TTAC vs. IUSG

Last updated Jun 23, 2026

TTAC (TrimTabs US Free Cash Flow Quality ETF) and IUSG (iShares Core S&P U.S. Growth ETF) are both Large Cap Growth Equities funds. TTAC is actively managed, while IUSG is passively managed. Over the past 5 years, TTAC returned 12.94%/yr vs 14.44%/yr for IUSG. Their correlation of 0.88 suggests significant overlap in exposure. TTAC charges 0.59%/yr vs 0.04%/yr for IUSG.

Performance

TTAC vs. IUSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrimTabs US Free Cash Flow Quality ETF (TTAC) and iShares Core S&P U.S. Growth ETF (IUSG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TTAC achieves a 18.93% return, which is significantly higher than IUSG's 11.77% return.

TTAC

• 1D: 1.39%
• 1M: 3.86%
• YTD: 18.93%
• 6M: 16.87%
• 1Y: 24.51%
• 3Y*: 19.15%
• 5Y*: 12.94%
• 10Y*: —

IUSG

• 1D: -0.75%
• 1M: 0.47%
• YTD: 11.77%
• 6M: 11.28%
• 1Y: 31.51%
• 3Y*: 25.98%
• 5Y*: 14.44%
• 10Y*: 18.05%

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

TTAC vs. IUSG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TTAC TrimTabs US Free Cash Flow Quality ETF	18.93%	8.07%	18.26%	22.97%	-14.60%	30.66%	18.30%	26.03%	-6.26%	15.11%
IUSG iShares Core S&P U.S. Growth ETF	11.77%	21.23%	34.70%	29.28%	-28.81%	31.26%	32.65%	30.62%	-0.79%	10.11%

Correlation

The correlation between TTAC and IUSG is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (All Time) Calculated using the full available price history since Aug 24, 2017	0.88

The correlation between TTAC and IUSG shifts across timeframes, from 0.78 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.

TTAC vs. IUSG - Sectors Allocation Comparison

Sectors	TTAC	IUSG
Technology	29.5%	50.8%
Financial Services	14.5%	8.7%
Consumer Cyclical	12.7%	8.4%
Healthcare	11.9%	6.4%
Industrials	9.0%	6.6%
Consumer Defensive	8.0%	1.2%
Communication Services	6.1%	15.2%
Energy	2.6%	0.3%
Basic Materials	2.3%	0.5%
Real Estate	2.0%	0.8%
Utilities	-	1.1%

Return for Risk

TTAC vs. IUSG — Risk / Return Rank

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

TTAC

TTAC Risk / Return Rank: 52
TTAC Sharpe Ratio Rank: 45
TTAC Sortino Ratio Rank: 43
TTAC Omega Ratio Rank: 42
TTAC Calmar Ratio Rank: 70
TTAC Martin Ratio Rank: 62

IUSG

IUSG Risk / Return Rank: 55
IUSG Sharpe Ratio Rank: 58
IUSG Sortino Ratio Rank: 55
IUSG Omega Ratio Rank: 54
IUSG Calmar Ratio Rank: 50
IUSG Martin Ratio Rank: 58

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.

TTAC vs. IUSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrimTabs US Free Cash Flow Quality ETF (TTAC) 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.

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.

	TTAC	IUSG	Difference
Sharpe ratio: Return per unit of total volatility	1.53	1.89	-0.36
Sortino ratio: Return per unit of downside risk	2.12	2.55	-0.43
Omega ratio: Gain probability vs. loss probability	1.27	1.33	-0.06
Calmar ratio: Return relative to maximum drawdown	3.43	2.42	+1.01
Martin ratio: Return relative to average drawdown	10.98	9.93	+1.05

TTAC vs. IUSG - Sharpe Ratio Comparison

The current TTAC Sharpe Ratio is 1.53, which is comparable to the IUSG Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of TTAC and IUSG, 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

TTAC vs. IUSG - Drawdown Comparison

The maximum TTAC drawdown since its inception was -34.95%, smaller than the maximum IUSG drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for TTAC and IUSG.

Drawdown Indicators

	TTAC	IUSG	Difference
Max Drawdown Largest peak-to-trough decline	-34.95%	-63.41%	+28.46%
Max Drawdown (1Y) Largest decline over 1 year	-7.17%	-13.07%	+5.90%
Max Drawdown (3Y) Largest decline over 3 years	-19.92%	-22.28%	+2.36%
Max Drawdown (5Y) Largest decline over 5 years	-21.88%	-32.21%	+10.33%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.35%	—
Current Drawdown Current decline from peak	0.00%	-2.99%	+2.99%
Average Drawdown Average peak-to-trough decline	-4.97%	-21.40%	+16.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.24%	3.18%	-0.94%

Volatility

TTAC vs. IUSG - Volatility Comparison

The current volatility for TrimTabs US Free Cash Flow Quality ETF (TTAC) is 5.90%, while iShares Core S&P U.S. Growth ETF (IUSG) has a volatility of 6.76%. This indicates that TTAC experiences smaller price fluctuations and is considered to be less risky than IUSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TTAC	IUSG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.90%	6.76%	-0.86%
Volatility (6M) Calculated over the trailing 6-month period	12.66%	13.49%	-0.83%
Volatility (1Y) Calculated over the trailing 1-year period	16.12%	16.78%	-0.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.25%	21.03%	-3.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.75%	20.50%	-1.75%

TTAC vs. IUSG - Expense Ratio Comparison

TTAC has a 0.59% expense ratio, which is higher than IUSG's 0.04% expense ratio.

Dividends

TTAC vs. IUSG - Dividend Comparison

TTAC's dividend yield for the trailing twelve months is around 0.53%, more than IUSG's 0.49% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IUSG iShares Core S&P U.S. Growth ETF	0.49%	0.53%	0.59%	1.12%	1.07%	0.59%	0.93%	1.64%	1.32%	1.28%	1.48%	1.29%
TTAC TrimTabs US Free Cash Flow Quality ETF	0.53%	0.62%	0.70%	0.94%	1.36%	9.63%	0.41%	0.72%	0.62%	0.40%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TTAC and IUSG in my portfolio?

TTAC and IUSG have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TTAC or IUSG?

IUSG has higher volatility (6.76%) compared to TTAC (5.90%). In terms of maximum drawdown, TTAC dropped -34.95% vs IUSG's -63.41%.

Which ETF is better, TTAC or IUSG?

On 5-year performance, IUSG leads with 14.44% vs 12.94% for TTAC. On fees, IUSG is cheaper at 0.04% per year. On volatility, TTAC has been the lower-risk option at 5.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TTAC or IUSG?

Over the 5-year period, IUSG has performed better with a 14.44% return vs 12.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TTAC or IUSG?

IUSG is cheaper with a 0.04% expense ratio, compared with 0.59% for TTAC.

Which ETF pays a higher dividend yield, TTAC or IUSG?

TTAC has the higher dividend yield at 0.53%, compared with 0.49% for IUSG.

What is the main difference between TTAC and IUSG?

They also come from different issuers: TrimTabs and iShares. Their fees differ too: 0.59% for TTAC and 0.04% for IUSG.

Which has better risk-adjusted returns?

IUSG currently has the higher Sharpe Ratio (1.89 vs 1.53), 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.