Data Source: from August 2000 to October 2022 (~22 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
Category: Stocks
ETF: iShares Core S&P U.S. Growth ETF (IUSG)
ETF • LIVE PERFORMANCE (USD currency)
0.63%
1 Day
Nov 29 2022, 04:00PM Eastern Time
0.75%
Current Month
November 2022

In the last 20 Years, the iShares Core S&P U.S. Growth ETF (IUSG) ETF obtained a 10.39% compound annual return, with a 15.72% standard deviation.

In 2021, the ETF granted a 0.77% dividend yield. If you are interested in getting periodic income, please refer to the iShares Core S&P U.S. Growth ETF (IUSG) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Growth
  • Region: North America
  • Country: U.S.

Historical Returns as of Oct 31, 2022

Historical returns and Metrics of iShares Core S&P U.S. Growth ETF (IUSG) ETF.

Returns and metrics are calculated based on monthly returns, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
ISHARES CORE S&P U.S. GROWTH ETF (IUSG) ETF
Portfolio Metrics
Data Source: 1 August 2000 - 31 October 2022 (~22 years)
Swipe left to see all data
Metrics as of Oct 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y MAX
(~22Y)
Portfolio
Return (%)
4.88 -10.50 -8.76 -24.02 10.67 11.32 13.75 10.39 5.50
US Inflation (%) 0.41 0.59 3.08 7.75 5.01 3.85 2.57 2.52 2.48
Infl. Adjusted
Return (%)
4.45 -11.02 -11.48 -29.48 5.39 7.19 10.90 7.68 2.94
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 24.50 22.78 19.82 15.76 15.72 17.60
Sharpe Ratio -1.01 0.45 0.52 0.84 0.59 0.09
Sortino Ratio -1.51 0.61 0.70 1.12 0.78 0.11
MAXIMUM DRAWDOWN
Drawdown Depth (%) -30.19 -30.19 -30.19 -30.19 -48.36 -61.19
Start (yyyy mm) 2022 01 2022 01 2022 01 2022 01 2007 11 2000 09
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2009 02 2002 09
Start to Bottom (# months) 9 9 9 9 16 25
Start to Recovery (# months) in progress
> 10
> 10
> 10
> 10
41
155
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 60.63 31.51 24.04 18.79 10.91
Worst Return (%) -45.99 -20.70 -9.90 -5.20 5.56
% Positive Periods 78% 81% 89% 95% 100%
MONTHS
Positive 1 1 2 5 22 40 79 150 158
Negative 0 2 4 7 14 20 41 90 109
% Positive 100% 33% 33% 42% 61% 67% 66% 63% 59%
WITHDRAWAL RATES (WR)
Safe WR (%) 44.54 26.22 17.94 8.66 3.42
Perpetual WR (%) 5.11 6.71 9.83 7.13 2.86
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the ETF
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the ETF. It's calculated by dividing the excess return of the ETF over the risk-free rate by the ETF standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the ETF. It's a modification of the Sharpe Ratio (same formula but the denominator is the ETF downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Correlations as of Oct 31, 2022

Monthly correlations of iShares Core S&P U.S. Growth ETF (IUSG) ETF vs the main Asset Classes, over different timeframes.

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.

Columns are sortable (click on table header to sort).

ISHARES CORE S&P U.S. GROWTH ETF (IUSG) ETF
Monthly correlations as of 31 October 2022
Swipe left to see all data
Correlation vs IUSG
 
