STXK vs. STXG

Last updated Aug 4, 2026

STXK (Strive Small-Cap ETF) and STXG (Strive 1000 Growth ETF) are both exchange-traded funds - STXK is a Small Cap Blend Equities fund tracking the Bloomberg US 600 Index - Benchmark TR Gross, while STXG is a Large Cap Growth Equities fund tracking the Bloomberg US 1000 Growth. Both are passively managed. Over the past 3 years, STXK returned 13.79%/yr vs 21.80%/yr for STXG. Their 0.70 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.18% expense ratio.

Performance

STXK vs. STXG - Performance Comparison

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

Returns By Period

In the year-to-date period, STXK achieves a 16.87% return, which is significantly higher than STXG's 9.58% return.

STXK

• 1D: 1.52%
• 1M: 0.70%
• 6M: 10.79%
• YTD: 16.87%
• 1Y: 29.03%
• 3Y*: 13.79%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.48%

STXG

• 1D: 1.84%
• 1M: 1.40%
• 6M: 9.32%
• YTD: 9.58%
• 1Y: 20.37%
• 3Y*: 21.80%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 23.83%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
STXG Strive 1000 Growth ETF	$208.79K	$300.38K	$343.75K
STXK Strive Small-Cap ETF	$405.30K	$275.09K	$260.42K

STXK vs. STXG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
STXK Strive Small-Cap ETF	16.87%	7.82%	9.47%	20.15%	-3.32%
STXG Strive 1000 Growth ETF	9.58%	17.82%	28.53%	35.95%	-1.65%

Correlation

The correlation between STXK and STXG is 0.68, 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.	0.68
Correlation (3Y) Balances recent behavior with more history.	0.67
Correlation (All Time) Calculated using the full available price history since Nov 10, 2022	0.70

The correlation between STXK and STXG has been stable across timeframes, ranging from 0.67 to 0.70 - a consistent structural relationship.

STXK vs. STXG - Sectors Allocation Comparison

Sectors	STXK	STXG
Technology	17.3%	40.1%
Financial Services	15.8%	9.2%
Industrials	15.0%	10.1%
Healthcare	13.8%	7.4%
Consumer Cyclical	13.4%	11.5%
Real Estate	7.2%	2.0%
Energy	5.6%	0.6%
Basic Materials	4.2%	1.9%
Utilities	2.9%	1.5%
Consumer Defensive	2.7%	3.7%
Communication Services	2.1%	11.9%

Return for Risk

STXK vs. STXG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

STXK

STXK Risk / Return Rank: 73
STXK Sharpe Ratio Rank: 71
STXK Sortino Ratio Rank: 75
STXK Omega Ratio Rank: 66
STXK Calmar Ratio Rank: 78
STXK Martin Ratio Rank: 77

STXG

STXG Risk / Return Rank: 48
STXG Sharpe Ratio Rank: 50
STXG Sortino Ratio Rank: 49
STXG Omega Ratio Rank: 47
STXG Calmar Ratio Rank: 43
STXG Martin Ratio Rank: 49

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.

STXK vs. STXG - Risk-Adjusted Trends Comparison

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

	STXK	STXG	Difference
Sharpe ratio: Return per unit of total volatility	1.75	1.30	+0.45
Sortino ratio: Return per unit of downside risk	2.60	1.87	+0.73
Omega ratio: Gain probability vs. loss probability	1.30	1.23	+0.07
Calmar ratio: Return relative to maximum drawdown	2.97	1.62	+1.35
Martin ratio: Return relative to average drawdown	10.46	6.02	+4.44

STXK vs. STXG - Sharpe Ratio Comparison

The current STXK Sharpe Ratio is 1.75, which is higher than the STXG Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of STXK and STXG, 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

STXK vs. STXG - Drawdown Comparison

The maximum STXK drawdown since its inception was -27.12%, which is greater than STXG's maximum drawdown of -21.22%. Use the drawdown chart below to compare losses from any high point for STXK and STXG.

Drawdown Indicators

	STXK	STXG	Difference
Max Drawdown Largest peak-to-trough decline	-27.12%	-21.22%	-5.90%
Max Drawdown (1Y) Largest decline over 1 year	-9.81%	-12.62%	+2.81%
Max Drawdown (3Y) Largest decline over 3 years	-27.12%	-21.22%	-5.90%
Current Drawdown Current decline from peak	-0.35%	-1.41%	+1.06%
Average Drawdown Average peak-to-trough decline	-5.40%	-2.64%	-2.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.78%	3.39%	-0.61%

Volatility

STXK vs. STXG - Volatility Comparison

The current volatility for Strive Small-Cap ETF (STXK) is 3.82%, while Strive 1000 Growth ETF (STXG) has a volatility of 4.89%. This indicates that STXK experiences smaller price fluctuations and is considered to be less risky than STXG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STXK	STXG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.82%	4.89%	-1.07%
Volatility (6M) Calculated over the trailing 6-month period	11.63%	12.65%	-1.02%
Volatility (1Y) Calculated over the trailing 1-year period	16.68%	15.72%	+0.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.92%	17.61%	+2.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.92%	17.61%	+2.31%

STXK vs. STXG - Expense Ratio Comparison

Both STXK and STXG 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

STXK vs. STXG - Dividend Comparison

STXK's dividend yield for the trailing twelve months is around 1.13%, more than STXG's 0.47% yield.

Position	TTM	2025	2024	2023	2022
STXG Strive 1000 Growth ETF	0.47%	0.48%	0.51%	0.55%	0.16%
STXK Strive Small-Cap ETF	1.13%	1.29%	1.64%	1.14%	0.31%

Frequently Asked Questions

Can I hold both STXK and STXG in my portfolio?

STXK and STXG have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STXK or STXG?

STXG has higher volatility (4.89%) compared to STXK (3.82%). In terms of maximum drawdown, STXK dropped -27.12% vs STXG's -21.22%.

Which ETF is better, STXK or STXG?

On 3-year performance, STXG leads with 21.80% vs 13.79% for STXK. Both ETFs have the same 0.18% expense ratio. On volatility, STXK has been the lower-risk option at 3.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STXK or STXG?

Over the 3-year period, STXG has performed better with a 21.80% return vs 13.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STXK or STXG?

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

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

STXK has the higher dividend yield at 1.13%, compared with 0.47% for STXG.

What is the main difference between STXK and STXG?

STXK is categorized as Small Cap Blend Equities, while STXG is Large Cap Growth Equities. STXK tracks Bloomberg US 600 Index - Benchmark TR Gross, while STXG tracks Bloomberg US 1000 Growth.

Which has better risk-adjusted returns?

STXK currently has the higher Sharpe Ratio (1.75 vs 1.30), 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.