QPX vs. STLG
Compare and contrast key facts about AdvisorShares Q Dynamic Growth ETF (QPX) and iShares Factors US Growth Style ETF (STLG).
QPX and STLG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QPX is an actively managed fund by AdvisorShares. It was launched on Dec 28, 2020. STLG is a passively managed fund by iShares that tracks the performance of the Russell US Large Cap Factors Growth Style Index. It was launched on Jan 14, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QPX or STLG.
Key characteristics
| QPX | STLG | |
|---|---|---|
| YTD Return | 19.51% | 35.72% |
| 1Y Return | 30.75% | 49.80% |
| 3Y Return (Ann) | 6.04% | 11.85% |
| Sharpe Ratio | 2.15 | 2.73 |
| Sortino Ratio | 2.90 | 3.50 |
| Omega Ratio | 1.39 | 1.50 |
| Calmar Ratio | 2.82 | 3.66 |
| Martin Ratio | 11.58 | 14.02 |
| Ulcer Index | 2.59% | 3.51% |
| Daily Std Dev | 13.95% | 18.04% |
| Max Drawdown | -34.75% | -31.34% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between QPX and STLG is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
QPX vs. STLG - Performance Comparison
In the year-to-date period, QPX achieves a 19.51% return, which is significantly lower than STLG's 35.72% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
QPX vs. STLG - Expense Ratio Comparison
QPX has a 1.46% expense ratio, which is higher than STLG's 0.25% expense ratio.
Risk-Adjusted Performance
QPX vs. STLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Q Dynamic Growth ETF (QPX) and iShares Factors US Growth Style ETF (STLG). 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.
Dividends
QPX vs. STLG - Dividend Comparison
QPX has not paid dividends to shareholders, while STLG's dividend yield for the trailing twelve months is around 0.31%.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
QPX AdvisorShares Q Dynamic Growth ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STLG iShares Factors US Growth Style ETF | 0.31% | 0.22% | 0.14% | 0.00% | 0.75% |
Drawdowns
QPX vs. STLG - Drawdown Comparison
The maximum QPX drawdown since its inception was -34.75%, which is greater than STLG's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for QPX and STLG. For additional features, visit the drawdowns tool.
Volatility
QPX vs. STLG - Volatility Comparison
The current volatility for AdvisorShares Q Dynamic Growth ETF (QPX) is 3.71%, while iShares Factors US Growth Style ETF (STLG) has a volatility of 5.93%. This indicates that QPX experiences smaller price fluctuations and is considered to be less risky than STLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.