AESR vs. GRW

Last updated Jun 4, 2026

AESR (Anfield U.S. Equity Sector Rotation ETF) and GRW (TCW Durable Growth ETF) are both Large Cap Growth Equities funds. Both are actively managed. At a correlation of -0.40, they often move in opposite directions. AESR charges 1.46%/yr vs 0.75%/yr for GRW.

Performance

AESR vs. GRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Anfield U.S. Equity Sector Rotation ETF (AESR) and TCW Durable Growth ETF (GRW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

AESR

• 1D: -0.05%
• 1M: 7.94%
• YTD: 20.98%
• 6M: 21.17%
• 1Y: 39.18%
• 3Y*: 26.82%
• 5Y*: 15.28%
• 10Y*: —

GRW

• 1D: -0.32%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AESR vs. GRW - Yearly Performance Comparison

	2026 (YTD)
AESR Anfield U.S. Equity Sector Rotation ETF	1.13%
GRW TCW Durable Growth ETF	1.29%

Correlation

The correlation between AESR and GRW is -0.40, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 29, 2026	-0.40

AESR vs. GRW - Sectors Allocation Comparison

Sectors	AESR	GRW
Technology	33.8%	26.6%
Communication Services	26.0%	9.1%
Consumer Cyclical	12.8%	8.3%
Industrials	10.6%	38.1%
Financial Services	7.0%	9.8%
Basic Materials	2.7%	4.0%
Consumer Defensive	2.4%	-
Energy	2.1%	-
Healthcare	2.0%	4.1%
Utilities	0.3%	-
Real Estate	0.3%	-

Return for Risk

AESR vs. GRW — Risk / Return Rank

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

AESR

AESR Risk / Return Rank: 75
AESR Sharpe Ratio Rank: 73
AESR Sortino Ratio Rank: 70
AESR Omega Ratio Rank: 70
AESR Calmar Ratio Rank: 78
AESR Martin Ratio Rank: 83

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.

AESR vs. GRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Anfield U.S. Equity Sector Rotation ETF (AESR) and TCW Durable Growth ETF (GRW). 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.

	AESR	GRW	Difference
Sharpe ratio Return per unit of total volatility	2.40	—	—
Sortino ratio Return per unit of downside risk	3.20	—	—
Omega ratio Gain probability vs. loss probability	1.42	—	—
Calmar ratio Return relative to maximum drawdown	4.01	—	—
Martin ratio Return relative to average drawdown	16.87	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	AESR	GRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.40	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.86	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	14.00	-13.16

Drawdowns

AESR vs. GRW - Drawdown Comparison

The maximum AESR drawdown since its inception was -31.06%, which is greater than GRW's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for AESR and GRW.

Drawdown Indicators

	AESR	GRW	Difference
Max Drawdown Largest peak-to-trough decline	-31.06%	-0.45%	-30.61%
Max Drawdown (1Y) Largest decline over 1 year	-9.82%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.85%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.04%	—	—
Current Drawdown Current decline from peak	-0.05%	-0.45%	+0.40%
Average Drawdown Average peak-to-trough decline	-6.02%	-0.14%	-5.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.33%	—	—

Volatility

Volatility by Period

	AESR	GRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.52%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.73%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.39%	10.19%	+6.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.83%	10.19%	+7.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.44%	10.19%	+10.25%

AESR vs. GRW - Expense Ratio Comparison

AESR has a 1.46% expense ratio, which is higher than GRW's 0.75% expense ratio.

Dividends

AESR vs. GRW - Dividend Comparison

AESR's dividend yield for the trailing twelve months is around 19.03%, while GRW has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AESR Anfield U.S. Equity Sector Rotation ETF	19.03%	23.02%	0.17%	0.33%	0.73%	6.59%	1.06%	0.33%
GRW TCW Durable Growth ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AESR and GRW in my portfolio?

AESR and GRW have a correlation of -0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AESR or GRW?

On fees, GRW is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AESR or GRW?

GRW is cheaper with a 0.75% expense ratio, compared with 1.46% for AESR.

Which ETF pays a higher dividend yield, AESR or GRW?

AESR has the higher dividend yield at 19.03%, compared with 0.00% for GRW.

What is the main difference between AESR and GRW?

They also come from different issuers: Regents Park Funds and TCW. Their fees differ too: 1.46% for AESR and 0.75% for GRW.