LFEQ vs. DARP

Last updated Aug 2, 2026

LFEQ (VanEck Long/Flat Trend ETF) and DARP (Grizzle Growth ETF) are both Large Cap Growth Equities funds. LFEQ is passively managed, while DARP is actively managed. Over the past year, LFEQ returned 20.95% vs 49.32% for DARP. Their 0.79 correlation means they have sometimes moved together and sometimes differently. LFEQ charges 0.58%/yr vs 0.75%/yr for DARP.

Performance

LFEQ vs. DARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Long/Flat Trend ETF (LFEQ) 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, LFEQ achieves a 9.84% return, which is significantly lower than DARP's 21.09% return.

LFEQ

• 1D: 0.87%
• 1M: 0.35%
• 6M: 8.40%
• YTD: 9.84%
• 1Y: 20.95%
• 3Y*: 15.35%
• 5Y*: 8.90%
• 10Y*: —
• ALL TIME*: 11.53%

DARP

• 1D: 2.96%
• 1M: -3.88%
• 6M: 9.77%
• YTD: 21.09%
• 1Y: 49.32%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 31.92%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DARP Grizzle Growth ETF	$346.01K	$294.81K	$497.24K
LFEQ VanEck Long/Flat Trend ETF	$53.35K	$94.32K	$91.22K

LFEQ vs. DARP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LFEQ VanEck Long/Flat Trend ETF	9.84%	10.49%	24.30%	5.57%
DARP Grizzle Growth ETF	21.09%	40.19%	24.63%	6.25%

Correlation

The correlation between LFEQ and DARP is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.78
Correlation (All Time) Calculated using the full available price history since Aug 28, 2023	0.79

The correlation between LFEQ and DARP has been stable across timeframes, ranging from 0.78 to 0.79 - a consistent structural relationship.

LFEQ vs. DARP - Sectors Allocation Comparison

Sectors	LFEQ	DARP
Technology	39.1%	48.3%
Financial Services	10.9%	-
Communication Services	10.7%	13.5%
Consumer Cyclical	9.9%	8.3%
Healthcare	8.3%	1.4%
Industrials	7.8%	8.2%
Consumer Defensive	4.5%	-
Energy	3.1%	9.2%
Utilities	2.1%	5.2%
Real Estate	1.8%	-
Basic Materials	1.7%	4.2%

Return for Risk

LFEQ vs. DARP — Risk / Return Rank

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

LFEQ

LFEQ Risk / Return Rank: 64
LFEQ Sharpe Ratio Rank: 64
LFEQ Sortino Ratio Rank: 62
LFEQ Omega Ratio Rank: 62
LFEQ Calmar Ratio Rank: 61
LFEQ Martin Ratio Rank: 73

DARP

DARP Risk / Return Rank: 74
DARP Sharpe Ratio Rank: 76
DARP Sortino Ratio Rank: 67
DARP Omega Ratio Rank: 65
DARP Calmar Ratio Rank: 81
DARP Martin Ratio Rank: 83

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.

LFEQ vs. DARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Long/Flat Trend ETF (LFEQ) 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.

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.

	LFEQ	DARP	Difference
Sharpe ratio: Return per unit of total volatility	1.50	1.71	-0.22
Sortino ratio: Return per unit of downside risk	2.09	2.19	-0.10
Omega ratio: Gain probability vs. loss probability	1.27	1.27	-0.01
Calmar ratio: Return relative to maximum drawdown	2.14	2.92	-0.78
Martin ratio: Return relative to average drawdown	9.09	11.11	-2.01

LFEQ vs. DARP - Sharpe Ratio Comparison

The current LFEQ Sharpe Ratio is 1.50, which is comparable to the DARP Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of LFEQ 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.

Drawdowns

LFEQ vs. DARP - Drawdown Comparison

The maximum LFEQ drawdown since its inception was -35.19%, which is greater than DARP's maximum drawdown of -30.27%. Use the drawdown chart below to compare losses from any high point for LFEQ and DARP.

Drawdown Indicators

	LFEQ	DARP	Difference
Max Drawdown Largest peak-to-trough decline	-35.19%	-30.27%	-4.92%
Max Drawdown (1Y) Largest decline over 1 year	-8.98%	-15.76%	+6.78%
Max Drawdown (3Y) Largest decline over 3 years	-18.97%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.55%	—	—
Current Drawdown Current decline from peak	-1.31%	-9.42%	+8.11%
Average Drawdown Average peak-to-trough decline	-6.08%	-4.72%	-1.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.11%	4.14%	-2.03%

Volatility

LFEQ vs. DARP - Volatility Comparison

The current volatility for VanEck Long/Flat Trend ETF (LFEQ) is 3.57%, while Grizzle Growth ETF (DARP) has a volatility of 9.87%. This indicates that LFEQ 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

	LFEQ	DARP	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.57%	9.87%	-6.30%
Volatility (6M) Calculated over the trailing 6-month period	10.08%	21.44%	-11.36%
Volatility (1Y) Calculated over the trailing 1-year period	12.85%	26.87%	-14.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.47%	26.83%	-12.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.53%	26.83%	-9.30%

LFEQ vs. DARP - Expense Ratio Comparison

LFEQ has a 0.58% expense ratio, which is lower than DARP's 0.75% expense ratio.

Dividends

LFEQ vs. DARP - Dividend Comparison

LFEQ's dividend yield for the trailing twelve months is around 0.82%, more than DARP's 0.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
DARP Grizzle Growth ETF	0.36%	0.43%	1.93%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LFEQ VanEck Long/Flat Trend ETF	0.82%	0.90%	0.74%	1.56%	1.19%	0.37%	2.06%	1.45%	1.07%	0.79%

Frequently Asked Questions

Can I hold both LFEQ and DARP in my portfolio?

LFEQ and DARP have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LFEQ or DARP?

DARP has higher volatility (9.87%) compared to LFEQ (3.57%). In terms of maximum drawdown, LFEQ dropped -35.19% vs DARP's -30.27%.

Which ETF is better, LFEQ or DARP?

On 1-year performance, DARP leads with 49.32% vs 20.95% for LFEQ. On fees, LFEQ is cheaper at 0.58% per year. On volatility, LFEQ has been the lower-risk option at 3.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LFEQ or DARP?

Over the 1-year period, DARP has performed better with a 49.32% return vs 20.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LFEQ or DARP?

LFEQ is cheaper with a 0.58% expense ratio, compared with 0.75% for DARP.

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

LFEQ has the higher dividend yield at 0.82%, compared with 0.36% for DARP.

What is the main difference between LFEQ and DARP?

They also come from different issuers: VanEck and Grizzle. Their fees differ too: 0.58% for LFEQ and 0.75% for DARP.

Which has better risk-adjusted returns?

DARP currently has the higher Sharpe Ratio (1.71 vs 1.50), 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.