DARP vs. SGRT

Last updated Jun 5, 2026

DARP (Grizzle Growth ETF) and SGRT (SMART Earnings Growth 30 ETF) are both Large Cap Growth Equities funds. Both are actively managed. Their correlation of 0.84 suggests significant overlap in exposure. DARP charges 0.75%/yr vs 0.59%/yr for SGRT.

Performance

DARP vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grizzle Growth ETF (DARP) and SMART Earnings Growth 30 ETF (SGRT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DARP achieves a 32.15% return, which is significantly lower than SGRT's 48.90% return.

DARP

• 1D: -0.39%
• 1M: 6.27%
• YTD: 32.15%
• 6M: 32.96%
• 1Y: 80.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SGRT

• 1D: -1.69%
• 1M: 9.59%
• YTD: 48.90%
• 6M: 51.74%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DARP vs. SGRT - Yearly Performance Comparison

	2026 (YTD)	2025
DARP Grizzle Growth ETF	32.15%	22.67%
SGRT SMART Earnings Growth 30 ETF	48.90%	25.25%

Correlation

The correlation between DARP and SGRT is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 21, 2025	0.84

Return for Risk

DARP vs. SGRT — Risk / Return Rank

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

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.

DARP vs. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grizzle Growth ETF (DARP) and SMART Earnings Growth 30 ETF (SGRT). 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.

	DARP	SGRT	Difference
Sharpe ratio: Return per unit of total volatility	3.51	—	—
Sortino ratio: Return per unit of downside risk	3.97	—	—
Omega ratio: Gain probability vs. loss probability	1.53	—	—
Calmar ratio: Return relative to maximum drawdown	6.88	—	—
Martin ratio: Return relative to average drawdown	26.16	—	—
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

	DARP	SGRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.51	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.48	3.63	-2.16

Drawdowns

DARP vs. SGRT - Drawdown Comparison

The maximum DARP drawdown since its inception was -30.27%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for DARP and SGRT.

Drawdown Indicators

	DARP	SGRT	Difference
Max Drawdown Largest peak-to-trough decline	-30.27%	-17.87%	-12.40%
Max Drawdown (1Y) Largest decline over 1 year	-11.82%	—	—
Current Drawdown Current decline from peak	-1.15%	-1.69%	+0.54%
Average Drawdown Average peak-to-trough decline	-4.64%	-3.10%	-1.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.10%	—	—

Volatility

Volatility by Period

	DARP	SGRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.03%	—	—
Volatility (6M) Calculated over the trailing 6-month period	17.50%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	23.14%	33.40%	-10.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.09%	33.40%	-7.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.09%	33.40%	-7.31%

DARP vs. SGRT - Expense Ratio Comparison

DARP has a 0.75% expense ratio, which is higher than SGRT's 0.59% expense ratio.

Dividends

DARP vs. SGRT - Dividend Comparison

DARP's dividend yield for the trailing twelve months is around 0.33%, more than SGRT's 0.11% yield.

Position	TTM	2025	2024	2023
DARP Grizzle Growth ETF	0.33%	0.43%	1.93%	0.32%
SGRT SMART Earnings Growth 30 ETF	0.11%	0.16%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DARP and SGRT in my portfolio?

DARP and SGRT have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DARP or SGRT?

On fees, SGRT is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DARP or SGRT?

SGRT is cheaper with a 0.59% expense ratio, compared with 0.75% for DARP.

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

DARP has the higher dividend yield at 0.33%, compared with 0.11% for SGRT.

What is the main difference between DARP and SGRT?

Their fees differ too: 0.75% for DARP and 0.59% for SGRT.