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QPX vs. SGRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QPX vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Q Dynamic Growth ETF (QPX) and SMART Earnings Growth 30 ETF (SGRT). 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 10.87% return, which is significantly lower than SGRT's 51.46% return.


QPX

1D
-0.66%
1M
7.22%
YTD
10.87%
6M
11.56%
1Y
32.39%
3Y*
21.61%
5Y*
13.04%
10Y*

SGRT

1D
0.03%
1M
14.68%
YTD
51.46%
6M
56.17%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QPX vs. SGRT - Yearly Performance Comparison


2026 (YTD)2025
QPX
AdvisorShares Q Dynamic Growth ETF
10.87%11.59%
SGRT
SMART Earnings Growth 30 ETF
51.46%25.25%

Correlation

The correlation between QPX and SGRT is 0.76, 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 Aug 21, 2025

0.76

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Return for Risk

QPX vs. SGRT — Risk / Return Rank

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

QPX
QPX Risk / Return Rank: 6565
Overall Rank
QPX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
QPX Sortino Ratio Rank: 6767
Sortino Ratio Rank
QPX Omega Ratio Rank: 6767
Omega Ratio Rank
QPX Calmar Ratio Rank: 5757
Calmar Ratio Rank
QPX Martin Ratio Rank: 6262
Martin Ratio Rank

SGRT
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. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Q Dynamic Growth ETF (QPX) and SMART Earnings Growth 30 ETF (SGRT). 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.


QPXSGRTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

2.82

Martin ratioReturn relative to average drawdown

11.19

QPX vs. SGRT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QPXSGRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

3.81

-3.13

Drawdowns

QPX vs. SGRT - Drawdown Comparison

The maximum QPX drawdown since its inception was -34.74%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for QPX and SGRT.


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Drawdown Indicators


QPXSGRTDifference

Max Drawdown

Largest peak-to-trough decline

-34.74%

-17.87%

-16.87%

Max Drawdown (1Y)

Largest decline over 1 year

-11.56%

Max Drawdown (3Y)

Largest decline over 3 years

-17.89%

Max Drawdown (5Y)

Largest decline over 5 years

-34.74%

Current Drawdown

Current decline from peak

-0.66%

0.00%

-0.66%

Average Drawdown

Average peak-to-trough decline

-8.07%

-3.11%

-4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

Volatility

QPX vs. SGRT - Volatility Comparison


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Volatility by Period


QPXSGRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

Volatility (1Y)

Calculated over the trailing 1-year period

13.97%

33.41%

-19.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.93%

33.41%

-13.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.99%

33.41%

-13.42%

QPX vs. SGRT - Expense Ratio Comparison

QPX has a 1.46% expense ratio, which is higher than SGRT's 0.59% expense ratio.


Dividends

QPX vs. SGRT - Dividend Comparison

QPX has not paid dividends to shareholders, while SGRT's dividend yield for the trailing twelve months is around 0.11%.


PositionTTM2025
QPX
AdvisorShares Q Dynamic Growth ETF
0.00%0.00%
SGRT
SMART Earnings Growth 30 ETF
0.11%0.16%

Frequently Asked Questions


QPX and SGRT have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGRT is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGRT is cheaper with a 0.59% expense ratio, compared with 1.46% for QPX.

SGRT has the higher dividend yield at 0.11%, compared with 0.00% for QPX.

Their fees differ too: 1.46% for QPX and 0.59% for SGRT.

Portfolio Optimizer

Find the right allocation for QPX and SGRT

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