STLG vs. USXF
Compare and contrast key facts about iShares Factors US Growth Style ETF (STLG) and iShares ESG Advanced MSCI USA ETF (USXF).
STLG and USXF 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. USXF is a passively managed fund by iShares that tracks the performance of the MSCI USA Choice ESG Screened Index. It was launched on Jun 16, 2020. Both STLG and USXF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STLG or USXF.
Key characteristics
| STLG | USXF | |
|---|---|---|
| YTD Return | 37.04% | 31.49% |
| 1Y Return | 45.15% | 42.42% |
| 3Y Return (Ann) | 12.30% | 10.94% |
| Sharpe Ratio | 2.69 | 2.80 |
| Sortino Ratio | 3.46 | 3.70 |
| Omega Ratio | 1.49 | 1.50 |
| Calmar Ratio | 3.59 | 4.49 |
| Martin Ratio | 13.76 | 17.50 |
| Ulcer Index | 3.51% | 2.61% |
| Daily Std Dev | 17.95% | 16.35% |
| Max Drawdown | -31.34% | -29.54% |
| Current Drawdown | -0.37% | -0.54% |
Correlation
The correlation between STLG and USXF is 0.91, 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.
Performance
STLG vs. USXF - Performance Comparison
In the year-to-date period, STLG achieves a 37.04% return, which is significantly higher than USXF's 31.49% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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STLG vs. USXF - Expense Ratio Comparison
STLG has a 0.25% expense ratio, which is higher than USXF's 0.10% 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%.
Risk-Adjusted Performance
STLG vs. USXF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Factors US Growth Style ETF (STLG) and iShares ESG Advanced MSCI USA ETF (USXF). 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.
Dividends
STLG vs. USXF - Dividend Comparison
STLG's dividend yield for the trailing twelve months is around 0.22%, less than USXF's 0.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
STLG iShares Factors US Growth Style ETF | 0.22% | 0.09% | 0.14% | 0.00% | 0.75% |
USXF iShares ESG Advanced MSCI USA ETF | 0.96% | 1.21% | 1.39% | 0.85% | 0.58% |
Drawdowns
STLG vs. USXF - Drawdown Comparison
The maximum STLG drawdown since its inception was -31.34%, which is greater than USXF's maximum drawdown of -29.54%. Use the drawdown chart below to compare losses from any high point for STLG and USXF. For additional features, visit the drawdowns tool.
Volatility
STLG vs. USXF - Volatility Comparison
iShares Factors US Growth Style ETF (STLG) has a higher volatility of 5.41% compared to iShares ESG Advanced MSCI USA ETF (USXF) at 4.20%. This indicates that STLG's price experiences larger fluctuations and is considered to be riskier than USXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.