iShares S&P 500 Growth ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 30.01%
YTD return -3.53%
Beta 3Y 0.98
Total Assets 40.62B
Annual report expense ratio 0.18%

Company description

The index measures the performance of the large-capitalization growth sector of the U.S. equity market. The fund generally will invest at least 80% of its assets in the component securities of its index and in investments that have economic characteristics that are substantially identical to the component securities of its index and may invest up to 20% of its assets in certain futures, options and swap contracts, cash and cash equivalents.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to iShares S&P 500 Growth ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to iShares S&P 500 Growth ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on iShares S&P 500 Growth ETF

Here is the result of two systematic investment strategies applied to iShares S&P 500 Growth ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on iShares S&P 500 Growth ETF

The following chart shows the equity curve of the two systematic investment strategies applied to iShares S&P 500 Growth ETF:

iShares S&P 500 Growth ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 54.4% on the backtest period.

Performance at glance

Performance

54.4 %

Latent gain

1189.28 $

Invested capital

2186.17 $

Annualized return

13.27 %
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Momentum strategy results on iShares S&P 500 Growth ETF

This is the result of two momentum investment strategies applied to iShares S&P 500 Growth ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on iShares S&P 500 Growth ETF

The following chart shows all the entries opened by the momentum investment system on iShares S&P 500 Growth ETF:

iShares S&P 500 Growth ETF momentum entries
  • The first momentum investment strategy would give 59.13% of return on iShares S&P 500 Growth ETF. That represents 2703.59$ of latent gain with 4572.38$ of employed capital.
  • The second momentum investment strategy would give 64.45% of return on iShares S&P 500 Growth ETF. That represents 1940.22$ of latent gain with 3010.45$ of employed capital.
Performance at glance (1Q Momentum)

Performance

59.13 %

Latent gain

2703.59 $

Invested capital

4572.38 $

Annualized return

5.0 %
Performance at glance (2Q Momentum)

Performance

64.45 %

Latent gain

1940.22 $

Invested capital

3010.45 $

Annualized return

17.8 %

Momentum equity curve on iShares S&P 500 Growth ETF

The following chart shows the equity curve of the two momentum strategies applied to iShares S&P 500 Growth ETF:

iShares S&P 500 Growth ETF momentum equity

Note: the dividends potentially given by iShares S&P 500 Growth ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on iShares S&P 500 Growth ETF

The following chart shows the employed capital evolution of the two momentum strategies on iShares S&P 500 Growth ETF since the beginning:

iShares S&P 500 Growth ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on iShares S&P 500 Growth ETF

Buy the dip entry openings on iShares S&P 500 Growth ETF

iShares S&P 500 Growth ETF

The performance achieved by the robo-advisor on iShares S&P 500 Growth ETF is 10.49%. That represents 28.48$ of latent gain with 271.56$ of employed capital. The following chart shows iShares S&P 500 Growth ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of iShares S&P 500 Growth ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

10.49 %

Latent gain

28.48 $

Invested capital

271.56 $

Annualized return

5.0 %

Equity curve of the strategy applied to iShares S&P 500 Growth ETF

The following chart shows the result of the investment strategy applied to iShares S&P 500 Growth ETF:

iShares S&P 500 Growth ETF

Note: the dividends potentially given by iShares S&P 500 Growth ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on iShares S&P 500 Growth ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on iShares S&P 500 Growth ETF:

iShares S&P 500 Growth ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on iShares S&P 500 Growth ETF

In this section, I will compare the three previous investment strategies applied to iShares S&P 500 Growth ETF.