Asset Class 1 Year 5 Years 10 Years Since
Aug 2000
US Total Stock Market
VTI
0.96
0.96
0.96
0.96
US Large Cap
SPY
0.96
0.97
0.97
0.96
US Small Cap
IJR
0.88
0.82
0.79
0.82
US REITs
VNQ
0.85
0.78
0.68
0.59
US Technology
QQQ
1.00
0.98
0.97
0.95
Preferred Stocks
PFF
0.82
0.78
0.72
0.42
EAFE Stocks
EFA
0.85
0.83
0.82
0.81
World All Countries
VT
0.93
0.93
0.93
0.91
Emerging Markets
EEM
0.53
0.66
0.62
0.74
Europe
VGK
0.80
0.82
0.80
0.81
Pacific
VPL
0.86
0.80
0.76
0.73
Latin America
FLLA
0.59
0.47
0.44
0.62
US Total Bond Market
BND
0.75
0.48
0.37
0.06
Long Term Treasuries
TLT
0.57
0.12
0.04
-0.19
US Cash
BIL
-0.11
-0.23
-0.17
-0.20
TIPS
TIP
0.79
0.62
0.47
0.15
Invest. Grade Bonds
LQD
0.85
0.66
0.55
0.26
High Yield Bonds
HYG
0.86
0.79
0.75
0.65
International Bonds
BNDX
0.79
0.48
0.39
0.14
Emerg. Market Bonds
EMB
0.88
0.71
0.62
0.49
Gold
GLD
0.13
0.19
0.08
0.05
Commodities
DBC
0.10
0.40
0.32
0.32

Capital Growth as of Oct 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the iShares Core S&P U.S. Growth ETF (IUSG) ETF: Dividend Yield page.

An investment of 1000$, since November 2002, now would be worth 7217.87$, with a total return of 621.79% (10.39% annualized).

The Inflation Adjusted Capital now would be 4391.10$, with a net total return of 339.11% (7.68% annualized).
An investment of 1000$, since August 2000, now would be worth 3289.39$, with a total return of 228.94% (5.50% annualized).

The Inflation Adjusted Capital now would be 1907.32$, with a net total return of 90.73% (2.94% annualized).

Drawdowns

Worst drawdowns since November 2002.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-48.36% Nov 2007 Feb 2009 16 Mar 2011 25 41
-30.19% Jan 2022 Sep 2022 9 in progress 1 10
-16.98% Feb 2020 Mar 2020 2 May 2020 2 4
-16.14% May 2011 Sep 2011 5 Feb 2012 5 10
-14.86% Oct 2018 Dec 2018 3 Apr 2019 4 7
-9.86% Dec 2002 Jan 2003 2 May 2003 4 6
-8.95% Aug 2015 Sep 2015 2 Jul 2016 10 12
-7.56% Jul 2004 Aug 2004 2 Dec 2004 4 6
-7.16% Sep 2020 Oct 2020 2 Nov 2020 1 3
-6.70% Apr 2012 May 2012 2 Sep 2012 4 6
-6.55% Apr 2006 Jul 2006 4 Oct 2006 3 7
-6.42% Jan 2005 Apr 2005 4 Jul 2005 3 7
-5.78% Sep 2021 Sep 2021 1 Oct 2021 1 2
-5.35% May 2019 May 2019 1 Jun 2019 1 2
-4.78% Feb 2018 Mar 2018 2 Jun 2018 3 5
-3.34% Jun 2007 Jul 2007 2 Sep 2007 2 4
-2.94% Aug 2005 Oct 2005 3 Nov 2005 1 4
-2.93% Jan 2014 Jan 2014 1 Feb 2014 1 2
-2.92% Oct 2012 Oct 2012 1 Jan 2013 3 4
-2.82% Mar 2004 Apr 2004 2 Jun 2004 2 4

Worst drawdowns since August 2000.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-61.19% Sep 2000 Sep 2002 25 Jul 2013 130 155
-30.19% Jan 2022 Sep 2022 9 in progress 1 10
-16.98% Feb 2020 Mar 2020 2 May 2020 2 4
-14.86% Oct 2018 Dec 2018 3 Apr 2019 4 7
-8.95% Aug 2015 Sep 2015 2 Jul 2016 10 12
-7.16% Sep 2020 Oct 2020 2 Nov 2020 1 3
-5.78% Sep 2021 Sep 2021 1 Oct 2021 1 2
-5.35% May 2019 May 2019 1 Jun 2019 1 2
-4.78% Feb 2018 Mar 2018 2 Jun 2018 3 5
-2.93% Jan 2014 Jan 2014 1 Feb 2014 1 2
-2.56% Oct 2016 Oct 2016 1 Dec 2016 2 3
-2.47% Dec 2014 Jan 2015 2 Feb 2015 1 3
-1.96% Aug 2013 Aug 2013 1 Sep 2013 1 2
-1.80% Jul 2014 Jul 2014 1 Aug 2014 1 2
-1.70% Sep 2014 Sep 2014 1 Oct 2014 1 2
-1.65% Mar 2014 Apr 2014 2 May 2014 1 3
-1.62% Jun 2015 Jun 2015 1 Jul 2015 1 2
-0.93% Aug 2019 Aug 2019 1 Oct 2019 2 3
-0.92% May 2021 May 2021 1 Jun 2021 1 2
-0.76% Mar 2015 Mar 2015 1 May 2015 2 3

