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GRW vs. GQGU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GRW vs. GQGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Durable Growth ETF (GRW) and GQG US Equity ETF (GQGU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GRW

1D
1.13%
1M
-1.32%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

GQGU

1D
0.85%
1M
1.17%
6M
2.86%
YTD
6.80%
1Y
7.17%
3Y*
5Y*
10Y*
ALL TIME*
5.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.04M$3.49M$3.46M
$173.33K$124.39K$212.92K

GRW vs. GQGU - Yearly Performance Comparison


2026 (YTD)
GRW
TCW Durable Growth ETF
2.98%
GQGU
GQG US Equity ETF
-0.08%

Correlation

The correlation between GRW and GQGU is -0.33, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 28, 2026

-0.33

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Return for Risk

GRW vs. GQGU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GRW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


GQGU
GQGU Risk / Return Rank: 2626
Overall Rank
GQGU Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GQGU Sortino Ratio Rank: 2727
Sortino Ratio Rank
GQGU Omega Ratio Rank: 2525
Omega Ratio Rank
GQGU Calmar Ratio Rank: 2626
Calmar Ratio Rank
GQGU Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GRW vs. GQGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Durable Growth ETF (GRW) and GQG US Equity ETF (GQGU). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GRWGQGUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.12

Calmar ratioReturn relative to maximum drawdown

0.83

Martin ratioReturn relative to average drawdown

1.92

GRW vs. GQGU - Sharpe Ratio Comparison


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Drawdowns

GRW vs. GQGU - Drawdown Comparison

The maximum GRW drawdown since its inception was -4.12%, smaller than the maximum GQGU drawdown of -8.41%. Use the drawdown chart below to compare losses from any high point for GRW and GQGU.


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Drawdown Indicators


GRWGQGUDifference

Max Drawdown

Largest peak-to-trough decline

-4.12%

-8.41%

+4.29%

Max Drawdown (1Y)

Largest decline over 1 year

-8.41%

Current Drawdown

Current decline from peak

-1.85%

-4.47%

+2.62%

Average Drawdown

Average peak-to-trough decline

-1.73%

-3.00%

+1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

Volatility

GRW vs. GQGU - Volatility Comparison


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Volatility by Period


GRWGQGUDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

Volatility (6M)

Calculated over the trailing 6-month period

8.51%

Volatility (1Y)

Calculated over the trailing 1-year period

15.72%

10.67%

+5.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.72%

10.58%

+5.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.72%

10.58%

+5.14%

GRW vs. GQGU - Expense Ratio Comparison

GRW has a 0.75% expense ratio, which is higher than GQGU's 0.49% expense ratio.


Dividends

GRW vs. GQGU - Dividend Comparison

GRW has not paid dividends to shareholders, while GQGU's dividend yield for the trailing twelve months is around 0.95%.


PositionTTM2025
GQGU
GQG US Equity ETF
0.95%1.02%
GRW
TCW Durable Growth ETF
0.00%0.00%

Frequently Asked Questions


GRW and GQGU have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GQGU is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GQGU is cheaper with a 0.49% expense ratio, compared with 0.75% for GRW.

GQGU has the higher dividend yield at 0.95%, compared with 0.00% for GRW.

They also come from different issuers: TCW and GQG Partners. Their fees differ too: 0.75% for GRW and 0.49% for GQGU.

Portfolio Optimizer

Find the right allocation for GRW and GQGU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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