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HGRO vs. SGRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HGRO vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hedgeye Quality Growth ETF (HGRO) and SMART Earnings Growth 30 ETF (SGRT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HGRO achieves a 8.83% return, which is significantly lower than SGRT's 44.22% return.


HGRO

1D
0.36%
1M
-2.28%
YTD
8.83%
6M
9.05%
1Y
24.70%
3Y*
5Y*
10Y*

SGRT

1D
2.15%
1M
-0.22%
YTD
44.22%
6M
48.13%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HGRO vs. SGRT - Yearly Performance Comparison


2026 (YTD)2025
HGRO
Hedgeye Quality Growth ETF
8.83%7.64%
SGRT
SMART Earnings Growth 30 ETF
44.22%26.83%

Correlation

The correlation between HGRO and SGRT is 0.79, 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 Aug 20, 2025

0.79

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Return for Risk

HGRO vs. SGRT — Risk / Return Rank

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

HGRO
HGRO Risk / Return Rank: 5858
Overall Rank
HGRO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HGRO Sortino Ratio Rank: 5252
Sortino Ratio Rank
HGRO Omega Ratio Rank: 5454
Omega Ratio Rank
HGRO Calmar Ratio Rank: 6868
Calmar Ratio Rank
HGRO Martin Ratio Rank: 6262
Martin Ratio Rank

SGRT

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

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.

HGRO vs. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hedgeye Quality Growth ETF (HGRO) and SMART Earnings Growth 30 ETF (SGRT). 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.


HGROSGRTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

3.06

Martin ratioReturn relative to average drawdown

10.04

HGRO vs. SGRT - Sharpe Ratio Comparison


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Drawdowns

HGRO vs. SGRT - Drawdown Comparison

The maximum HGRO drawdown since its inception was -7.61%, smaller than the maximum SGRT drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for HGRO and SGRT.


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Drawdown Indicators


HGROSGRTDifference

Max Drawdown

Largest peak-to-trough decline

-7.61%

-17.87%

+10.26%

Max Drawdown (1Y)

Largest decline over 1 year

-7.61%

Current Drawdown

Current decline from peak

-2.80%

-4.78%

+1.98%

Average Drawdown

Average peak-to-trough decline

-1.44%

-3.24%

+1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

Volatility

HGRO vs. SGRT - Volatility Comparison


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Volatility by Period


HGROSGRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

Volatility (6M)

Calculated over the trailing 6-month period

10.47%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

34.85%

-21.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.54%

34.85%

-21.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.54%

34.85%

-21.31%

HGRO vs. SGRT - Expense Ratio Comparison

HGRO has a 0.70% expense ratio, which is higher than SGRT's 0.59% expense ratio.


Dividends

HGRO vs. SGRT - Dividend Comparison

HGRO's dividend yield for the trailing twelve months is around 0.07%, less than SGRT's 0.11% yield.


PositionTTM2025
HGRO
Hedgeye Quality Growth ETF
0.07%0.08%
SGRT
SMART Earnings Growth 30 ETF
0.11%0.16%

Frequently Asked Questions


HGRO and SGRT have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGRT is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGRT is cheaper with a 0.59% expense ratio, compared with 0.70% for HGRO.

SGRT has the higher dividend yield at 0.11%, compared with 0.07% for HGRO.

Their fees differ too: 0.70% for HGRO and 0.59% for SGRT.

Portfolio Optimizer

Find the right allocation for HGRO and SGRT

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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