Rolling Returns ( more details)

iShares Core S&P U.S. Growth ETF (IUSG) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
9.35 60.63
Apr 2020 - Mar 2021
-45.99
Oct 2000 - Sep 2001
22.27%
2 Years
9.59 39.14
Mar 2009 - Feb 2011
-35.22
Oct 2000 - Sep 2002
18.03%
3 Years
9.72 31.51
Jan 2019 - Dec 2021
-20.70
Sep 2000 - Aug 2003
19.40%
5 Years
9.67 24.04
Mar 2009 - Feb 2014
-9.90
Sep 2000 - Aug 2005
10.58%
7 Years
9.40 18.24
Jan 2015 - Dec 2021
-4.65
Sep 2000 - Aug 2007
7.61%
10 Years
9.83 18.79
Jan 2012 - Dec 2021
-5.20
Sep 2000 - Aug 2010
4.73%
15 Years
9.22 13.15
Sep 2006 - Aug 2021
1.75
Sep 2000 - Aug 2015
0.00%
20 Years
9.01 10.91
Aug 2002 - Jul 2022
5.56
Aug 2000 - Jul 2020
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares Core S&P U.S. Growth ETF (IUSG) ETF: Rolling Returns page.

Seasonality

iShares Core S&P U.S. Growth ETF (IUSG) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.53
60%
-1.86
40%
-0.68
60%
2.55
80%
0.60
40%
1.53
80%
5.55
100%
2.38
60%
-3.85
40%
0.92
60%
3.81
100%
0.27
80%
 Capital Growth on monthly avg returns
100
101.53
99.64
98.96
101.49
102.09
103.66
109.41
112.02
107.71
108.70
112.84
113.14
Best 7.5
2019
4.1
2019
4.5
2022
14.4
2020
6.3
2020
6.2
2019
12.6
2022
9.2
2020
0.6
2018
9.0
2021
9.9
2020
4.1
2020
Worst -8.5
2022
-7.2
2020
-10.5
2020
-12.3
2022
-5.3
2019
-8.2
2022
1.3
2019
-5.2
2022
-10.0
2022
-8.2
2018
1.3
2021
-8.7
2018
Monthly Seasonality over the period Nov 2017 - Oct 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.43
50%
0.78
60%
0.66
60%
1.54
70%
1.43
70%
0.56
50%
4.26
90%
0.94
50%
-1.76
50%
2.08
70%
2.99
100%
0.30
70%
 Capital Growth on monthly avg returns
100
100.43
101.21
101.88
103.44
104.92
105.51
110.00
111.03
109.07
111.34
114.68
115.02
Best 7.5
2019
6.8
2015
7.0
2016
14.4
2020
6.3
2020
6.2
2019
12.6
2022
9.2
2020
4.5
2013
9.0
2021
9.9
2020
4.1
2020
Worst -8.5
2022
-7.2
2020
-10.5
2020
-12.3
2022
-5.3
2019
-8.2
2022
-1.8
2014
-6.3
2015
-10.0
2022
-8.2
2018
0.6
2015
-8.7
2018
Monthly Seasonality over the period Nov 2012 - Oct 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.00
50%
-0.49
59%
0.72
64%
2.27
64%
0.75
59%
-0.60
41%
1.84
64%
0.50
57%
-1.82
48%
1.65
65%
1.66
82%
0.53
59%
 Capital Growth on monthly avg returns
100
100.00
99.50
100.22
102.49
103.26
102.64
104.53
105.05
103.15
104.84
106.58
107.15
Best 7.5
2019
6.8
2015
8.6
2009
14.5
2001
6.3
2020
6.2
2019
12.6
2022
9.2
2020
10.9
2010
11.2
2011
9.9
2020
5.7
2010
Worst -8.5
2022
-17.3
2001
-12.2
2001
-12.3
2022
-7.5
2010
-9.7
2002
-7.2
2002
-7.9
2001
-11.6
2008
-17.5
2008
-14.8
2000
-8.7
2018
Monthly Seasonality over the period Aug 2000 - Oct 2022

