LGRO vs. HYP

Last updated Jun 23, 2026

LGRO (Level Four Large Cap Growth Active ETF) and HYP (Golden Eagle Dynamic Hypergrowth ETF) are both Large Cap Growth Equities funds. Both are actively managed. A 0.58 correlation means they provide meaningful diversification when combined. LGRO charges 0.50%/yr vs 0.85%/yr for HYP.

Performance

LGRO vs. HYP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Level Four Large Cap Growth Active ETF (LGRO) and Golden Eagle Dynamic Hypergrowth ETF (HYP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LGRO achieves a 3.92% return, which is significantly lower than HYP's 36.25% return.

LGRO

• 1D: -1.16%
• 1M: -0.20%
• YTD: 3.92%
• 6M: 3.60%
• 1Y: 21.69%
• 3Y*: —
• 5Y*: —
• 10Y*: —

HYP

• 1D: 2.01%
• 1M: 6.37%
• YTD: 36.25%
• 6M: 30.21%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LGRO vs. HYP - Yearly Performance Comparison

	2026 (YTD)	2025
LGRO Level Four Large Cap Growth Active ETF	3.92%	1.15%
HYP Golden Eagle Dynamic Hypergrowth ETF	36.25%	-6.61%

Correlation

The correlation between LGRO and HYP is 0.58, 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 Sep 23, 2025	0.58

Return for Risk

LGRO vs. HYP — Risk / Return Rank

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

LGRO

LGRO Risk / Return Rank: 35
LGRO Sharpe Ratio Rank: 39
LGRO Sortino Ratio Rank: 36
LGRO Omega Ratio Rank: 37
LGRO Calmar Ratio Rank: 30
LGRO Martin Ratio Rank: 32

HYP

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.

LGRO vs. HYP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Level Four Large Cap Growth Active ETF (LGRO) and Golden Eagle Dynamic Hypergrowth ETF (HYP). 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.

	LGRO	HYP	Difference
Sharpe ratio: Return per unit of total volatility	1.34	—	—
Sortino ratio: Return per unit of downside risk	1.85	—	—
Omega ratio: Gain probability vs. loss probability	1.24	—	—
Calmar ratio: Return relative to maximum drawdown	1.43	—	—
Martin ratio: Return relative to average drawdown	4.55	—	—

Drawdowns

LGRO vs. HYP - Drawdown Comparison

The maximum LGRO drawdown since its inception was -23.26%, which is greater than HYP's maximum drawdown of -19.58%. Use the drawdown chart below to compare losses from any high point for LGRO and HYP.

Drawdown Indicators

	LGRO	HYP	Difference
Max Drawdown Largest peak-to-trough decline	-23.26%	-19.58%	-3.68%
Max Drawdown (1Y) Largest decline over 1 year	-15.24%	—	—
Current Drawdown Current decline from peak	-5.70%	0.00%	-5.70%
Average Drawdown Average peak-to-trough decline	-3.41%	-6.44%	+3.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.78%	—	—

Volatility

Volatility by Period

	LGRO	HYP	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.36%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.27%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.29%	42.95%	-26.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.37%	42.95%	-23.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.37%	42.95%	-23.58%

LGRO vs. HYP - Expense Ratio Comparison

LGRO has a 0.50% expense ratio, which is lower than HYP's 0.85% expense ratio.

Dividends

LGRO vs. HYP - Dividend Comparison

LGRO's dividend yield for the trailing twelve months is around 0.37%, more than HYP's 0.10% yield.

Position	TTM	2025	2024	2023
HYP Golden Eagle Dynamic Hypergrowth ETF	0.10%	0.14%	0.00%	0.00%
LGRO Level Four Large Cap Growth Active ETF	0.37%	0.31%	0.39%	0.26%

Frequently Asked Questions

Can I hold both LGRO and HYP in my portfolio?

LGRO and HYP have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LGRO or HYP?

On fees, LGRO is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LGRO or HYP?

LGRO is cheaper with a 0.50% expense ratio, compared with 0.85% for HYP.

Which ETF pays a higher dividend yield, LGRO or HYP?

LGRO has the higher dividend yield at 0.37%, compared with 0.10% for HYP.

What is the main difference between LGRO and HYP?

They also come from different issuers: ALPS and Golden Eagle. Their fees differ too: 0.50% for LGRO and 0.85% for HYP.