TSEL vs. IUSG
TSEL (Touchstone Sands Capital US Select Growth ETF) and IUSG (iShares Core S&P U.S. Growth ETF) are both Large Cap Growth Equities funds. TSEL is actively managed, while IUSG is passively managed. Over the past year, TSEL returned 9.55% vs 33.89% for IUSG. Their correlation of 0.88 suggests significant overlap in exposure. TSEL charges 0.67%/yr vs 0.04%/yr for IUSG.
Performance
TSEL vs. IUSG - Performance Comparison
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Returns By Period
In the year-to-date period, TSEL achieves a 3.62% return, which is significantly lower than IUSG's 14.08% return.
TSEL
- 1D
- -1.53%
- 1M
- 4.36%
- YTD
- 3.62%
- 6M
- 2.58%
- 1Y
- 9.55%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IUSG
- 1D
- -0.89%
- 1M
- 7.35%
- YTD
- 14.08%
- 6M
- 13.91%
- 1Y
- 33.89%
- 3Y*
- 27.59%
- 5Y*
- 15.69%
- 10Y*
- 17.88%
TSEL vs. IUSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSEL Touchstone Sands Capital US Select Growth ETF | 3.62% | 11.16% |
IUSG iShares Core S&P U.S. Growth ETF | 14.08% | 19.31% |
Correlation
The correlation between TSEL and IUSG is 0.86, 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 | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jan 6, 2025 | 0.88 |
The correlation between TSEL and IUSG has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.
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Return for Risk
TSEL vs. IUSG — Risk / Return Rank
TSEL
IUSG
TSEL vs. IUSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital US Select Growth ETF (TSEL) and iShares Core S&P U.S. Growth ETF (IUSG). 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.
| TSEL | IUSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.37 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 2.61 | -2.20 |
| Martin ratioReturn relative to average drawdown | 1.01 | 11.09 | -10.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSEL | IUSG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 2.17 | -1.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.76 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.38 | +0.01 |
Drawdowns
TSEL vs. IUSG - Drawdown Comparison
The maximum TSEL drawdown since its inception was -28.95%, smaller than the maximum IUSG drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for TSEL and IUSG.
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Drawdown Indicators
| TSEL | IUSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.95% | -63.41% | +34.46% |
Max Drawdown (1Y)Largest decline over 1 year | -23.47% | -13.07% | -10.40% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.28% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.21% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.35% | — |
Current DrawdownCurrent decline from peak | -5.07% | -0.98% | -4.09% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -21.44% | +13.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.44% | 3.06% | +6.38% |
Volatility
TSEL vs. IUSG - Volatility Comparison
Touchstone Sands Capital US Select Growth ETF (TSEL) has a higher volatility of 4.90% compared to iShares Core S&P U.S. Growth ETF (IUSG) at 4.23%. This indicates that TSEL's price experiences larger fluctuations and is considered to be riskier than IUSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSEL | IUSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 4.23% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 15.63% | 12.23% | +3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.34% | 15.72% | +4.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.78% | 20.87% | +5.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.78% | 20.40% | +6.38% |
TSEL vs. IUSG - Expense Ratio Comparison
TSEL has a 0.67% expense ratio, which is higher than IUSG's 0.04% expense ratio.
Dividends
TSEL vs. IUSG - Dividend Comparison
TSEL has not paid dividends to shareholders, while IUSG's dividend yield for the trailing twelve months is around 0.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSG iShares Core S&P U.S. Growth ETF | 0.47% | 0.53% | 0.59% | 1.12% | 1.07% | 0.59% | 0.93% | 1.64% | 1.32% | 1.28% | 1.48% | 1.29% |
TSEL Touchstone Sands Capital US Select Growth ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TSEL and IUSG have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSEL has higher volatility (4.90%) compared to IUSG (4.23%). In terms of maximum drawdown, TSEL dropped -28.95% vs IUSG's -63.41%.
On 1-year performance, IUSG leads with 33.89% vs 9.55% for TSEL. On fees, IUSG is cheaper at 0.04% per year. On volatility, IUSG has been the lower-risk option at 4.23%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IUSG has performed better with a 33.89% return vs 9.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IUSG is cheaper with a 0.04% expense ratio, compared with 0.67% for TSEL.
IUSG has the higher dividend yield at 0.47%, compared with 0.00% for TSEL.
They also come from different issuers: Touchstone and iShares. Their fees differ too: 0.67% for TSEL and 0.04% for IUSG.
IUSG currently has the higher Sharpe Ratio (2.17 vs 0.47), 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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