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QPX vs. IETC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QPX vs. IETC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Q Dynamic Growth ETF (QPX) and iShares U.S. Tech Independence Focused ETF (IETC). 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 6.75% return, which is significantly higher than IETC's 2.72% return.


QPX

1D
-0.50%
1M
-1.16%
YTD
6.75%
6M
4.72%
1Y
24.81%
3Y*
19.48%
5Y*
11.29%
10Y*

IETC

1D
-0.53%
1M
-3.85%
YTD
2.72%
6M
0.67%
1Y
13.47%
3Y*
25.41%
5Y*
14.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QPX vs. IETC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
QPX
AdvisorShares Q Dynamic Growth ETF
6.75%24.12%17.28%44.63%-30.90%22.29%-0.31%
IETC
iShares U.S. Tech Independence Focused ETF
2.72%19.56%37.57%54.35%-32.78%29.73%-0.54%

Correlation

The correlation between QPX and IETC 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 (3Y)
Calculated over the trailing 3-year period

0.87

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

0.93

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

0.93

The correlation between QPX and IETC shifts across timeframes, from 0.83 (1 year) to 0.93 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

QPX vs. IETC — Risk / Return Rank

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

QPX
QPX Risk / Return Rank: 5252
Overall Rank
QPX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
QPX Sortino Ratio Rank: 5252
Sortino Ratio Rank
QPX Omega Ratio Rank: 5252
Omega Ratio Rank
QPX Calmar Ratio Rank: 4949
Calmar Ratio Rank
QPX Martin Ratio Rank: 5454
Martin Ratio Rank

IETC
IETC Risk / Return Rank: 1818
Overall Rank
IETC Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IETC Sortino Ratio Rank: 1818
Sortino Ratio Rank
IETC Omega Ratio Rank: 1818
Omega Ratio Rank
IETC Calmar Ratio Rank: 1616
Calmar Ratio Rank
IETC Martin Ratio Rank: 1717
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. IETC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Q Dynamic Growth ETF (QPX) and iShares U.S. Tech Independence Focused ETF (IETC). 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.


QPXIETCDifference
Sharpe ratioReturn per unit of total volatility

+1.06

Sortino ratioReturn per unit of downside risk

+1.31

Omega ratioGain probability vs. loss probability

1.29

1.12

+0.18

Calmar ratioReturn relative to maximum drawdown

2.16

0.64

+1.52

Martin ratioReturn relative to average drawdown

8.29

1.72

+6.56

QPX vs. IETC - Sharpe Ratio Comparison

The current QPX Sharpe Ratio is 1.65, which is higher than the IETC Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of QPX and IETC, 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. IETC - Drawdown Comparison

The maximum QPX drawdown since its inception was -34.74%, smaller than the maximum IETC drawdown of -38.48%. Use the drawdown chart below to compare losses from any high point for QPX and IETC.


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Drawdown Indicators


QPXIETCDifference

Max Drawdown

Largest peak-to-trough decline

-34.74%

-38.48%

+3.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.56%

-21.19%

+9.63%

Max Drawdown (3Y)

Largest decline over 3 years

-17.89%

-25.17%

+7.28%

Max Drawdown (5Y)

Largest decline over 5 years

-34.74%

-38.48%

+3.74%

Current Drawdown

Current decline from peak

-4.35%

-11.83%

+7.48%

Average Drawdown

Average peak-to-trough decline

-8.02%

-8.14%

+0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

7.83%

-4.83%

Volatility

QPX vs. IETC - Volatility Comparison

The current volatility for AdvisorShares Q Dynamic Growth ETF (QPX) is 6.59%, while iShares U.S. Tech Independence Focused ETF (IETC) has a volatility of 11.03%. This indicates that QPX experiences smaller price fluctuations and is considered to be less risky than IETC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QPXIETCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

11.03%

-4.44%

Volatility (6M)

Calculated over the trailing 6-month period

12.42%

18.18%

-5.76%

Volatility (1Y)

Calculated over the trailing 1-year period

15.10%

22.84%

-7.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.09%

24.86%

-4.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.06%

25.49%

-5.43%

QPX vs. IETC - Expense Ratio Comparison

QPX has a 1.46% expense ratio, which is higher than IETC's 0.18% expense ratio.


Dividends

QPX vs. IETC - Dividend Comparison

QPX has not paid dividends to shareholders, while IETC's dividend yield for the trailing twelve months is around 0.40%.


PositionTTM20252024202320222021202020192018
IETC
iShares U.S. Tech Independence Focused ETF
0.40%0.38%0.52%0.79%0.92%0.73%0.48%0.95%1.27%
QPX
AdvisorShares Q Dynamic Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QPX and IETC 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.

IETC has higher volatility (11.03%) compared to QPX (6.59%). In terms of maximum drawdown, QPX dropped -34.74% vs IETC's -38.48%.

On 5-year performance, IETC leads with 14.70% vs 11.29% for QPX. On fees, IETC is cheaper at 0.18% per year. On volatility, QPX has been the lower-risk option at 6.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IETC has performed better with a 14.70% return vs 11.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IETC is cheaper with a 0.18% expense ratio, compared with 1.46% for QPX.

IETC has the higher dividend yield at 0.40%, compared with 0.00% for QPX.

QPX is categorized as Large Cap Growth Equities, while IETC is Technology Equities. They also come from different issuers: AdvisorShares and iShares. Their fees differ too: 1.46% for QPX and 0.18% for IETC.

QPX currently has the higher Sharpe Ratio (1.65 vs 0.59), 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 IETC

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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