STXG vs. STXV

Last updated Jun 4, 2026

STXG (Strive 1000 Growth ETF) and STXV (Strive 1000 Value ETF) are both exchange-traded funds - STXG is a Large Cap Growth Equities fund tracking the Bloomberg US 1000 Growth, while STXV is a Large Cap Value Equities fund tracking the Bloomberg US 1000 Value. Both are passively managed. Over the past 3 years, STXG returned 23.77%/yr vs 18.06%/yr for STXV. A 0.55 correlation means they provide meaningful diversification when combined. Both charge a 0.18% expense ratio.

Performance

STXG vs. STXV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 1000 Growth ETF (STXG) and Strive 1000 Value ETF (STXV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STXG achieves a 10.21% return, which is significantly lower than STXV's 12.50% return.

STXG

• 1D: -0.84%
• 1M: 5.96%
• YTD: 10.21%
• 6M: 9.84%
• 1Y: 27.66%
• 3Y*: 23.77%
• 5Y*: —
• 10Y*: —

STXV

• 1D: -0.12%
• 1M: 3.00%
• YTD: 12.50%
• 6M: 13.79%
• 1Y: 27.20%
• 3Y*: 18.06%
• 5Y*: —
• 10Y*: —

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

STXG vs. STXV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
STXG Strive 1000 Growth ETF	10.21%	17.82%	28.53%	35.95%	-3.74%
STXV Strive 1000 Value ETF	12.50%	16.26%	13.34%	9.28%	-1.46%

Correlation

The correlation between STXG and STXV is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (All Time) Calculated using the full available price history since Nov 11, 2022	0.55

The correlation between STXG and STXV has been stable across timeframes, ranging from 0.46 to 0.55 - a consistent structural relationship.

STXG vs. STXV - Sectors Allocation Comparison

Sectors	STXG	STXV
Technology	45.0%	12.8%
Communication Services	12.6%	4.5%
Consumer Cyclical	11.4%	5.8%
Industrials	9.3%	7.7%
Financial Services	7.6%	21.1%
Healthcare	6.0%	16.5%
Consumer Defensive	3.4%	7.9%
Real Estate	1.7%	3.4%
Basic Materials	1.5%	3.1%
Utilities	0.7%	6.2%
Energy	0.6%	11.2%

Return for Risk

STXG vs. STXV — Risk / Return Rank

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

STXG

STXG Risk / Return Rank: 53
STXG Sharpe Ratio Rank: 57
STXG Sortino Ratio Rank: 56
STXG Omega Ratio Rank: 55
STXG Calmar Ratio Rank: 45
STXG Martin Ratio Rank: 53

STXV

STXV Risk / Return Rank: 84
STXV Sharpe Ratio Rank: 83
STXV Sortino Ratio Rank: 86
STXV Omega Ratio Rank: 81
STXV Calmar Ratio Rank: 85
STXV Martin Ratio Rank: 84

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. STXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive 1000 Growth ETF (STXG) and Strive 1000 Value ETF (STXV). 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.

	STXG	STXV	Difference
Sharpe ratio Return per unit of total volatility	1.93	2.71	-0.79
Sortino ratio Return per unit of downside risk	2.65	3.86	-1.20
Omega ratio Gain probability vs. loss probability	1.34	1.49	-0.15
Calmar ratio Return relative to maximum drawdown	2.20	4.70	-2.50
Martin ratio Return relative to average drawdown	8.91	17.14	-8.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STXG vs. STXV - Sharpe Ratio Comparison

The current STXG Sharpe Ratio is 1.93, which is comparable to the STXV Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of STXG and STXV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	STXG	STXV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.93	2.71	-0.79
Sharpe Ratio (All Time) Calculated using the full available price history	1.41	1.07	+0.34

Drawdowns

STXG vs. STXV - Drawdown Comparison

The maximum STXG drawdown since its inception was -21.22%, which is greater than STXV's maximum drawdown of -14.80%. Use the drawdown chart below to compare losses from any high point for STXG and STXV.

Drawdown Indicators

	STXG	STXV	Difference
Max Drawdown Largest peak-to-trough decline	-21.22%	-14.80%	-6.42%
Max Drawdown (1Y) Largest decline over 1 year	-12.62%	-5.81%	-6.81%
Max Drawdown (3Y) Largest decline over 3 years	-21.22%	-14.80%	-6.42%
Current Drawdown Current decline from peak	-0.84%	-0.12%	-0.72%
Average Drawdown Average peak-to-trough decline	-2.62%	-2.75%	+0.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.11%	1.59%	+1.52%

Volatility

STXG vs. STXV - Volatility Comparison

Strive 1000 Growth ETF (STXG) has a higher volatility of 3.63% compared to Strive 1000 Value ETF (STXV) at 2.03%. This indicates that STXG's price experiences larger fluctuations and is considered to be riskier than STXV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STXG	STXV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.63%	2.03%	+1.60%
Volatility (6M) Calculated over the trailing 6-month period	11.06%	7.03%	+4.03%
Volatility (1Y) Calculated over the trailing 1-year period	14.44%	10.08%	+4.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.53%	13.22%	+4.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.53%	13.22%	+4.31%

STXG vs. STXV - Expense Ratio Comparison

Both STXG and STXV have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

STXG vs. STXV - Dividend Comparison

STXG's dividend yield for the trailing twelve months is around 0.46%, less than STXV's 2.24% yield.

Position	TTM	2025	2024	2023	2022
STXG Strive 1000 Growth ETF	0.46%	0.48%	0.51%	0.55%	0.16%
STXV Strive 1000 Value ETF	2.24%	2.37%	2.36%	2.05%	0.47%

Frequently Asked Questions

Can I hold both STXG and STXV in my portfolio?

STXG and STXV have a correlation of 0.46, 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 STXV?

STXG has higher volatility (3.63%) compared to STXV (2.03%). In terms of maximum drawdown, STXG dropped -21.22% vs STXV's -14.80%.

Which ETF is better, STXG or STXV?

On 3-year performance, STXG leads with 23.77% vs 18.06% for STXV. Both ETFs have the same 0.18% expense ratio. On volatility, STXV has been the lower-risk option at 2.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STXG or STXV?

Over the 3-year period, STXG has performed better with a 23.77% return vs 18.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STXG or STXV?

STXG and STXV have the same expense ratio: 0.18% per year.

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

STXV has the higher dividend yield at 2.24%, compared with 0.46% for STXG.

What is the main difference between STXG and STXV?

STXG is categorized as Large Cap Growth Equities, while STXV is Large Cap Value Equities. STXG tracks Bloomberg US 1000 Growth, while STXV tracks Bloomberg US 1000 Value.

Which has better risk-adjusted returns?

STXV currently has the higher Sharpe Ratio (2.71 vs 1.93), 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.