GK vs. DARP

Last updated Jun 4, 2026

GK (AdvisorShares Gerber Kawasaki ETF) and DARP (Grizzle Growth ETF) are both Large Cap Growth Equities funds. Both are actively managed. Over the past year, GK returned 34.45% vs 82.62% for DARP. Their correlation of 0.85 suggests significant overlap in exposure. Both charge a 0.75% expense ratio.

Performance

GK vs. DARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Gerber Kawasaki ETF (GK) 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, GK achieves a 17.29% return, which is significantly lower than DARP's 32.67% return.

GK

• 1D: -0.42%
• 1M: 9.38%
• YTD: 17.29%
• 6M: 16.22%
• 1Y: 34.45%
• 3Y*: 20.83%
• 5Y*: —
• 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)

GK vs. DARP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GK AdvisorShares Gerber Kawasaki ETF	17.29%	17.78%	20.10%	5.58%
DARP Grizzle Growth ETF	32.67%	40.19%	24.63%	6.25%

Correlation

The correlation between GK and DARP is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (All Time) Calculated using the full available price history since Aug 29, 2023	0.85

The correlation between GK and DARP has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.

GK vs. DARP - Sectors Allocation Comparison

Sectors	GK	DARP
Technology	38.9%	45.8%
Communication Services	16.6%	19.4%
Industrials	16.3%	12.0%
Healthcare	7.6%	1.4%
Financial Services	6.1%	-
Utilities	4.5%	5.4%
Consumer Cyclical	3.0%	6.6%
Consumer Defensive	2.4%	-
Basic Materials	-	4.7%
Energy	-	9.9%
Real Estate	-	-

Return for Risk

GK vs. DARP — Risk / Return Rank

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

GK

GK Risk / Return Rank: 54
GK Sharpe Ratio Rank: 59
GK Sortino Ratio Rank: 57
GK Omega Ratio Rank: 57
GK Calmar Ratio Rank: 46
GK Martin Ratio Rank: 52

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.

GK vs. DARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Gerber Kawasaki ETF (GK) 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.

	GK	DARP	Difference
Sharpe ratio Return per unit of total volatility	2.00	3.59	-1.59
Sortino ratio Return per unit of downside risk	2.75	4.03	-1.28
Omega ratio Gain probability vs. loss probability	1.35	1.54	-0.19
Calmar ratio Return relative to maximum drawdown	2.29	7.03	-4.74
Martin ratio Return relative to average drawdown	8.76	26.75	-18.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GK vs. DARP - Sharpe Ratio Comparison

The current GK Sharpe Ratio is 2.00, which is lower than the DARP Sharpe Ratio of 3.59. The chart below compares the historical Sharpe Ratios of GK 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

	GK	DARP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.00	3.59	-1.59
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	1.49	-1.32

Drawdowns

GK vs. DARP - Drawdown Comparison

The maximum GK drawdown since its inception was -47.72%, which is greater than DARP's maximum drawdown of -30.27%. Use the drawdown chart below to compare losses from any high point for GK and DARP.

Drawdown Indicators

	GK	DARP	Difference
Max Drawdown Largest peak-to-trough decline	-47.72%	-30.27%	-17.45%
Max Drawdown (1Y) Largest decline over 1 year	-15.13%	-11.82%	-3.31%
Max Drawdown (3Y) Largest decline over 3 years	-23.62%	—	—
Current Drawdown Current decline from peak	-0.42%	-0.76%	+0.34%
Average Drawdown Average peak-to-trough decline	-24.00%	-4.64%	-19.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.94%	3.10%	+0.84%

Volatility

GK vs. DARP - Volatility Comparison

The current volatility for AdvisorShares Gerber Kawasaki ETF (GK) is 5.76%, while Grizzle Growth ETF (DARP) has a volatility of 7.07%. This indicates that GK 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

	GK	DARP	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.76%	7.07%	-1.31%
Volatility (6M) Calculated over the trailing 6-month period	13.64%	17.49%	-3.85%
Volatility (1Y) Calculated over the trailing 1-year period	17.30%	23.16%	-5.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.93%	26.11%	-2.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.93%	26.11%	-2.18%

GK vs. DARP - Expense Ratio Comparison

Both GK and DARP have an expense ratio of 0.75%.

Dividends

GK vs. DARP - Dividend Comparison

GK's dividend yield for the trailing twelve months is around 0.07%, less than DARP's 0.33% yield.

Position	TTM	2025	2024	2023	2022	2021
DARP Grizzle Growth ETF	0.33%	0.43%	1.93%	0.32%	0.00%	0.00%
GK AdvisorShares Gerber Kawasaki ETF	0.07%	0.08%	0.00%	0.13%	1.30%	0.04%

Frequently Asked Questions

Can I hold both GK and DARP in my portfolio?

GK and DARP have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GK or DARP?

DARP has higher volatility (7.07%) compared to GK (5.76%). In terms of maximum drawdown, GK dropped -47.72% vs DARP's -30.27%.

Which ETF is better, GK or DARP?

On 1-year performance, DARP leads with 82.62% vs 34.45% for GK. Both ETFs have the same 0.75% expense ratio. On volatility, GK has been the lower-risk option at 5.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GK or DARP?

Over the 1-year period, DARP has performed better with a 82.62% return vs 34.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GK or DARP?

GK and DARP have the same expense ratio: 0.75% per year.

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

DARP has the higher dividend yield at 0.33%, compared with 0.07% for GK.

What is the main difference between GK and DARP?

They also come from different issuers: AdvisorShares and Grizzle.

Which has better risk-adjusted returns?

DARP currently has the higher Sharpe Ratio (3.59 vs 2.00), 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.