ACSI vs. DARP

Last updated Jun 4, 2026

ACSI (American Customer Satisfaction ETF) and DARP (Grizzle Growth ETF) are both Large Cap Growth Equities funds. ACSI is passively managed, while DARP is actively managed. Over the past year, ACSI returned 18.71% vs 82.62% for DARP. A 0.56 correlation means they provide meaningful diversification when combined. ACSI charges 0.66%/yr vs 0.75%/yr for DARP.

Performance

ACSI vs. DARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Customer Satisfaction ETF (ACSI) and Grizzle Growth ETF (DARP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ACSI achieves a 9.66% return, which is significantly lower than DARP's 32.67% return.

ACSI

• 1D: -0.92%
• 1M: 5.55%
• YTD: 9.66%
• 6M: 9.77%
• 1Y: 18.71%
• 3Y*: 18.51%
• 5Y*: 9.12%
• 10Y*: —

DARP

• 1D: -0.76%
• 1M: 8.18%
• YTD: 32.67%
• 6M: 34.22%
• 1Y: 82.62%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ACSI vs. DARP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ACSI American Customer Satisfaction ETF	9.66%	10.70%	22.51%	10.27%
DARP Grizzle Growth ETF	32.67%	40.19%	24.63%	6.25%

Correlation

The correlation between ACSI and DARP is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (All Time) Calculated using the full available price history since Aug 29, 2023	0.56

The correlation between ACSI and DARP shifts across timeframes, from 0.42 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.

ACSI vs. DARP - Sectors Allocation Comparison

Sectors	ACSI	DARP
Consumer Cyclical	24.2%	6.6%
Communication Services	15.4%	19.4%
Technology	12.5%	45.8%
Consumer Defensive	12.4%	-
Financial Services	9.6%	-
Healthcare	8.5%	1.4%
Industrials	7.3%	12.0%
Utilities	3.9%	5.4%
Energy	3.4%	9.9%
Basic Materials	-	4.7%
Real Estate	-	-

Return for Risk

ACSI vs. DARP — Risk / Return Rank

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

ACSI

ACSI Risk / Return Rank: 48
ACSI Sharpe Ratio Rank: 46
ACSI Sortino Ratio Rank: 46
ACSI Omega Ratio Rank: 44
ACSI Calmar Ratio Rank: 49
ACSI Martin Ratio Rank: 54

DARP

DARP Risk / Return Rank: 91
DARP Sharpe Ratio Rank: 94
DARP Sortino Ratio Rank: 88
DARP Omega Ratio Rank: 87
DARP Calmar Ratio Rank: 93
DARP Martin Ratio Rank: 94

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.

ACSI vs. DARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Customer Satisfaction ETF (ACSI) and Grizzle Growth ETF (DARP). 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.

	ACSI	DARP	Difference
Sharpe ratio: Return per unit of total volatility	1.63	3.59	-1.97
Sortino ratio: Return per unit of downside risk	2.31	4.03	-1.72
Omega ratio: Gain probability vs. loss probability	1.29	1.54	-0.26
Calmar ratio: Return relative to maximum drawdown	2.42	7.03	-4.61
Martin ratio: Return relative to average drawdown	9.45	26.75	-17.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ACSI vs. DARP - Sharpe Ratio Comparison

The current ACSI Sharpe Ratio is 1.63, which is lower than the DARP Sharpe Ratio of 3.59. The chart below compares the historical Sharpe Ratios of ACSI and DARP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ACSI	DARP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.63	3.59	-1.97
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	1.49	-0.74

Drawdowns

ACSI vs. DARP - Drawdown Comparison

The maximum ACSI drawdown since its inception was -34.49%, which is greater than DARP's maximum drawdown of -30.27%. Use the drawdown chart below to compare losses from any high point for ACSI and DARP.

Drawdown Indicators

	ACSI	DARP	Difference
Max Drawdown Largest peak-to-trough decline	-34.49%	-30.27%	-4.22%
Max Drawdown (1Y) Largest decline over 1 year	-7.76%	-11.82%	+4.06%
Max Drawdown (3Y) Largest decline over 3 years	-15.27%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.86%	—	—
Current Drawdown Current decline from peak	-2.38%	-0.76%	-1.62%
Average Drawdown Average peak-to-trough decline	-5.39%	-4.64%	-0.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.98%	3.10%	-1.12%

Volatility

ACSI vs. DARP - Volatility Comparison

The current volatility for American Customer Satisfaction ETF (ACSI) is 4.16%, while Grizzle Growth ETF (DARP) has a volatility of 7.07%. This indicates that ACSI experiences smaller price fluctuations and is considered to be less risky than DARP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ACSI	DARP	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.16%	7.07%	-2.91%
Volatility (6M) Calculated over the trailing 6-month period	8.88%	17.49%	-8.61%
Volatility (1Y) Calculated over the trailing 1-year period	11.56%	23.16%	-11.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.66%	26.11%	-9.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.43%	26.11%	-8.68%

ACSI vs. DARP - Expense Ratio Comparison

ACSI has a 0.66% expense ratio, which is lower than DARP's 0.75% expense ratio.

Dividends

ACSI vs. DARP - Dividend Comparison

ACSI's dividend yield for the trailing twelve months is around 0.83%, more than DARP's 0.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
ACSI American Customer Satisfaction ETF	0.83%	0.91%	0.69%	1.01%	0.81%	0.31%	0.82%	1.64%	1.59%	1.20%	0.18%
DARP Grizzle Growth ETF	0.33%	0.43%	1.93%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ACSI and DARP in my portfolio?

ACSI and DARP have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ACSI or DARP?

DARP has higher volatility (7.07%) compared to ACSI (4.16%). In terms of maximum drawdown, ACSI dropped -34.49% vs DARP's -30.27%.

Which ETF is better, ACSI or DARP?

On 1-year performance, DARP leads with 82.62% vs 18.71% for ACSI. On fees, ACSI is cheaper at 0.66% per year. On volatility, ACSI has been the lower-risk option at 4.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ACSI or DARP?

Over the 1-year period, DARP has performed better with a 82.62% return vs 18.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ACSI or DARP?

ACSI is cheaper with a 0.66% expense ratio, compared with 0.75% for DARP.

Which ETF pays a higher dividend yield, ACSI or DARP?

ACSI has the higher dividend yield at 0.83%, compared with 0.33% for DARP.

What is the main difference between ACSI and DARP?

They also come from different issuers: Exponential ETFs and Grizzle. Their fees differ too: 0.66% for ACSI and 0.75% for DARP.

Which has better risk-adjusted returns?

DARP currently has the higher Sharpe Ratio (3.59 vs 1.63), 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.