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STNC vs. ILCB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

STNC vs. ILCB

Last updated Aug 2, 2026
Documentation

STNC (Hennessy Stance ESG 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 7.12%/yr vs 12.26%/yr for ILCB. Their correlation of 0.83 means they have usually moved in the same direction. 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 Hennessy Stance ESG ETF (STNC) and iShares Morningstar U.S. Equity ETF (ILCB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STNC achieves a 11.50% return, which is significantly higher than ILCB's 10.04% return.

STNC

1D
-0.02%
1M
-0.41%
6M
6.93%
YTD
11.50%
1Y
20.36%
3Y*
11.71%
5Y*
7.12%
10Y*
—
ALL TIME*
8.09%

ILCB

1D
0.68%
1M
0.02%
6M
8.59%
YTD
10.04%
1Y
21.14%
3Y*
19.48%
5Y*
12.26%
10Y*
14.38%
ALL TIME*
11.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

ILCB

iShares Morningstar U.S. Equity ETF
$856.67K$1.50M$1.33M

STNC

Hennessy Stance ESG ETF
$80.91K$76.39K$55.00K

STNC vs. ILCB - Yearly Performance Comparison

2026 (YTD)20252024202320222021
STNC
Hennessy Stance ESG ETF		11.50%10.33%8.92%11.49%-13.10%17.04%
ILCB
iShares Morningstar U.S. Equity ETF		10.04%17.70%24.96%26.91%-19.48%20.05%

Correlation

The correlation between STNC and ILCB is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.70

Correlation (3Y)
Balances recent behavior with more history.

0.77

Correlation (5Y)
Shows whether the relationship held over a longer 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 0.70 (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

27.3%
38.4%

Consumer Cyclical

17.9%
9.4%

Healthcare

12.7%
9.0%

Industrials

11.6%
8.9%

Consumer Defensive

6.9%
4.4%

Financial Services

6.3%
11.4%

Communication Services

6.2%
9.8%

Utilities

4.6%
2.2%

Basic Materials

3.5%
1.8%

Real Estate

3.0%
1.7%

Energy

-

3.1%

Technology

STNC
27.3%
ILCB
38.4%

Consumer Cyclical

STNC
17.9%
ILCB
9.4%

Healthcare

STNC
12.7%
ILCB
9.0%

Industrials

STNC
11.6%
ILCB
8.9%

Consumer Defensive

STNC
6.9%
ILCB
4.4%

Financial Services

STNC
6.3%
ILCB
11.4%

Communication Services

STNC
6.2%
ILCB
9.8%

Utilities

STNC
4.6%
ILCB
2.2%

Basic Materials

STNC
3.5%
ILCB
1.8%

Real Estate

STNC
3.0%
ILCB
1.7%

Energy

STNC

-

ILCB
3.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Hennessy Stance ESG ETF

iShares Morningstar U.S. Equity ETF

Often compared with STNC:
STNC vs. IWYSTNC vs. BDGSSTNC vs. SPYSTNC vs. ALTLSTNC vs. QCLRSTNC vs. VUGSTNC vs. ACSI
Often compared with ILCB:
ILCB vs. ILCGILCB vs. VOOILCB vs. IVVILCB vs. SPYILCB vs. SCHBILCB vs. VTIILCB vs. BBUS

Return for Risk

STNC vs. ILCB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
STNC
STNC Risk / Return Rank: 5858
Overall Rank
STNC Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
STNC Sortino Ratio Rank: 5858
Sortino Ratio Rank
STNC Omega Ratio Rank: 5050
Omega Ratio Rank
STNC Calmar Ratio Rank: 6868
Calmar Ratio Rank
STNC Martin Ratio Rank: 6060
Martin Ratio Rank
ILCB
ILCB Risk / Return Rank: 6464
Overall Rank
ILCB Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ILCB Sortino Ratio Rank: 6161
Sortino Ratio Rank
ILCB Omega Ratio Rank: 6262
Omega Ratio Rank
ILCB Calmar Ratio Rank: 6060
Calmar Ratio Rank
ILCB Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

STNC vs. ILCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hennessy Stance ESG 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.

STNCILCBDifference
Sharpe ratioReturn per unit of total volatility
1.32
1.48

-0.16

Sortino ratioReturn per unit of downside risk
1.99
2.07

-0.08

Omega ratioGain probability vs. loss probability

1.23

1.26

-0.04

Calmar ratioReturn relative to maximum drawdown

2.39

2.12

+0.27

Martin ratioReturn relative to average drawdown

7.25

8.94

-1.69

STNC vs. ILCB - Sharpe Ratio Comparison

The current STNC Sharpe Ratio is 1.32, which is comparable to the ILCB Sharpe Ratio of 1.48. 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.

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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.

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Drawdown Indicators

STNCILCBDifference

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

-4.06%

-1.64%

-2.42%

Average Drawdown

Average peak-to-trough decline

-5.82%

-6.21%

+0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

2.15%

+0.51%

Volatility

STNC vs. ILCB - Volatility Comparison

The current volatility for Hennessy Stance ESG ETF (STNC) is 3.41%, while iShares Morningstar U.S. Equity ETF (ILCB) has a volatility of 3.59%. This indicates that STNC experiences smaller price fluctuations and is considered to be less risky than ILCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

STNCILCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

3.59%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

12.08%

10.22%

+1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

14.71%

13.01%

+1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.74%

17.24%

-1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.46%

18.18%

-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 0.91%, less than ILCB's 0.98% yield.

PositionTTM20252024202320222021202020192018201720162015
ILCB
iShares Morningstar U.S. Equity ETF		0.98%1.11%1.19%1.43%1.65%1.16%1.26%2.25%2.17%1.81%1.97%2.44%
STNC
Hennessy Stance ESG ETF		0.91%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

STNC and ILCB have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ILCB has higher volatility (3.59%) compared to STNC (3.41%). In terms of maximum drawdown, STNC dropped -22.33% vs ILCB's -51.53%.

On 5-year performance, ILCB leads with 12.26% vs 7.12% for STNC. On fees, ILCB is cheaper at 0.03% per year. On volatility, STNC has been the lower-risk option at 3.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ILCB has performed better with a 12.26% return vs 7.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

ILCB has the higher dividend yield at 0.98%, compared with 0.91% for STNC.

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

ILCB currently has the higher Sharpe Ratio (1.48 vs 1.32), 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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