Monthly/Yearly Returns

iShares Core S&P U.S. Growth ETF (IUSG) ETF data source starts from August 2000: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Aug 2000 - Oct 2022
158 Positive Months (59%) - 109 Negative Months (41%)
MONTHLY RETURNS TABLE
Aug 2000 - Oct 2022
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-26.78 -31.50 -8.5 -4.2 4.5 -12.3 -1.3 -8.2 12.6 -5.2 -10.0 4.9
2021
+31.26 +22.63 -0.4 0.3 2.7 6.8 -0.9 5.3 3.6 4.1 -5.8 9.0 1.3 2.4
2020
+32.65 +30.87 2.0 -7.2 -10.5 14.4 6.3 3.8 7.0 9.2 -4.4 -2.9 9.9 4.1
2019
+30.61 +27.70 7.5 4.1 2.6 3.8 -5.3 6.2 1.3 -0.9 0.3 1.8 3.4 2.8
2018
-0.78 -2.64 7.0 -2.2 -2.6 0.1 4.3 0.6 3.3 4.8 0.6 -8.2 1.6 -8.7
2017
+27.03 +24.40 3.0 4.0 1.1 1.9 2.6 -0.3 2.5 1.3 1.2 3.3 2.8 0.6
2016
+7.37 +5.19 -6.1 -0.1 7.0 -0.9 2.0 -0.4 4.9 -0.4 0.4 -2.6 2.6 1.3
2015
+4.99 +4.23 -1.8 6.8 -0.8 0.0 1.7 -1.6 3.2 -6.3 -2.9 8.5 0.6 -1.8
2014
+12.40 +11.55 -2.9 5.3 -1.2 -0.4 3.0 2.2 -1.8 4.7 -1.7 2.7 3.2 -0.7
2013
+33.97 +31.99 4.5 1.0 3.8 2.0 2.0 -1.9 6.0 -2.0 4.5 4.4 2.9 2.7
2012
+14.96 +12.99 6.1 4.5 3.3 -0.3 -6.4 2.8 1.0 2.8 2.0 -2.9 1.6 0.2
2011
+1.88 -1.06 2.2 3.5 0.5 3.2 -1.1 -1.5 -1.3 -5.6 -7.6 11.2 0.0 -0.3
2010
+17.45 +15.71 -4.1 3.3 5.9 1.3 -7.5 -5.7 7.1 -4.9 10.9 4.7 1.4 5.7
2009
+36.82 +33.19 -5.1 -7.6 8.6 10.3 4.9 1.2 7.2 2.0 4.1 -1.7 6.0 3.5
2008
-38.62 -38.68 -8.2 -1.9 -0.6 5.1 3.7 -7.0 -1.5 1.2 -11.6 -17.5 -9.1 2.5
2007
+11.22 +6.86 2.4 -1.7 0.6 4.6 3.7 -1.5 -1.8 1.5 4.1 3.5 -4.0 -0.1
2006
+9.34 +6.63 2.2 0.3 1.7 -0.3 -4.1 -0.1 -2.3 3.1 2.5 3.8 2.1 0.3
2005
+5.05 +1.58 -3.2 1.1 -2.3 -2.2 5.0 0.0 5.1 -0.8 -0.4 -1.8 5.3 -0.5
2004
+6.41 +3.05 2.1 0.8 -1.5 -1.4 1.7 1.5 -6.5 -1.2 1.9 1.8 3.9 3.5
2003
+30.56 +28.15 -3.1 0.1 1.5 7.7 5.2 2.0 2.5 2.5 -1.0 5.7 1.1 3.2
2002
-28.02 -29.69 -2.3 -3.6 3.6 -7.9 -1.6 -9.7 -7.2 1.4 -10.8 8.7 6.3 -7.0
2001
-20.73 -21.95 6.6 -17.3 -12.2 14.5 -1.4 -0.9 -4.3 -7.9 -10.6 7.1 8.4 -0.1
2000
- - 8.0 -7.5 -5.6 -14.8 -1.8
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