OGIG vs. QPX

Last updated Jun 5, 2026

OGIG (O’Shares Global Internet Giants ETF) and QPX (AdvisorShares Q Dynamic Growth ETF) are both Large Cap Growth Equities funds. OGIG is passively managed, while QPX is actively managed. Over the past 5 years, OGIG returned -1.94%/yr vs 13.09%/yr for QPX. Their correlation of 0.81 suggests significant overlap in exposure. OGIG charges 0.48%/yr vs 1.46%/yr for QPX.

Performance

OGIG vs. QPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in O’Shares Global Internet Giants ETF (OGIG) and AdvisorShares Q Dynamic Growth ETF (QPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, OGIG achieves a -8.64% return, which is significantly lower than QPX's 11.10% return.

OGIG

• 1D: 0.63%
• 1M: 7.92%
• YTD: -8.64%
• 6M: -10.59%
• 1Y: -6.90%
• 3Y*: 14.85%
• 5Y*: -1.94%
• 10Y*: —

QPX

• 1D: 0.21%
• 1M: 6.26%
• YTD: 11.10%
• 6M: 11.60%
• 1Y: 32.34%
• 3Y*: 21.77%
• 5Y*: 13.09%
• 10Y*: —

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

OGIG vs. QPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
OGIG O’Shares Global Internet Giants ETF	-8.64%	14.39%	25.97%	50.25%	-50.64%	-9.30%	0.22%
QPX AdvisorShares Q Dynamic Growth ETF	11.10%	24.12%	17.28%	44.63%	-30.90%	22.29%	0.38%

Correlation

The correlation between OGIG and QPX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (All Time) Calculated using the full available price history since Dec 30, 2020	0.81

The correlation between OGIG and QPX shifts across timeframes, from 0.67 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.

OGIG vs. QPX - Sectors Allocation Comparison

Sectors	OGIG	QPX
Technology	54.4%	49.8%
Communication Services	26.4%	14.9%
Consumer Cyclical	16.5%	25.6%
Industrials	1.1%	1.0%
Healthcare	0.8%	0.6%
Real Estate	0.7%	6.4%
Financial Services	0.2%	0.9%
Basic Materials	-	0.3%
Consumer Defensive	-	0.2%
Energy	-	0.3%
Utilities	-	0.1%

Return for Risk

OGIG vs. QPX — Risk / Return Rank

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

OGIG

OGIG Risk / Return Rank: 7
OGIG Sharpe Ratio Rank: 6
OGIG Sortino Ratio Rank: 6
OGIG Omega Ratio Rank: 6
OGIG Calmar Ratio Rank: 7
OGIG Martin Ratio Rank: 7

QPX

QPX Risk / Return Rank: 66
QPX Sharpe Ratio Rank: 73
QPX Sortino Ratio Rank: 69
QPX Omega Ratio Rank: 69
QPX Calmar Ratio Rank: 58
QPX Martin Ratio Rank: 62

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.

OGIG vs. QPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for O’Shares Global Internet Giants ETF (OGIG) and AdvisorShares Q Dynamic Growth ETF (QPX). 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.

	OGIG	QPX	Difference
Sharpe ratio: Return per unit of total volatility	-0.31	2.33	-2.64
Sortino ratio: Return per unit of downside risk	-0.29	3.10	-3.39
Omega ratio: Gain probability vs. loss probability	0.97	1.40	-0.44
Calmar ratio: Return relative to maximum drawdown	-0.21	2.81	-3.02
Martin ratio: Return relative to average drawdown	-0.44	11.18	-11.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OGIG vs. QPX - Sharpe Ratio Comparison

The current OGIG Sharpe Ratio is -0.31, which is lower than the QPX Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of OGIG and QPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	OGIG	QPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.31	2.33	-2.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.06	0.66	-0.72
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.68	-0.40

Drawdowns

OGIG vs. QPX - Drawdown Comparison

The maximum OGIG drawdown since its inception was -66.05%, which is greater than QPX's maximum drawdown of -34.74%. Use the drawdown chart below to compare losses from any high point for OGIG and QPX.

Drawdown Indicators

	OGIG	QPX	Difference
Max Drawdown Largest peak-to-trough decline	-66.05%	-34.74%	-31.31%
Max Drawdown (1Y) Largest decline over 1 year	-33.23%	-11.56%	-21.67%
Max Drawdown (3Y) Largest decline over 3 years	-33.23%	-17.89%	-15.34%
Max Drawdown (5Y) Largest decline over 5 years	-62.79%	-34.74%	-28.05%
Current Drawdown Current decline from peak	-24.52%	-0.46%	-24.06%
Average Drawdown Average peak-to-trough decline	-25.67%	-8.07%	-17.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.88%	2.90%	+12.98%

Volatility

OGIG vs. QPX - Volatility Comparison

O’Shares Global Internet Giants ETF (OGIG) has a higher volatility of 8.13% compared to AdvisorShares Q Dynamic Growth ETF (QPX) at 4.09%. This indicates that OGIG's price experiences larger fluctuations and is considered to be riskier than QPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OGIG	QPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.13%	4.09%	+4.04%
Volatility (6M) Calculated over the trailing 6-month period	18.26%	11.00%	+7.26%
Volatility (1Y) Calculated over the trailing 1-year period	22.17%	13.95%	+8.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.58%	19.91%	+11.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.02%	19.99%	+11.03%

OGIG vs. QPX - Expense Ratio Comparison

OGIG has a 0.48% expense ratio, which is lower than QPX's 1.46% expense ratio.

Dividends

OGIG vs. QPX - Dividend Comparison

OGIG's dividend yield for the trailing twelve months is around 0.08%, while QPX has not paid dividends to shareholders.

Position	TTM	2025
OGIG O’Shares Global Internet Giants ETF	0.08%	0.07%
QPX AdvisorShares Q Dynamic Growth ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both OGIG and QPX in my portfolio?

OGIG and QPX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OGIG or QPX?

OGIG has higher volatility (8.13%) compared to QPX (4.09%). In terms of maximum drawdown, OGIG dropped -66.05% vs QPX's -34.74%.

Which ETF is better, OGIG or QPX?

On 5-year performance, QPX leads with 13.09% vs -1.94% for OGIG. On fees, OGIG is cheaper at 0.48% per year. On volatility, QPX has been the lower-risk option at 4.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, OGIG or QPX?

Over the 5-year period, QPX has performed better with a 13.09% return vs -1.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, OGIG or QPX?

OGIG is cheaper with a 0.48% expense ratio, compared with 1.46% for QPX.

Which ETF pays a higher dividend yield, OGIG or QPX?

OGIG has the higher dividend yield at 0.08%, compared with 0.00% for QPX.

What is the main difference between OGIG and QPX?

They also come from different issuers: O'Shares Investments and AdvisorShares. Their fees differ too: 0.48% for OGIG and 1.46% for QPX.

Which has better risk-adjusted returns?

QPX currently has the higher Sharpe Ratio (2.33 vs -0.31), 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.