AADR vs. QPX
AADR (AdvisorShares Dorsey Wright ADR ETF) and QPX (AdvisorShares Q Dynamic Growth ETF) are both exchange-traded funds - AADR is a Global Equities fund actively managed by AdvisorShares, while QPX is a Large Cap Growth Equities fund actively managed by AdvisorShares. Both are actively managed. Over the past 5 years, AADR returned 5.58%/yr vs 11.40%/yr for QPX. A 0.65 correlation means they provide meaningful diversification when combined. AADR charges 1.10%/yr vs 1.46%/yr for QPX.
Performance
AADR vs. QPX - Performance Comparison
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Returns By Period
In the year-to-date period, AADR achieves a -5.16% return, which is significantly lower than QPX's 7.30% return.
AADR
- 1D
- -1.63%
- 1M
- -4.90%
- YTD
- -5.16%
- 6M
- -6.14%
- 1Y
- 8.05%
- 3Y*
- 19.73%
- 5Y*
- 5.58%
- 10Y*
- 9.17%
QPX
- 1D
- -2.08%
- 1M
- -0.66%
- YTD
- 7.30%
- 6M
- 5.43%
- 1Y
- 26.59%
- 3Y*
- 19.68%
- 5Y*
- 11.40%
- 10Y*
- —
AADR vs. QPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AADR AdvisorShares Dorsey Wright ADR ETF | -5.16% | 25.63% | 24.58% | 18.67% | -22.93% | 6.48% | 0.97% |
QPX AdvisorShares Q Dynamic Growth ETF | 7.30% | 24.12% | 17.28% | 44.63% | -30.90% | 22.29% | -0.31% |
Correlation
The correlation between AADR and QPX is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2020 | 0.65 |
The correlation between AADR and QPX has been stable across timeframes, ranging from 0.65 to 0.73 - a consistent structural relationship.
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Return for Risk
AADR vs. QPX — Risk / Return Rank
AADR
QPX
AADR vs. QPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright ADR ETF (AADR) and AdvisorShares Q Dynamic Growth ETF (QPX). 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.
| AADR | QPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.31 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.42 | 2.31 | -1.89 |
| Martin ratioReturn relative to average drawdown | 1.07 | 8.92 | -7.85 |
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Drawdowns
AADR vs. QPX - Drawdown Comparison
The maximum AADR drawdown since its inception was -45.01%, which is greater than QPX's maximum drawdown of -34.74%. Use the drawdown chart below to compare losses from any high point for AADR and QPX.
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Drawdown Indicators
| AADR | QPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.01% | -34.74% | -10.27% |
Max Drawdown (1Y)Largest decline over 1 year | -19.30% | -11.56% | -7.74% |
Max Drawdown (3Y)Largest decline over 3 years | -20.61% | -17.89% | -2.72% |
Max Drawdown (5Y)Largest decline over 5 years | -34.80% | -34.74% | -0.06% |
Max Drawdown (10Y)Largest decline over 10 years | -45.01% | — | — |
Current DrawdownCurrent decline from peak | -15.74% | -3.86% | -11.88% |
Average DrawdownAverage peak-to-trough decline | -9.41% | -8.02% | -1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.56% | 2.99% | +4.57% |
Volatility
AADR vs. QPX - Volatility Comparison
The current volatility for AdvisorShares Dorsey Wright ADR ETF (AADR) is 5.79%, while AdvisorShares Q Dynamic Growth ETF (QPX) has a volatility of 6.59%. This indicates that AADR experiences smaller price fluctuations and is considered to be less risky than QPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AADR | QPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.79% | 6.59% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 18.21% | 12.42% | +5.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.76% | 15.13% | +6.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.75% | 20.09% | +1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.14% | 20.07% | +2.07% |
AADR vs. QPX - Expense Ratio Comparison
AADR has a 1.10% expense ratio, which is lower than QPX's 1.46% expense ratio.
Dividends
AADR vs. QPX - Dividend Comparison
AADR's dividend yield for the trailing twelve months is around 0.31%, while QPX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AADR AdvisorShares Dorsey Wright ADR ETF | 0.31% | 0.49% | 1.33% | 0.74% | 3.65% | 0.92% | 0.11% | 0.58% | 0.75% | 0.74% | 0.58% | 0.81% |
QPX AdvisorShares Q Dynamic 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
AADR and QPX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QPX has higher volatility (6.59%) compared to AADR (5.79%). In terms of maximum drawdown, AADR dropped -45.01% vs QPX's -34.74%.
On 5-year performance, QPX leads with 11.40% vs 5.58% for AADR. On fees, AADR is cheaper at 1.10% per year. On volatility, AADR has been the lower-risk option at 5.79%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, QPX has performed better with a 11.40% return vs 5.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AADR is cheaper with a 1.10% expense ratio, compared with 1.46% for QPX.
AADR has the higher dividend yield at 0.31%, compared with 0.00% for QPX.
AADR is categorized as Global Equities, while QPX is Large Cap Growth Equities. Their fees differ too: 1.10% for AADR and 1.46% for QPX.
QPX currently has the higher Sharpe Ratio (1.77 vs 0.37), 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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