STXK vs. ISCB

Last updated Jun 4, 2026

STXK (Strive Small-Cap ETF) and ISCB (iShares Morningstar Small-Cap ETF) are both Small Cap Blend Equities funds - STXK tracks the Bloomberg US 600 Index - Benchmark TR Gross while ISCB tracks the Morningstar US Small Cap Extended Index. Both are passively managed. Over the past 3 years, STXK returned 14.24%/yr vs 16.41%/yr for ISCB. With a 0.98 correlation, they move nearly in lockstep. STXK charges 0.18%/yr vs 0.04%/yr for ISCB.

Performance

STXK vs. ISCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive Small-Cap ETF (STXK) and iShares Morningstar Small-Cap ETF (ISCB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STXK achieves a 10.46% return, which is significantly lower than ISCB's 11.43% return.

STXK

• 1D: -0.89%
• 1M: 2.04%
• YTD: 10.46%
• 6M: 9.14%
• 1Y: 25.86%
• 3Y*: 14.24%
• 5Y*: —
• 10Y*: —

ISCB

• 1D: -0.67%
• 1M: 2.77%
• YTD: 11.43%
• 6M: 11.42%
• 1Y: 29.48%
• 3Y*: 16.41%
• 5Y*: 5.72%
• 10Y*: 9.30%

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

STXK vs. ISCB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
STXK Strive Small-Cap ETF	10.46%	7.82%	9.47%	20.15%	-4.99%
ISCB iShares Morningstar Small-Cap ETF	11.43%	12.46%	10.90%	19.51%	-4.46%

Correlation

The correlation between STXK and ISCB is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (All Time) Calculated using the full available price history since Nov 11, 2022	0.98

The correlation between STXK and ISCB has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

STXK vs. ISCB - Sectors Allocation Comparison

Sectors	STXK	ISCB
Technology	16.4%	14.6%
Financial Services	15.8%	15.9%
Industrials	14.6%	18.5%
Consumer Cyclical	13.5%	11.8%
Healthcare	12.2%	13.3%
Real Estate	7.4%	8.2%
Energy	7.0%	4.9%
Basic Materials	4.5%	4.6%
Utilities	3.2%	2.3%
Consumer Defensive	3.1%	3.4%
Communication Services	2.2%	2.6%

Return for Risk

STXK vs. ISCB — Risk / Return Rank

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

STXK

STXK Risk / Return Rank: 48
STXK Sharpe Ratio Rank: 45
STXK Sortino Ratio Rank: 46
STXK Omega Ratio Rank: 42
STXK Calmar Ratio Rank: 54
STXK Martin Ratio Rank: 54

ISCB

ISCB Risk / Return Rank: 56
ISCB Sharpe Ratio Rank: 52
ISCB Sortino Ratio Rank: 53
ISCB Omega Ratio Rank: 49
ISCB Calmar Ratio Rank: 63
ISCB Martin Ratio Rank: 62

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.

STXK vs. ISCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive Small-Cap ETF (STXK) and iShares Morningstar Small-Cap ETF (ISCB). 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.

	STXK	ISCB	Difference
Sharpe ratio Return per unit of total volatility	1.55	1.80	-0.25
Sortino ratio Return per unit of downside risk	2.29	2.60	-0.30
Omega ratio Gain probability vs. loss probability	1.27	1.31	-0.04
Calmar ratio Return relative to maximum drawdown	2.65	3.15	-0.51
Martin ratio Return relative to average drawdown	9.12	11.26	-2.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STXK vs. ISCB - Sharpe Ratio Comparison

The current STXK Sharpe Ratio is 1.55, which is comparable to the ISCB Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of STXK and ISCB, 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

	STXK	ISCB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.55	1.80	-0.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.27	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.41	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.38	+0.21

Drawdowns

STXK vs. ISCB - Drawdown Comparison

The maximum STXK drawdown since its inception was -27.12%, smaller than the maximum ISCB drawdown of -61.25%. Use the drawdown chart below to compare losses from any high point for STXK and ISCB.

Drawdown Indicators

	STXK	ISCB	Difference
Max Drawdown Largest peak-to-trough decline	-27.12%	-61.25%	+34.13%
Max Drawdown (1Y) Largest decline over 1 year	-9.81%	-9.39%	-0.42%
Max Drawdown (3Y) Largest decline over 3 years	-27.12%	-26.22%	-0.90%
Max Drawdown (5Y) Largest decline over 5 years	—	-29.94%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-44.18%	—
Current Drawdown Current decline from peak	-1.10%	-0.67%	-0.43%
Average Drawdown Average peak-to-trough decline	-5.61%	-9.80%	+4.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.84%	2.63%	+0.21%

Volatility

STXK vs. ISCB - Volatility Comparison

Strive Small-Cap ETF (STXK) and iShares Morningstar Small-Cap ETF (ISCB) have volatilities of 4.21% and 4.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STXK	ISCB	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.21%	4.28%	-0.07%
Volatility (6M) Calculated over the trailing 6-month period	11.55%	11.43%	+0.12%
Volatility (1Y) Calculated over the trailing 1-year period	16.86%	16.51%	+0.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.12%	21.39%	-1.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.12%	22.68%	-2.56%

STXK vs. ISCB - Expense Ratio Comparison

STXK has a 0.18% expense ratio, which is higher than ISCB's 0.04% 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%.

Dividends

STXK vs. ISCB - Dividend Comparison

STXK's dividend yield for the trailing twelve months is around 1.39%, more than ISCB's 1.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ISCB iShares Morningstar Small-Cap ETF	1.27%	1.38%	1.31%	1.49%	1.63%	1.26%	1.26%	1.25%	1.60%	1.24%	1.58%	1.40%
STXK Strive Small-Cap ETF	1.39%	1.29%	1.64%	1.14%	0.31%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both STXK and ISCB in my portfolio?

With a correlation of 0.96, STXK and ISCB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, STXK or ISCB?

ISCB has higher volatility (4.28%) compared to STXK (4.21%). In terms of maximum drawdown, STXK dropped -27.12% vs ISCB's -61.25%.

Which ETF is better, STXK or ISCB?

On 3-year performance, ISCB leads with 16.41% vs 14.24% for STXK. On fees, ISCB is cheaper at 0.04% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STXK or ISCB?

Over the 3-year period, ISCB has performed better with a 16.41% return vs 14.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STXK or ISCB?

ISCB is cheaper with a 0.04% expense ratio, compared with 0.18% for STXK.

Which ETF pays a higher dividend yield, STXK or ISCB?

STXK has the higher dividend yield at 1.39%, compared with 1.27% for ISCB.

What is the main difference between STXK and ISCB?

STXK tracks Bloomberg US 600 Index - Benchmark TR Gross, while ISCB tracks Morningstar US Small Cap Extended Index. They also come from different issuers: Strive and iShares. Their fees differ too: 0.18% for STXK and 0.04% for ISCB.

Which has better risk-adjusted returns?

ISCB currently has the higher Sharpe Ratio (1.80 vs 1.55), 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.