QPX vs. STLG

The year-to-date returns for both stocks are quite close, with QPX having a 2.36% return and STLG slightly lower at 2.25%.

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QPX has a 1.46% expense ratio, which is higher than STLG's 0.25% expense ratio.

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.

The current QPX Sharpe Ratio is 0.60, which is comparable to the STLG Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of QPX and STLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

QPX has not paid dividends to shareholders, while STLG's dividend yield for the trailing twelve months is around 0.29%.

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.

The current volatility for AdvisorShares Q Dynamic Growth ETF (QPX) is 4.99%, while iShares Factors US Growth Style ETF (STLG) has a volatility of 8.09%. 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.