STNC vs. ILCB

Last updated Jun 24, 2026

STNC (Stance Equity ESG Large Cap Core ETF) and ILCB (iShares Morningstar U.S. Equity ETF) are both Large Cap Growth Equities funds. STNC is actively managed, while ILCB is passively managed. Over the past 5 years, STNC returned 8.11%/yr vs 12.58%/yr for ILCB. Their correlation of 0.83 suggests significant overlap in exposure. STNC charges 0.85%/yr vs 0.03%/yr for ILCB.

Performance

STNC vs. ILCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stance Equity ESG Large Cap Core ETF (STNC) and iShares Morningstar U.S. Equity ETF (ILCB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STNC achieves a 13.06% return, which is significantly higher than ILCB's 8.52% return.

STNC

• 1D: -1.64%
• 1M: 3.18%
• YTD: 13.06%
• 6M: 12.47%
• 1Y: 24.99%
• 3Y*: 13.47%
• 5Y*: 8.11%
• 10Y*: —

ILCB

• 1D: -1.36%
• 1M: -1.01%
• YTD: 8.52%
• 6M: 7.55%
• 1Y: 23.81%
• 3Y*: 21.04%
• 5Y*: 12.58%
• 10Y*: 14.97%

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

STNC vs. ILCB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
STNC Stance Equity ESG Large Cap Core ETF	13.06%	10.33%	8.92%	11.49%	-13.10%	17.04%
ILCB iShares Morningstar U.S. Equity ETF	8.52%	17.70%	24.96%	26.91%	-19.48%	20.05%

Correlation

The correlation between STNC and ILCB is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since Mar 16, 2021	0.83

The correlation between STNC and ILCB shifts across timeframes, from 0.69 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.

STNC vs. ILCB - Sectors Allocation Comparison

Sectors	STNC	ILCB
Technology	24.9%	38.9%
Consumer Cyclical	19.5%	9.3%
Healthcare	12.9%	8.4%
Industrials	11.4%	8.4%
Consumer Defensive	7.2%	4.5%
Financial Services	6.3%	11.4%
Communication Services	6.3%	9.9%
Utilities	4.6%	2.6%
Basic Materials	3.9%	1.8%
Real Estate	3.0%	1.7%
Energy	-	3.1%

Return for Risk

STNC vs. ILCB — Risk / Return Rank

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

STNC

STNC Risk / Return Rank: 60
STNC Sharpe Ratio Rank: 57
STNC Sortino Ratio Rank: 60
STNC Omega Ratio Rank: 51
STNC Calmar Ratio Rank: 68
STNC Martin Ratio Rank: 64

ILCB

ILCB Risk / Return Rank: 60
ILCB Sharpe Ratio Rank: 60
ILCB Sortino Ratio Rank: 57
ILCB Omega Ratio Rank: 59
ILCB Calmar Ratio Rank: 57
ILCB Martin Ratio Rank: 67

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.

STNC vs. ILCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stance Equity ESG Large Cap Core ETF (STNC) and iShares Morningstar U.S. Equity ETF (ILCB). 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.

	STNC	ILCB	Difference
Sharpe ratio: Return per unit of total volatility	1.75	1.89	-0.14
Sortino ratio: Return per unit of downside risk	2.57	2.59	-0.02
Omega ratio: Gain probability vs. loss probability	1.30	1.34	-0.04
Calmar ratio: Return relative to maximum drawdown	3.10	2.63	+0.47
Martin ratio: Return relative to average drawdown	10.66	11.66	-1.00

STNC vs. ILCB - Sharpe Ratio Comparison

The current STNC Sharpe Ratio is 1.75, which is comparable to the ILCB Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of STNC and ILCB, 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

STNC vs. ILCB - Drawdown Comparison

The maximum STNC drawdown since its inception was -22.33%, smaller than the maximum ILCB drawdown of -51.53%. Use the drawdown chart below to compare losses from any high point for STNC and ILCB.

Drawdown Indicators

	STNC	ILCB	Difference
Max Drawdown Largest peak-to-trough decline	-22.33%	-51.53%	+29.20%
Max Drawdown (1Y) Largest decline over 1 year	-8.09%	-9.09%	+1.00%
Max Drawdown (3Y) Largest decline over 3 years	-17.90%	-19.05%	+1.15%
Max Drawdown (5Y) Largest decline over 5 years	-22.33%	-25.47%	+3.14%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.30%	—
Current Drawdown Current decline from peak	-1.64%	-3.00%	+1.36%
Average Drawdown Average peak-to-trough decline	-5.87%	-6.23%	+0.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.35%	2.05%	+0.30%

Volatility

STNC vs. ILCB - Volatility Comparison

Stance Equity ESG Large Cap Core ETF (STNC) has a higher volatility of 5.87% compared to iShares Morningstar U.S. Equity ETF (ILCB) at 4.82%. This indicates that STNC's price experiences larger fluctuations and is considered to be riskier than ILCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STNC	ILCB	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.87%	4.82%	+1.05%
Volatility (6M) Calculated over the trailing 6-month period	11.47%	9.99%	+1.48%
Volatility (1Y) Calculated over the trailing 1-year period	14.33%	12.66%	+1.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.67%	17.23%	-1.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.48%	18.20%	-2.72%

STNC vs. ILCB - Expense Ratio Comparison

STNC has a 0.85% expense ratio, which is higher than ILCB's 0.03% expense ratio.

Dividends

STNC vs. ILCB - Dividend Comparison

STNC's dividend yield for the trailing twelve months is around 0.90%, less than ILCB's 1.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ILCB iShares Morningstar U.S. Equity ETF	1.00%	1.11%	1.19%	1.43%	1.65%	1.16%	1.26%	2.25%	2.17%	1.81%	1.97%	2.44%
STNC Stance Equity ESG Large Cap Core ETF	0.90%	1.02%	0.96%	0.08%	0.58%	0.41%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both STNC and ILCB in my portfolio?

STNC and ILCB have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STNC or ILCB?

STNC has higher volatility (5.87%) compared to ILCB (4.82%). In terms of maximum drawdown, STNC dropped -22.33% vs ILCB's -51.53%.

Which ETF is better, STNC or ILCB?

On 5-year performance, ILCB leads with 12.58% vs 8.11% for STNC. On fees, ILCB is cheaper at 0.03% per year. On volatility, ILCB has been the lower-risk option at 4.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STNC or ILCB?

Over the 5-year period, ILCB has performed better with a 12.58% return vs 8.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STNC or ILCB?

ILCB is cheaper with a 0.03% expense ratio, compared with 0.85% for STNC.

Which ETF pays a higher dividend yield, STNC or ILCB?

ILCB has the higher dividend yield at 1.00%, compared with 0.90% for STNC.

What is the main difference between STNC and ILCB?

They also come from different issuers: Red Gate Advisers LLC and iShares. Their fees differ too: 0.85% for STNC and 0.03% for ILCB.

Which has better risk-adjusted returns?

ILCB currently has the higher Sharpe Ratio (1.89 vs 1.75), 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.