STLG vs. SPIT

Last updated Jul 15, 2026

STLG (iShares Factors US Growth Style ETF) and SPIT (F/m Emerald Special Situations ETF) are both Large Cap Growth Equities funds. STLG is passively managed, while SPIT is actively managed. Their correlation of 0.81 suggests significant overlap in exposure. STLG charges 0.25%/yr vs 0.89%/yr for SPIT.

Performance

STLG vs. SPIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Factors US Growth Style ETF (STLG) and F/m Emerald Special Situations ETF (SPIT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STLG achieves a 19.61% return, which is significantly lower than SPIT's 27.82% return.

STLG

• 1D: 0.94%
• 1M: 2.26%
• 6M: 16.74%
• YTD: 19.61%
• 1Y: 33.98%
• 3Y*: 30.24%
• 5Y*: 18.35%
• 10Y*: —

SPIT

• 1D: 0.41%
• 1M: 0.75%
• 6M: 18.85%
• YTD: 27.82%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

STLG vs. SPIT - Yearly Performance Comparison

	2026 (YTD)	2025
STLG iShares Factors US Growth Style ETF	19.61%	3.01%
SPIT F/m Emerald Special Situations ETF	27.82%	5.31%

Correlation

The correlation between STLG and SPIT is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 6, 2025	0.81

Return for Risk

STLG vs. SPIT — 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: 67
STLG Sortino Ratio Rank: 63
STLG Omega Ratio Rank: 62
STLG Calmar Ratio Rank: 63
STLG Martin Ratio Rank: 67

SPIT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. SPIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Factors US Growth Style ETF (STLG) and F/m Emerald Special Situations ETF (SPIT). 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	SPIT	Difference
Sharpe ratio: Return per unit of total volatility	1.75	—	—
Sortino ratio: Return per unit of downside risk	2.34	—	—
Omega ratio: Gain probability vs. loss probability	1.30	—	—
Calmar ratio: Return relative to maximum drawdown	2.49	—	—
Martin ratio: Return relative to average drawdown	9.48	—	—

Drawdowns

STLG vs. SPIT - Drawdown Comparison

The maximum STLG drawdown since its inception was -31.34%, which is greater than SPIT's maximum drawdown of -12.49%. Use the drawdown chart below to compare losses from any high point for STLG and SPIT.

Drawdown Indicators

	STLG	SPIT	Difference
Max Drawdown Largest peak-to-trough decline	-31.34%	-12.49%	-18.85%
Max Drawdown (1Y) Largest decline over 1 year	-13.69%	—	—
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	-2.11%	-5.04%	+2.93%
Average Drawdown Average peak-to-trough decline	-7.29%	-2.52%	-4.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.59%	—	—

Volatility

Volatility by Period

	STLG	SPIT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.86%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.85%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	19.53%	26.32%	-6.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.29%	26.32%	-4.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.95%	26.32%	-2.37%

STLG vs. SPIT - Expense Ratio Comparison

STLG has a 0.25% expense ratio, which is lower than SPIT's 0.89% expense ratio.

Dividends

STLG vs. SPIT - Dividend Comparison

STLG's dividend yield for the trailing twelve months is around 0.27%, less than SPIT's 5.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
SPIT F/m Emerald Special Situations ETF	5.62%	7.18%	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 SPIT in my portfolio?

STLG and SPIT have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, STLG or SPIT?

On fees, STLG is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, STLG or SPIT?

STLG is cheaper with a 0.25% expense ratio, compared with 0.89% for SPIT.

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

SPIT has the higher dividend yield at 5.62%, compared with 0.27% for STLG.

What is the main difference between STLG and SPIT?

They also come from different issuers: iShares and F/m Investments. Their fees differ too: 0.25% for STLG and 0.89% for SPIT.