STLG vs. SCHB
Compare and contrast key facts about iShares Factors US Growth Style ETF (STLG) and Schwab U.S. Broad Market ETF (SCHB).
STLG and SCHB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. SCHB is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Broad Stock Market Total Return Index. It was launched on Nov 3, 2009. Both STLG and SCHB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
STLG vs. SCHB - Performance Comparison
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STLG vs. SCHB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
STLG iShares Factors US Growth Style ETF | -6.01% | 21.49% | 37.42% | 42.86% | -26.75% | 27.99% | 26.51% |
SCHB Schwab U.S. Broad Market ETF | -4.05% | 16.94% | 23.93% | 26.16% | -19.46% | 25.84% | 17.34% |
Returns By Period
In the year-to-date period, STLG achieves a -6.01% return, which is significantly lower than SCHB's -4.05% return.
STLG
- 1D
- 3.86%
- 1M
- -5.81%
- YTD
- -6.01%
- 6M
- -2.39%
- 1Y
- 25.79%
- 3Y*
- 25.22%
- 5Y*
- 15.18%
- 10Y*
- —
SCHB
- 1D
- 2.91%
- 1M
- -4.99%
- YTD
- -4.05%
- 6M
- -1.80%
- 1Y
- 17.96%
- 3Y*
- 17.85%
- 5Y*
- 10.52%
- 10Y*
- 13.57%
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STLG vs. SCHB - Expense Ratio Comparison
STLG has a 0.25% expense ratio, which is higher than SCHB's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
STLG vs. SCHB — Risk / Return Rank
STLG
SCHB
STLG vs. SCHB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Factors US Growth Style ETF (STLG) and Schwab U.S. Broad Market ETF (SCHB). 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 | SCHB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.98 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.50 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 1.51 | +0.36 |
Martin ratioReturn relative to average drawdown | 6.91 | 7.15 | -0.24 |
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 | SCHB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.98 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.61 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.78 | -0.07 |
Correlation
The correlation between STLG and SCHB is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
STLG vs. SCHB - Dividend Comparison
STLG's dividend yield for the trailing twelve months is around 0.32%, less than SCHB's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STLG iShares Factors US Growth Style ETF | 0.32% | 0.31% | 0.38% | 0.75% | 1.85% | 0.67% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHB Schwab U.S. Broad Market ETF | 1.18% | 1.11% | 1.24% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.00% | 1.65% | 1.86% | 2.00% |
Drawdowns
STLG vs. SCHB - Drawdown Comparison
The maximum STLG drawdown since its inception was -31.34%, smaller than the maximum SCHB drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for STLG and SCHB.
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Drawdown Indicators
| STLG | SCHB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.34% | -35.27% | +3.93% |
Max Drawdown (1Y)Largest decline over 1 year | -13.69% | -12.22% | -1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -30.61% | -25.41% | -5.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.27% | — |
Current DrawdownCurrent decline from peak | -10.35% | -6.26% | -4.09% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -4.15% | -3.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 2.58% | +1.13% |
Volatility
STLG vs. SCHB - Volatility Comparison
iShares Factors US Growth Style ETF (STLG) has a higher volatility of 7.52% compared to Schwab U.S. Broad Market ETF (SCHB) at 5.48%. This indicates that STLG's price experiences larger fluctuations and is considered to be riskier than SCHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STLG | SCHB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.52% | 5.48% | +2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 14.44% | 9.75% | +4.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.39% | 18.33% | +6.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.86% | 17.25% | +4.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.02% | 18.30% | +5.72% |