DRUP vs. GRW

Last updated Jun 4, 2026

DRUP (GraniteShares Nasdaq Select Disruptors ETF) and GRW (TCW Durable Growth ETF) are both Large Cap Growth Equities funds. DRUP is passively managed, while GRW is actively managed. A 0.60 correlation means they provide meaningful diversification when combined. DRUP charges 0.60%/yr vs 0.75%/yr for GRW.

Performance

DRUP vs. GRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares Nasdaq Select Disruptors ETF (DRUP) and TCW Durable Growth ETF (GRW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DRUP

• 1D: -2.27%
• 1M: 9.28%
• YTD: -3.24%
• 6M: -4.85%
• 1Y: 8.51%
• 3Y*: 18.88%
• 5Y*: 10.93%
• 10Y*: —

GRW

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

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

DRUP vs. GRW - Yearly Performance Comparison

	2026 (YTD)
DRUP GraniteShares Nasdaq Select Disruptors ETF	2.14%
GRW TCW Durable Growth ETF	1.29%

Correlation

The correlation between DRUP and GRW is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 29, 2026	0.60

DRUP vs. GRW - Sectors Allocation Comparison

Sectors	DRUP	GRW
Technology	55.8%	26.6%
Healthcare	20.8%	4.1%
Communication Services	19.8%	9.1%
Consumer Cyclical	1.3%	8.3%
Financial Services	1.2%	9.8%
Industrials	1.1%	38.1%
Basic Materials	-	4.0%
Consumer Defensive	-	-
Energy	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

DRUP vs. GRW — Risk / Return Rank

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

DRUP

DRUP Risk / Return Rank: 14
DRUP Sharpe Ratio Rank: 15
DRUP Sortino Ratio Rank: 15
DRUP Omega Ratio Rank: 15
DRUP Calmar Ratio Rank: 13
DRUP Martin Ratio Rank: 13

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.

DRUP vs. GRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Nasdaq Select Disruptors ETF (DRUP) 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.

	DRUP	GRW	Difference
Sharpe ratio: Return per unit of total volatility	0.44	—	—
Sortino ratio: Return per unit of downside risk	0.72	—	—
Omega ratio: Gain probability vs. loss probability	1.09	—	—
Calmar ratio: Return relative to maximum drawdown	0.37	—	—
Martin ratio: Return relative to average drawdown	0.92	—	—
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

	DRUP	GRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.44	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	14.00	-13.33

Drawdowns

DRUP vs. GRW - Drawdown Comparison

The maximum DRUP drawdown since its inception was -31.29%, which is greater than GRW's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for DRUP and GRW.

Drawdown Indicators

	DRUP	GRW	Difference
Max Drawdown Largest peak-to-trough decline	-31.29%	-0.45%	-30.84%
Max Drawdown (1Y) Largest decline over 1 year	-23.21%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-23.77%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-31.29%	—	—
Current Drawdown Current decline from peak	-6.09%	-0.45%	-5.64%
Average Drawdown Average peak-to-trough decline	-8.41%	-0.14%	-8.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.25%	—	—

Volatility

Volatility by Period

	DRUP	GRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.48%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.17%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	19.55%	10.19%	+9.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.78%	10.19%	+11.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.23%	10.19%	+13.04%

DRUP vs. GRW - Expense Ratio Comparison

DRUP has a 0.60% expense ratio, which is lower than GRW's 0.75% expense ratio.

Dividends

DRUP vs. GRW - Dividend Comparison

Neither DRUP nor GRW has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
DRUP GraniteShares Nasdaq Select Disruptors ETF	0.00%	0.00%	0.00%	0.40%	0.51%	0.28%	0.53%	0.19%
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 DRUP and GRW in my portfolio?

DRUP and GRW have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DRUP or GRW?

On fees, DRUP is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DRUP or GRW?

DRUP is cheaper with a 0.60% expense ratio, compared with 0.75% for GRW.

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

DRUP and GRW have nearly identical dividend yields, around 0.00%.

What is the main difference between DRUP and GRW?

They also come from different issuers: GraniteShares and TCW. Their fees differ too: 0.60% for DRUP and 0.75% for GRW.