STLG vs. PFFL
STLG (iShares Factors US Growth Style ETF) and PFFL (ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN) are both exchange-traded funds - STLG is a Large Cap Growth Equities fund tracking the Russell US Large Cap Factors Growth Style Index, while PFFL is a Preferred Stock/Convertible Bonds fund tracking the Solactive Preferred Stock ETF Index. Both are passively managed. Over the past 5 years, STLG returned 20.26%/yr vs -5.89%/yr for PFFL. At a 0.48 correlation, their price movements are largely independent. STLG charges 0.25%/yr vs 0.85%/yr for PFFL.
Performance
STLG vs. PFFL - Performance Comparison
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Returns By Period
In the year-to-date period, STLG achieves a 21.29% return, which is significantly higher than PFFL's 0.10% return.
STLG
- 1D
- -0.72%
- 1M
- 11.92%
- YTD
- 21.29%
- 6M
- 21.80%
- 1Y
- 43.57%
- 3Y*
- 33.60%
- 5Y*
- 20.26%
- 10Y*
- —
PFFL
- 1D
- -0.99%
- 1M
- -1.06%
- YTD
- 0.10%
- 6M
- 0.21%
- 1Y
- 8.48%
- 3Y*
- 3.14%
- 5Y*
- -5.89%
- 10Y*
- —
STLG vs. PFFL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
STLG iShares Factors US Growth Style ETF | 21.29% | 21.49% | 37.42% | 42.86% | -26.75% | 27.99% | 26.51% |
PFFL ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN | 0.10% | 2.18% | 4.77% | 8.65% | -39.15% | 7.52% | -17.20% |
Correlation
The correlation between STLG and PFFL is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 2020 | 0.48 |
The correlation between STLG and PFFL shifts across timeframes, from 0.35 (3 years) to 0.49 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
STLG vs. PFFL — Risk / Return Rank
STLG
PFFL
STLG vs. PFFL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Factors US Growth Style ETF (STLG) and ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL). 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 | PFFL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.95 | ||
| Sortino ratioReturn per unit of downside risk | +2.37 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.11 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | 0.71 | +2.48 |
| Martin ratioReturn relative to average drawdown | 12.85 | 1.76 | +11.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STLG | PFFL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.45 | 0.50 | +1.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | -0.25 | +1.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | -0.07 | +0.96 |
Drawdowns
STLG vs. PFFL - Drawdown Comparison
The maximum STLG drawdown since its inception was -31.34%, smaller than the maximum PFFL drawdown of -80.68%. Use the drawdown chart below to compare losses from any high point for STLG and PFFL.
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Drawdown Indicators
| STLG | PFFL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.34% | -80.68% | +49.34% |
Max Drawdown (1Y)Largest decline over 1 year | -13.69% | -11.92% | -1.77% |
Max Drawdown (3Y)Largest decline over 3 years | -23.73% | -23.75% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -30.61% | -48.51% | +17.90% |
Current DrawdownCurrent decline from peak | -0.73% | -38.34% | +37.61% |
Average DrawdownAverage peak-to-trough decline | -7.36% | -28.54% | +21.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 4.84% | -1.44% |
Volatility
STLG vs. PFFL - Volatility Comparison
iShares Factors US Growth Style ETF (STLG) has a higher volatility of 5.03% compared to ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL) at 3.83%. This indicates that STLG's price experiences larger fluctuations and is considered to be riskier than PFFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STLG | PFFL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 3.83% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 13.89% | 10.33% | +3.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.89% | 16.91% | +0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.97% | 23.62% | -1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.89% | 55.35% | -31.46% |
STLG vs. PFFL - Expense Ratio Comparison
STLG has a 0.25% expense ratio, which is lower than PFFL's 0.85% expense ratio.
Dividends
STLG vs. PFFL - Dividend Comparison
STLG's dividend yield for the trailing twelve months is around 0.25%, less than PFFL's 12.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
PFFL ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN | 12.44% | 13.27% | 13.76% | 13.71% | 13.90% | 8.82% | 9.75% | 11.21% | 2.02% |
STLG iShares Factors US Growth Style ETF | 0.25% | 0.31% | 0.38% | 0.75% | 1.85% | 0.67% | 0.75% | 0.00% | 0.00% |
Frequently Asked Questions
STLG and PFFL have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STLG has higher volatility (5.03%) compared to PFFL (3.83%). In terms of maximum drawdown, STLG dropped -31.34% vs PFFL's -80.68%.
On 5-year performance, STLG leads with 20.26% vs -5.89% for PFFL. On fees, STLG is cheaper at 0.25% per year. On volatility, PFFL has been the lower-risk option at 3.83%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, STLG has performed better with a 20.26% return vs -5.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
STLG is cheaper with a 0.25% expense ratio, compared with 0.85% for PFFL.
PFFL has the higher dividend yield at 12.44%, compared with 0.25% for STLG.
STLG is categorized as Large Cap Growth Equities, while PFFL is Preferred Stock/Convertible Bonds. STLG tracks Russell US Large Cap Factors Growth Style Index, while PFFL tracks Solactive Preferred Stock ETF Index. They also come from different issuers: iShares and UBS. Their fees differ too: 0.25% for STLG and 0.85% for PFFL.
STLG currently has the higher Sharpe Ratio (2.45 vs 0.50), 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.
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