ISCG
iShares Morningstar Small-Cap Growth ETF
SMB
Adj. R2
0.960
Rel. Sharpe
0.731
Mkt beta
1.03
AUM
US$908M
MER
0.06%
Valuation
99
ETF comparison
Verified factor-similar pair
ISCG vs VTWO
These two ETFs meet the same FF6 US comparison criteria: US-listed equity ETFs, the same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
SMB
Similarity score
81
Verified similar
The score combines exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
Quick Read
- VTWO has the higher backtested relative Sharpe (0.866 vs 0.731).
- ISCG is cheaper on dividend valuation (99 vs 116, where 100 is each fund's historical median).
- VTWO has the stronger regression fit (adjusted R-squared 0.991 vs 0.960).
These are screening signals, not a complete review of portfolio construction, turnover, taxes, or trading quality.
VTWO
Vanguard Russell 2000 ETF
SMB
Adj. R2
0.991
Rel. Sharpe
0.866
Mkt beta
1.02
AUM
US$14.8B
MER
0.06%
Valuation
116
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff -0.05
HML
diff -0.36
RMW
diff -0.08
CMA
diff +0.01
UMD
diff +0.03
Why This Pair Matches
Exposure level
77
Exposure shape
95
Mkt beta diff
0.01
Rel. Sharpe diff
0.136
This comparison focuses on measured factor exposure. It does not compare holdings methodology, turnover, tax handling, or issuer process. Backtested relative Sharpe is a secondary signal rather than a stand-alone forecast. See methodology.
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