Equity curve comparison on iShares S&P 500 Growth ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

iShares S&P 500 Growth ETF investment strategy comparison

Employed capital comparison on iShares S&P 500 Growth ETF

iShares S&P 500 Growth ETF investment comparison

Performance comparison on iShares S&P 500 Growth ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 54.4% 1189.28$ 2186.17$ 13.27%
Momentum 1 quarter 59.13% 2703.59$ 4572.38$ 15.32%
Momentum 2 quarters 64.45% 1940.22$ 3010.45$ 17.8%
Non-directional 10.49% 28.48$ 271.56$ 5.0%
Annualized return comparison

Automatic investment

13.27 %

Momentum 1Q

17.8 %

Momentum 2Q

17.8 %

Non-directional

5.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with iShares S&P 500 Growth ETF:

Positive correlations

Most correlated stocks this year

  • iShares S&P 500 Growth ETF
  • iShares Russell Top 200 Growth ETF
  • Vanguard Mega Cap Growth ETF

  • Most correlated stocks last 3 months

  • Columbia Research Enhanced Core ETF
  • Educational Development Corp
  • SLEEP COUNTRY CANADA HOLDINGS INC
  • Renaissance IPO ETF
  • iShares Russell 2000 Growth ETF
  • SPDR S&P Kensho New Economies Composite ETF
  • CAPITAL LINK GLOBAL FINTECH LEADERS ETF
  • iShares Global Tech ETF
  • iShares Russell 1000 Growth ETF
  • iShares MSCI Intl Momentum Factor ET
  • IQ Hedge Long/Short Tracker ETF
  • iShares Expanded Tech Sector ETF
  • iShares U.S. Technology ETF
  • iShares S&P 500 Growth ETF
  • iShares Russell Top 200 Growth ETF
  • Vanguard Mega Cap Growth ETF
  • SPDR S&P 1500 Momentum Tilt ETF
  • Wingstop Inc
  • KKR & Co. Inc
  • SPDR Bloomberg Investment Grade Floating Rate ETF
  • CANACCORD GENUITY GROUP INC
  • Renaissance International IPO ETF
  • VanEck IG Floating Rate ETF
  • Defiance Quantum ETF
  • SPDR MSCI World StrategicFactors SM ETF
  • Techtarget Inc
  • HORIZONS NASDAQ 100 INDEX ETF
  • IQ Hedge Event-Driven Tracker ETF
  • PRIMO WATER CORPORATION
  • Tractor Supply Company
  • REAL MATTERS INC
  • Pool Corporation
  • RIVERSTONE
  • Celsius Holdings Inc
  • Sunrun Inc
  • TPI Composites Inc
  • ARK Next Generation Internet ETF
  • Globant S.A.
  • Veeva Systems Inc - Class A
  • Direxion Daily Pharmaceutical & Medical Bull 3X Sh
  • Invesco Dynamic Pharmaceuticals ETF
  • NORTHLAND POWER INC.
  • Redfin Corp
  • Invesco Dynamic Large Cap Growth ETF
  • FlexShares Quality Dividend Defensive Index Fund
  • Invesco Global Listed Private Equity ETF
  • Invesco Dynamic Semiconductors ETF
  • Xtrackers Russell 1000 US Quality at a Reasonable
  • Direxion NASDAQ-100 Equal Weighted Index Shares
  • Direxion Daily Technology Bull 3X Shares
  • BETAPRO NASDAQ 100 2X DAILY BULL ETF
  • SPDR MSCI USA StrategicFactors SM ETF
  • Genmab

  • Negative correlation

    Most negatively correlated stocks this year


    Most negatively correlated stocks last 3 months

  • CH INNOVATION
  • Direxion Daily Technology Bear -3X Shares
  • Bank of Montreal

  • Note: The algorithm computes the probability of correlation between iShares S&P 500 Growth ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of iShares S&P 500 Growth ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name iShares S&P 500 Growth ETF
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker IVW
    Market

    iShares S&P 500 Growth ETF ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0
    Peer Environment Performance unknown
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 0
    Peer Social Performance unknown
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count unknown

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 0
    Peer Governance Performance unknown
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: unknown
    Environment Score: 0
    Social Score: 0
    Governance Score: 0

    ESG Performance: unknown

    Peer Group: unknown

    Peer Esg Score Performance: unknown

    Rating Year: unknown

    Rating Month: unknown

    Max Age: unknown

    Percentile: unknown