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QPX vs. HDGE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QPX vs. HDGE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Q Dynamic Growth ETF (QPX) and AdvisorShares Ranger Equity Bear ETF (HDGE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QPX achieves a 8.53% return, which is significantly higher than HDGE's -0.44% return.


QPX

1D
0.79%
1M
0.44%
6M
5.65%
YTD
8.53%
1Y
23.45%
3Y*
18.53%
5Y*
11.26%
10Y*

HDGE

1D
0.50%
1M
-2.92%
6M
0.13%
YTD
-0.44%
1Y
-0.17%
3Y*
-2.80%
5Y*
-4.36%
10Y*
-15.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QPX vs. HDGE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
QPX
AdvisorShares Q Dynamic Growth ETF
8.53%24.12%17.28%44.63%-30.90%22.29%-0.31%
HDGE
AdvisorShares Ranger Equity Bear ETF
-0.44%1.50%-8.01%-26.98%16.59%-18.61%0.00%

Correlation

The correlation between QPX and HDGE is -0.46, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.46

Correlation (3Y)
Calculated over the trailing 3-year period

-0.59

Correlation (5Y)
Calculated over the trailing 5-year period

-0.70

Correlation (All Time)
Calculated using the full available price history since Dec 29, 2020

-0.69

Over the past year, the inverse relationship between QPX and HDGE has weakened: their correlation has moved from -0.69 to -0.46, meaning they move in opposite directions less often than they have historically.

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Return for Risk

QPX vs. HDGE — Risk / Return Rank

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

QPX
QPX Risk / Return Rank: 5454
Overall Rank
QPX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
QPX Sortino Ratio Rank: 5353
Sortino Ratio Rank
QPX Omega Ratio Rank: 5353
Omega Ratio Rank
QPX Calmar Ratio Rank: 5151
Calmar Ratio Rank
QPX Martin Ratio Rank: 5656
Martin Ratio Rank

HDGE
HDGE Risk / Return Rank: 99
Overall Rank
HDGE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
HDGE Sortino Ratio Rank: 99
Sortino Ratio Rank
HDGE Omega Ratio Rank: 99
Omega Ratio Rank
HDGE Calmar Ratio Rank: 99
Calmar Ratio Rank
HDGE Martin Ratio Rank: 99
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.

QPX vs. HDGE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Q Dynamic Growth ETF (QPX) and AdvisorShares Ranger Equity Bear ETF (HDGE). 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.


QPXHDGEDifference
Sharpe ratioReturn per unit of total volatility

+1.54

Sortino ratioReturn per unit of downside risk

+1.97

Omega ratioGain probability vs. loss probability

1.27

1.01

+0.25

Calmar ratioReturn relative to maximum drawdown

2.04

-0.01

+2.05

Martin ratioReturn relative to average drawdown

7.65

-0.03

+7.68

QPX vs. HDGE - Sharpe Ratio Comparison

The current QPX Sharpe Ratio is 1.53, which is higher than the HDGE Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of QPX and HDGE, 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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Drawdowns

QPX vs. HDGE - Drawdown Comparison

The maximum QPX drawdown since its inception was -34.74%, smaller than the maximum HDGE drawdown of -93.88%. Use the drawdown chart below to compare losses from any high point for QPX and HDGE.


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Drawdown Indicators


QPXHDGEDifference

Max Drawdown

Largest peak-to-trough decline

-34.74%

-93.88%

+59.14%

Max Drawdown (1Y)

Largest decline over 1 year

-11.56%

-15.40%

+3.84%

Max Drawdown (3Y)

Largest decline over 3 years

-17.89%

-29.46%

+11.57%

Max Drawdown (5Y)

Largest decline over 5 years

-34.74%

-42.97%

+8.23%

Max Drawdown (10Y)

Largest decline over 10 years

-81.95%

Current Drawdown

Current decline from peak

-2.76%

-93.46%

+90.70%

Average Drawdown

Average peak-to-trough decline

-7.97%

-70.26%

+62.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

6.55%

-3.48%

Volatility

QPX vs. HDGE - Volatility Comparison

The current volatility for AdvisorShares Q Dynamic Growth ETF (QPX) is 5.17%, while AdvisorShares Ranger Equity Bear ETF (HDGE) has a volatility of 6.12%. This indicates that QPX experiences smaller price fluctuations and is considered to be less risky than HDGE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QPXHDGEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

6.12%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

12.63%

13.78%

-1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

15.38%

18.46%

-3.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.13%

24.25%

-4.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.02%

23.45%

-3.43%

QPX vs. HDGE - Expense Ratio Comparison

QPX has a 1.46% expense ratio, which is lower than HDGE's 3.36% expense ratio.


Dividends

QPX vs. HDGE - Dividend Comparison

QPX has not paid dividends to shareholders, while HDGE's dividend yield for the trailing twelve months is around 3.51%.


PositionTTM2025202420232022202120202019
HDGE
AdvisorShares Ranger Equity Bear ETF
3.51%3.50%7.83%9.58%0.00%0.00%0.00%0.22%
QPX
AdvisorShares Q Dynamic Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QPX and HDGE have a correlation of -0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HDGE has higher volatility (6.12%) compared to QPX (5.17%). In terms of maximum drawdown, QPX dropped -34.74% vs HDGE's -93.88%.

On 5-year performance, QPX leads with 11.26% vs -4.36% for HDGE. On fees, QPX is cheaper at 1.46% per year. On volatility, QPX has been the lower-risk option at 5.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, QPX has performed better with a 11.26% return vs -4.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QPX is cheaper with a 1.46% expense ratio, compared with 3.36% for HDGE.

HDGE has the higher dividend yield at 3.51%, compared with 0.00% for QPX.

QPX is categorized as Large Cap Growth Equities, while HDGE is Inverse Equities. Their fees differ too: 1.46% for QPX and 3.36% for HDGE.

QPX currently has the higher Sharpe Ratio (1.53 vs -0.01), 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 QPX and HDGE

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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