 500 Quality FCF Aristocrats ETF	9.47%	20.51%

Correlation

The correlation between STLG and LCOW is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (All Time) Calculated using the full available price history since May 7, 2025	0.84

The correlation between STLG and LCOW has been stable across timeframes, ranging from 0.84 to 0.84 - a consistent structural relationship.

Return for Risk

STLG vs. LCOW — Risk / Return Rank

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

STLG

STLG Risk / Return Rank: 59
STLG Sharpe Ratio Rank: 61
STLG Sortino Ratio Rank: 57
STLG Omega Ratio Rank: 55
STLG Calmar Ratio Rank: 58
STLG Martin Ratio Rank: 62

LCOW

LCOW Risk / Return Rank: 58
LCOW Sharpe Ratio Rank: 63
LCOW Sortino Ratio Rank: 63
LCOW Omega Ratio Rank: 59
LCOW Calmar Ratio Rank: 48
LCOW Martin Ratio Rank: 59

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. LCOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Factors US Growth Style ETF (STLG) and Pacer S&P 500 Quality FCF Aristocrats ETF (LCOW). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	STLG	LCOW	Difference
Sharpe ratio: Return per unit of total volatility	1.62	1.65	-0.03
Sortino ratio: Return per unit of downside risk	2.19	2.34	-0.14
Omega ratio: Gain probability vs. loss probability	1.28	1.29	-0.01
Calmar ratio: Return relative to maximum drawdown	2.32	1.97	+0.35
Martin ratio: Return relative to average drawdown	8.80	8.07	+0.72

STLG vs. LCOW - Sharpe Ratio Comparison

The current STLG Sharpe Ratio is 1.62, which is comparable to the LCOW Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of STLG and LCOW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

STLG vs. LCOW - Drawdown Comparison

The maximum STLG drawdown since its inception was -31.34%, which is greater than LCOW's maximum drawdown of -10.34%. Use the drawdown chart below to compare losses from any high point for STLG and LCOW.

Drawdown Indicators

	STLG	LCOW	Difference
Max Drawdown Largest peak-to-trough decline	-31.34%	-10.34%	-21.00%
Max Drawdown (1Y) Largest decline over 1 year	-13.69%	-10.34%	-3.35%
Max Drawdown (3Y) Largest decline over 3 years	-23.73%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-30.61%	—	—
Current Drawdown Current decline from peak	-3.69%	0.00%	-3.69%
Average Drawdown Average peak-to-trough decline	-7.29%	-1.37%	-5.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.60%	2.52%	+1.08%

Volatility

STLG vs. LCOW - Volatility Comparison

iShares Factors US Growth Style ETF (STLG) has a higher volatility of 6.26% compared to Pacer S&P 500 Quality FCF Aristocrats ETF (LCOW) at 3.27%. This indicates that STLG's price experiences larger fluctuations and is considered to be riskier than LCOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STLG	LCOW	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.26%	3.27%	+2.99%
Volatility (6M) Calculated over the trailing 6-month period	15.91%	9.83%	+6.08%
Volatility (1Y) Calculated over the trailing 1-year period	19.59%	12.31%	+7.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.30%	12.40%	+9.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.94%	12.40%	+11.54%

STLG vs. LCOW - Expense Ratio Comparison

STLG has a 0.25% expense ratio, which is lower than LCOW's 0.49% expense ratio.

Dividends

STLG vs. LCOW - Dividend Comparison

STLG's dividend yield for the trailing twelve months is around 0.27%, less than LCOW's 0.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
LCOW Pacer S&P 500 Quality FCF Aristocrats ETF	0.62%	0.43%	0.00%	0.00%	0.00%	0.00%	0.00%
STLG iShares Factors US Growth Style ETF	0.27%	0.31%	0.38%	0.75%	1.85%	0.67%	0.75%

Frequently Asked Questions

Can I hold both STLG and LCOW in my portfolio?

STLG and LCOW have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STLG or LCOW?

STLG has higher volatility (6.26%) compared to LCOW (3.27%). In terms of maximum drawdown, STLG dropped -31.34% vs LCOW's -10.34%.

Which ETF is better, STLG or LCOW?

On 1-year performance, STLG leads with 31.60% vs 20.26% for LCOW. On fees, STLG is cheaper at 0.25% per year. On volatility, LCOW has been the lower-risk option at 3.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STLG or LCOW?

Over the 1-year period, STLG has performed better with a 31.60% return vs 20.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STLG or LCOW?

STLG is cheaper with a 0.25% expense ratio, compared with 0.49% for LCOW.

Which ETF pays a higher dividend yield, STLG or LCOW?

LCOW has the higher dividend yield at 0.62%, compared with 0.27% for STLG.

What is the main difference between STLG and LCOW?

STLG is categorized as Large Cap Growth Equities, while LCOW is S&P 500. STLG tracks Russell US Large Cap Factors Growth Style Index, while LCOW tracks S&P 500 Quality FCF Aristocrats Index. They also come from different issuers: iShares and Pacer. Their fees differ too: 0.25% for STLG and 0.49% for LCOW.

Which has better risk-adjusted returns?

LCOW currently has the higher Sharpe Ratio (1.65 vs 1.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.