STXG vs. RPG

Last updated Jun 24, 2026

STXG (Strive 1000 Growth ETF) and RPG (Invesco S&P 500 Pure Growth ETF) are both Large Cap Growth Equities funds - STXG tracks the Bloomberg US 1000 Growth while RPG tracks the S&P 500/Citigroup Pure Growth Index. Both are passively managed. Over the past 3 years, STXG returned 21.55%/yr vs 27.72%/yr for RPG. Their correlation of 0.82 suggests significant overlap in exposure. STXG charges 0.18%/yr vs 0.35%/yr for RPG.

Performance

STXG vs. RPG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 1000 Growth ETF (STXG) and Invesco S&P 500 Pure Growth ETF (RPG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STXG achieves a 6.35% return, which is significantly lower than RPG's 30.31% return.

STXG

• 1D: -1.77%
• 1M: -1.76%
• YTD: 6.35%
• 6M: 5.23%
• 1Y: 22.47%
• 3Y*: 21.55%
• 5Y*: —
• 10Y*: —

RPG

• 1D: -4.60%
• 1M: 5.48%
• YTD: 30.31%
• 6M: 27.62%
• 1Y: 38.51%
• 3Y*: 27.72%
• 5Y*: 11.59%
• 10Y*: 15.14%

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

STXG vs. RPG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
STXG Strive 1000 Growth ETF	6.35%	17.82%	28.53%	35.95%	-1.65%
RPG Invesco S&P 500 Pure Growth ETF	30.31%	13.41%	28.23%	8.04%	1.47%

Correlation

The correlation between STXG and RPG is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (All Time) Calculated using the full available price history since Nov 10, 2022	0.82

The correlation between STXG and RPG has been stable across timeframes, ranging from 0.82 to 0.83 - a consistent structural relationship.

STXG vs. RPG - Sectors Allocation Comparison

Sectors	STXG	RPG
Technology	46.1%	46.9%
Communication Services	12.3%	5.4%
Consumer Cyclical	11.3%	14.7%
Industrials	9.2%	14.0%
Financial Services	7.4%	5.3%
Healthcare	6.0%	6.4%
Consumer Defensive	3.2%	1.1%
Real Estate	1.7%	1.0%
Basic Materials	1.4%	1.2%
Utilities	0.7%	2.4%
Energy	0.6%	1.6%

Return for Risk

STXG vs. RPG — Risk / Return Rank

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

STXG

STXG Risk / Return Rank: 43
STXG Sharpe Ratio Rank: 46
STXG Sortino Ratio Rank: 44
STXG Omega Ratio Rank: 44
STXG Calmar Ratio Rank: 38
STXG Martin Ratio Rank: 46

RPG

RPG Risk / Return Rank: 61
RPG Sharpe Ratio Rank: 55
RPG Sortino Ratio Rank: 52
RPG Omega Ratio Rank: 53
RPG Calmar Ratio Rank: 72
RPG Martin Ratio Rank: 73

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.

STXG vs. RPG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive 1000 Growth ETF (STXG) and Invesco S&P 500 Pure Growth ETF (RPG). 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.

	STXG	RPG	Difference
Sharpe ratio: Return per unit of total volatility	1.48	1.75	-0.27
Sortino ratio: Return per unit of downside risk	2.06	2.37	-0.31
Omega ratio: Gain probability vs. loss probability	1.26	1.31	-0.05
Calmar ratio: Return relative to maximum drawdown	1.79	3.49	-1.70
Martin ratio: Return relative to average drawdown	7.03	13.16	-6.13

STXG vs. RPG - Sharpe Ratio Comparison

The current STXG Sharpe Ratio is 1.48, which is comparable to the RPG Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of STXG and RPG, 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

STXG vs. RPG - Drawdown Comparison

The maximum STXG drawdown since its inception was -21.22%, smaller than the maximum RPG drawdown of -53.27%. Use the drawdown chart below to compare losses from any high point for STXG and RPG.

Drawdown Indicators

	STXG	RPG	Difference
Max Drawdown Largest peak-to-trough decline	-21.22%	-53.27%	+32.05%
Max Drawdown (1Y) Largest decline over 1 year	-12.62%	-11.08%	-1.54%
Max Drawdown (3Y) Largest decline over 3 years	-21.22%	-24.75%	+3.53%
Max Drawdown (5Y) Largest decline over 5 years	—	-35.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.58%	—
Current Drawdown Current decline from peak	-4.32%	-4.60%	+0.28%
Average Drawdown Average peak-to-trough decline	-2.63%	-8.83%	+6.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.20%	2.93%	+0.27%

Volatility

STXG vs. RPG - Volatility Comparison

The current volatility for Strive 1000 Growth ETF (STXG) is 5.85%, while Invesco S&P 500 Pure Growth ETF (RPG) has a volatility of 11.10%. This indicates that STXG experiences smaller price fluctuations and is considered to be less risky than RPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STXG	RPG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.85%	11.10%	-5.25%
Volatility (6M) Calculated over the trailing 6-month period	12.10%	19.02%	-6.92%
Volatility (1Y) Calculated over the trailing 1-year period	15.25%	22.09%	-6.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.67%	23.86%	-6.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.67%	22.90%	-5.23%

STXG vs. RPG - Expense Ratio Comparison

STXG has a 0.18% expense ratio, which is lower than RPG's 0.35% expense ratio.

Dividends

STXG vs. RPG - Dividend Comparison

STXG's dividend yield for the trailing twelve months is around 0.47%, more than RPG's 0.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RPG Invesco S&P 500 Pure Growth ETF	0.15%	0.24%	0.25%	1.44%	0.74%	0.00%	0.46%	0.83%	0.47%	0.56%	0.43%	0.73%
STXG Strive 1000 Growth ETF	0.47%	0.48%	0.51%	0.55%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both STXG and RPG in my portfolio?

STXG and RPG have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STXG or RPG?

RPG has higher volatility (11.10%) compared to STXG (5.85%). In terms of maximum drawdown, STXG dropped -21.22% vs RPG's -53.27%.

Which ETF is better, STXG or RPG?

On 3-year performance, RPG leads with 27.72% vs 21.55% for STXG. On fees, STXG is cheaper at 0.18% per year. On volatility, STXG has been the lower-risk option at 5.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STXG or RPG?

Over the 3-year period, RPG has performed better with a 27.72% return vs 21.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STXG or RPG?

STXG is cheaper with a 0.18% expense ratio, compared with 0.35% for RPG.

Which ETF pays a higher dividend yield, STXG or RPG?

STXG has the higher dividend yield at 0.47%, compared with 0.15% for RPG.

What is the main difference between STXG and RPG?

STXG tracks Bloomberg US 1000 Growth, while RPG tracks S&P 500/Citigroup Pure Growth Index. They also come from different issuers: Strive and Invesco. Their fees differ too: 0.18% for STXG and 0.35% for RPG.

Which has better risk-adjusted returns?

RPG currently has the higher Sharpe Ratio (1.75 vs 1.48), 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.