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QGRW vs. DARP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QGRW vs. DARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Quality Growth Fund (QGRW) and Grizzle Growth ETF (DARP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QGRW achieves a 15.43% return, which is significantly lower than DARP's 32.67% return.


QGRW

1D
-1.04%
1M
9.03%
YTD
15.43%
6M
14.57%
1Y
35.66%
3Y*
29.10%
5Y*
10Y*

DARP

1D
-0.76%
1M
8.18%
YTD
32.67%
6M
34.22%
1Y
82.62%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QGRW vs. DARP - Yearly Performance Comparison


2026 (YTD)202520242023
QGRW
WisdomTree U.S. Quality Growth Fund
15.43%19.20%34.85%12.16%
DARP
Grizzle Growth ETF
32.67%40.19%24.63%6.25%

Correlation

The correlation between QGRW and DARP is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2023

0.87

The correlation between QGRW and DARP has been stable across timeframes, ranging from 0.83 to 0.87 - a consistent structural relationship.

QGRW vs. DARP - Sectors Allocation Comparison


Sectors
QGRW
DARP

Technology

52.1%
45.8%

Communication Services

17.8%
19.4%

Consumer Cyclical

12.4%
6.6%

Industrials

8.0%
12.0%

Healthcare

4.3%
1.4%

Financial Services

4.1%

-

Energy

0.6%
9.9%

Consumer Defensive

0.5%

-

Utilities

0.4%
5.4%

Basic Materials

-

4.7%

Real Estate

-

-

Technology

QGRW
52.1%
DARP
45.8%

Communication Services

QGRW
17.8%
DARP
19.4%

Consumer Cyclical

QGRW
12.4%
DARP
6.6%

Industrials

QGRW
8.0%
DARP
12.0%

Healthcare

QGRW
4.3%
DARP
1.4%

Financial Services

QGRW
4.1%
DARP

-

Energy

QGRW
0.6%
DARP
9.9%

Consumer Defensive

QGRW
0.5%
DARP

-

Utilities

QGRW
0.4%
DARP
5.4%

Basic Materials

QGRW

-

DARP
4.7%

Real Estate

QGRW

-

DARP

-

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Return for Risk

QGRW vs. DARP — Risk / Return Rank

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

QGRW
QGRW Risk / Return Rank: 5454
Overall Rank
QGRW Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
QGRW Sortino Ratio Rank: 5656
Sortino Ratio Rank
QGRW Omega Ratio Rank: 5757
Omega Ratio Rank
QGRW Calmar Ratio Rank: 4646
Calmar Ratio Rank
QGRW Martin Ratio Rank: 5252
Martin Ratio Rank

DARP
DARP Risk / Return Rank: 9191
Overall Rank
DARP Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DARP Sortino Ratio Rank: 8888
Sortino Ratio Rank
DARP Omega Ratio Rank: 8787
Omega Ratio Rank
DARP Calmar Ratio Rank: 9393
Calmar Ratio Rank
DARP Martin Ratio Rank: 9494
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.

QGRW vs. DARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Growth Fund (QGRW) 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.


QGRWDARPDifference
Sharpe ratioReturn per unit of total volatility

-1.53

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.35

1.54

-0.19

Calmar ratioReturn relative to maximum drawdown

2.32

7.03

-4.71

Martin ratioReturn relative to average drawdown

9.08

26.75

-17.67

QGRW vs. DARP - Sharpe Ratio Comparison

The current QGRW Sharpe Ratio is 2.06, which is lower than the DARP Sharpe Ratio of 3.59. The chart below compares the historical Sharpe Ratios of QGRW 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.


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Sharpe Ratios by Period


QGRWDARPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

3.59

-1.53

Sharpe Ratio (All Time)

Calculated using the full available price history

1.66

1.49

+0.17

Drawdowns

QGRW vs. DARP - Drawdown Comparison

The maximum QGRW drawdown since its inception was -24.40%, smaller than the maximum DARP drawdown of -30.27%. Use the drawdown chart below to compare losses from any high point for QGRW and DARP.


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Drawdown Indicators


QGRWDARPDifference

Max Drawdown

Largest peak-to-trough decline

-24.40%

-30.27%

+5.87%

Max Drawdown (1Y)

Largest decline over 1 year

-15.44%

-11.82%

-3.62%

Max Drawdown (3Y)

Largest decline over 3 years

-24.40%

Current Drawdown

Current decline from peak

-1.33%

-0.76%

-0.57%

Average Drawdown

Average peak-to-trough decline

-3.26%

-4.64%

+1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

3.10%

+0.84%

Volatility

QGRW vs. DARP - Volatility Comparison

The current volatility for WisdomTree U.S. Quality Growth Fund (QGRW) is 4.71%, while Grizzle Growth ETF (DARP) has a volatility of 7.07%. This indicates that QGRW 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.


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Volatility by Period


QGRWDARPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

7.07%

-2.36%

Volatility (6M)

Calculated over the trailing 6-month period

13.67%

17.49%

-3.82%

Volatility (1Y)

Calculated over the trailing 1-year period

17.40%

23.16%

-5.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.08%

26.11%

-5.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.08%

26.11%

-5.03%

QGRW vs. DARP - Expense Ratio Comparison

QGRW has a 0.28% expense ratio, which is lower than DARP's 0.75% expense ratio.


Dividends

QGRW vs. DARP - Dividend Comparison

QGRW's dividend yield for the trailing twelve months is around 0.07%, less than DARP's 0.33% yield.


PositionTTM202520242023
DARP
Grizzle Growth ETF
0.33%0.43%1.93%0.32%
QGRW
WisdomTree U.S. Quality Growth Fund
0.07%0.09%0.14%0.11%

Frequently Asked Questions


QGRW and DARP have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DARP has higher volatility (7.07%) compared to QGRW (4.71%). In terms of maximum drawdown, QGRW dropped -24.40% vs DARP's -30.27%.

On 1-year performance, DARP leads with 82.62% vs 35.66% for QGRW. On fees, QGRW is cheaper at 0.28% per year. On volatility, QGRW has been the lower-risk option at 4.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DARP has performed better with a 82.62% return vs 35.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QGRW is cheaper with a 0.28% expense ratio, compared with 0.75% for DARP.

DARP has the higher dividend yield at 0.33%, compared with 0.07% for QGRW.

They also come from different issuers: WisdomTree and Grizzle. Their fees differ too: 0.28% for QGRW and 0.75% for DARP.

DARP currently has the higher Sharpe Ratio (3.59 vs 2.06), 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.

Portfolio Optimizer

Find the right allocation for QGRW and DARP

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