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GARP vs. DRUP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GARP vs. DRUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Quality GARP ETF (GARP) and GraniteShares Nasdaq Select Disruptors ETF (DRUP). The values are adjusted to include any dividend payments, if applicable.

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GARP vs. DRUP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GARP
iShares MSCI USA Quality GARP ETF
-6.01%21.49%37.42%42.86%-26.75%27.99%26.51%
DRUP
GraniteShares Nasdaq Select Disruptors ETF
-18.03%18.18%23.11%42.32%-28.18%26.13%24.42%

Returns By Period

In the year-to-date period, GARP achieves a -6.01% return, which is significantly higher than DRUP's -18.03% return.


GARP

1D
3.86%
1M
-5.81%
YTD
-6.01%
6M
-2.39%
1Y
25.79%
3Y*
25.22%
5Y*
15.18%
10Y*

DRUP

1D
2.94%
1M
-5.98%
YTD
-18.03%
6M
-16.05%
1Y
5.30%
3Y*
14.82%
5Y*
8.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GARP vs. DRUP - Expense Ratio Comparison

GARP has a 0.15% expense ratio, which is lower than DRUP's 0.60% expense ratio.


Return for Risk

GARP vs. DRUP — Risk / Return Rank

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

GARP
GARP Risk / Return Rank: 6969
Overall Rank
GARP Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
GARP Sortino Ratio Rank: 6767
Sortino Ratio Rank
GARP Omega Ratio Rank: 6666
Omega Ratio Rank
GARP Calmar Ratio Rank: 7676
Calmar Ratio Rank
GARP Martin Ratio Rank: 7272
Martin Ratio Rank

DRUP
DRUP Risk / Return Rank: 1818
Overall Rank
DRUP Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
DRUP Sortino Ratio Rank: 1919
Sortino Ratio Rank
DRUP Omega Ratio Rank: 1919
Omega Ratio Rank
DRUP Calmar Ratio Rank: 1616
Calmar Ratio Rank
DRUP Martin Ratio Rank: 1717
Martin Ratio Rank
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.

GARP vs. DRUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Quality GARP ETF (GARP) and GraniteShares Nasdaq Select Disruptors ETF (DRUP). 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.


GARPDRUPDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.22

+0.84

Sortino ratio

Return per unit of downside risk

1.62

0.50

+1.12

Omega ratio

Gain probability vs. loss probability

1.23

1.07

+0.16

Calmar ratio

Return relative to maximum drawdown

1.87

0.21

+1.67

Martin ratio

Return relative to average drawdown

6.91

0.68

+6.23

GARP vs. DRUP - Sharpe Ratio Comparison

The current GARP Sharpe Ratio is 1.06, which is higher than the DRUP Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of GARP and DRUP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GARPDRUPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.22

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.38

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.56

+0.15

Correlation

The correlation between GARP and DRUP is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GARP vs. DRUP - Dividend Comparison

GARP's dividend yield for the trailing twelve months is around 0.32%, while DRUP has not paid dividends to shareholders.


TTM2025202420232022202120202019
GARP
iShares MSCI USA Quality GARP ETF
0.32%0.31%0.38%0.75%1.85%0.67%0.75%0.00%
DRUP
GraniteShares Nasdaq Select Disruptors ETF
0.00%0.00%0.00%0.40%0.51%0.28%0.53%0.19%

Drawdowns

GARP vs. DRUP - Drawdown Comparison

The maximum GARP drawdown since its inception was -31.34%, roughly equal to the maximum DRUP drawdown of -31.29%. Use the drawdown chart below to compare losses from any high point for GARP and DRUP.


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Drawdown Indicators


GARPDRUPDifference

Max Drawdown

Largest peak-to-trough decline

-31.34%

-31.29%

-0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-13.69%

-23.21%

+9.52%

Max Drawdown (5Y)

Largest decline over 5 years

-30.61%

-31.29%

+0.68%

Current Drawdown

Current decline from peak

-10.35%

-20.44%

+10.09%

Average Drawdown

Average peak-to-trough decline

-7.53%

-8.26%

+0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

7.10%

-3.39%

Volatility

GARP vs. DRUP - Volatility Comparison

iShares MSCI USA Quality GARP ETF (GARP) has a higher volatility of 7.52% compared to GraniteShares Nasdaq Select Disruptors ETF (DRUP) at 6.74%. This indicates that GARP's price experiences larger fluctuations and is considered to be riskier than DRUP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GARPDRUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.52%

6.74%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

14.44%

14.38%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

24.39%

23.87%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.86%

21.44%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.02%

23.17%

+0.85%