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GRW vs. OUSA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GRW vs. OUSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Durable Growth ETF (GRW) and OShares U.S. Quality Dividend ETF (OUSA). The values are adjusted to include any dividend payments, if applicable.

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GRW vs. OUSA - Yearly Performance Comparison


2026 (YTD)20252024
GRW
TCW Durable Growth ETF
-10.76%-5.07%11.08%
OUSA
OShares U.S. Quality Dividend ETF
-3.08%10.23%10.06%

Returns By Period

In the year-to-date period, GRW achieves a -10.76% return, which is significantly lower than OUSA's -3.08% return.


GRW

1D
0.94%
1M
-8.00%
YTD
-10.76%
6M
-13.16%
1Y
-16.60%
3Y*
5Y*
10Y*

OUSA

1D
0.09%
1M
-5.67%
YTD
-3.08%
6M
-0.81%
1Y
6.59%
3Y*
11.55%
5Y*
8.68%
10Y*
9.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GRW vs. OUSA - Expense Ratio Comparison

GRW has a 0.75% expense ratio, which is higher than OUSA's 0.48% expense ratio.


Return for Risk

GRW vs. OUSA — Risk / Return Rank

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

GRW
GRW Risk / Return Rank: 11
Overall Rank
GRW Sharpe Ratio Rank: 11
Sharpe Ratio Rank
GRW Sortino Ratio Rank: 11
Sortino Ratio Rank
GRW Omega Ratio Rank: 11
Omega Ratio Rank
GRW Calmar Ratio Rank: 22
Calmar Ratio Rank
GRW Martin Ratio Rank: 11
Martin Ratio Rank

OUSA
OUSA Risk / Return Rank: 2626
Overall Rank
OUSA Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
OUSA Sortino Ratio Rank: 2525
Sortino Ratio Rank
OUSA Omega Ratio Rank: 2525
Omega Ratio Rank
OUSA Calmar Ratio Rank: 2727
Calmar Ratio Rank
OUSA Martin Ratio Rank: 2929
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.

GRW vs. OUSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Durable Growth ETF (GRW) and OShares U.S. Quality Dividend ETF (OUSA). 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.


GRWOUSADifference

Sharpe ratio

Return per unit of total volatility

-0.93

0.48

-1.41

Sortino ratio

Return per unit of downside risk

-1.26

0.79

-2.04

Omega ratio

Gain probability vs. loss probability

0.84

1.11

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.67

0.64

-1.31

Martin ratio

Return relative to average drawdown

-1.61

2.59

-4.19

GRW vs. OUSA - Sharpe Ratio Comparison

The current GRW Sharpe Ratio is -0.93, which is lower than the OUSA Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of GRW and OUSA, 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


GRWOUSADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.93

0.48

-1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.20

0.66

-0.87

Correlation

The correlation between GRW and OUSA is 0.72, 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

GRW vs. OUSA - Dividend Comparison

GRW's dividend yield for the trailing twelve months is around 0.30%, less than OUSA's 1.46% yield.


TTM20252024202320222021202020192018201720162015
GRW
TCW Durable Growth ETF
0.30%0.27%11.37%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OUSA
OShares U.S. Quality Dividend ETF
1.46%1.39%1.50%1.81%1.92%1.56%2.03%2.31%3.06%2.15%2.32%1.17%

Drawdowns

GRW vs. OUSA - Drawdown Comparison

The maximum GRW drawdown since its inception was -23.84%, smaller than the maximum OUSA drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for GRW and OUSA.


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Drawdown Indicators


GRWOUSADifference

Max Drawdown

Largest peak-to-trough decline

-23.84%

-33.12%

+9.28%

Max Drawdown (1Y)

Largest decline over 1 year

-23.84%

-9.80%

-14.04%

Max Drawdown (5Y)

Largest decline over 5 years

-19.54%

Max Drawdown (10Y)

Largest decline over 10 years

-33.12%

Current Drawdown

Current decline from peak

-21.01%

-6.57%

-14.44%

Average Drawdown

Average peak-to-trough decline

-5.89%

-3.54%

-2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.96%

2.42%

+7.54%

Volatility

GRW vs. OUSA - Volatility Comparison

TCW Durable Growth ETF (GRW) has a higher volatility of 5.74% compared to OShares U.S. Quality Dividend ETF (OUSA) at 3.78%. This indicates that GRW's price experiences larger fluctuations and is considered to be riskier than OUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GRWOUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

3.78%

+1.96%

Volatility (6M)

Calculated over the trailing 6-month period

10.79%

7.25%

+3.54%

Volatility (1Y)

Calculated over the trailing 1-year period

17.98%

13.83%

+4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

13.31%

+2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.21%

15.14%

+1.07%