QPX vs. STLG
QPX (AdvisorShares Q Dynamic Growth ETF) and STLG (iShares Factors US Growth Style ETF) are both Large Cap Growth Equities funds. QPX is actively managed, while STLG is passively managed. Over the past 5 years, QPX returned 12.24%/yr vs 19.16%/yr for STLG. Their correlation of 0.95 suggests significant overlap in exposure. QPX charges 1.46%/yr vs 0.25%/yr for STLG.
Performance
QPX vs. STLG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QPX achieves a 9.73% return, which is significantly lower than STLG's 18.65% return.
QPX
- 1D
- -0.62%
- 1M
- 2.78%
- YTD
- 9.73%
- 6M
- 9.77%
- 1Y
- 29.64%
- 3Y*
- 19.86%
- 5Y*
- 12.24%
- 10Y*
- —
STLG
- 1D
- -1.63%
- 1M
- 5.19%
- YTD
- 18.65%
- 6M
- 20.08%
- 1Y
- 38.09%
- 3Y*
- 31.18%
- 5Y*
- 19.16%
- 10Y*
- —
QPX vs. STLG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QPX AdvisorShares Q Dynamic Growth ETF | 9.73% | 24.12% | 17.28% | 44.63% | -30.90% | 22.29% | -0.31% |
STLG iShares Factors US Growth Style ETF | 18.65% | 21.49% | 37.42% | 42.86% | -26.75% | 27.99% | -0.09% |
Correlation
The correlation between QPX and STLG is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2020 | 0.95 |
The correlation between QPX and STLG has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QPX vs. STLG — Risk / Return Rank
QPX
STLG
QPX vs. STLG - Risk-Adjusted Trends 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.
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.
| QPX | STLG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.34 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.58 | 2.80 | -0.22 |
| Martin ratioReturn relative to average drawdown | 10.01 | 10.93 | -0.92 |
Loading charts...
Drawdowns
QPX vs. STLG - Drawdown Comparison
The maximum QPX drawdown since its inception was -34.74%, 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.
Loading charts...
Drawdown Indicators
| QPX | STLG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.74% | -31.34% | -3.40% |
Max Drawdown (1Y)Largest decline over 1 year | -11.56% | -13.69% | +2.13% |
Max Drawdown (3Y)Largest decline over 3 years | -17.89% | -23.73% | +5.84% |
Max Drawdown (5Y)Largest decline over 5 years | -34.74% | -30.61% | -4.13% |
Current DrawdownCurrent decline from peak | -1.69% | -2.89% | +1.20% |
Average DrawdownAverage peak-to-trough decline | -8.04% | -7.34% | -0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 3.50% | -0.53% |
Volatility
QPX vs. STLG - Volatility Comparison
The current volatility for AdvisorShares Q Dynamic Growth ETF (QPX) is 6.17%, while iShares Factors US Growth Style ETF (STLG) has a volatility of 8.14%. 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.
Loading charts...
Volatility by Period
| QPX | STLG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.17% | 8.14% | -1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 12.22% | 15.34% | -3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.91% | 19.02% | -4.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.05% | 22.17% | -2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.06% | 23.97% | -3.91% |
QPX vs. STLG - Expense Ratio Comparison
QPX has a 1.46% expense ratio, which is higher than STLG's 0.25% expense ratio.
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 0.27%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
QPX AdvisorShares Q Dynamic Growth ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STLG iShares Factors US Growth Style ETF | 0.27% | 0.31% | 0.38% | 0.75% | 1.85% | 0.67% | 0.75% |
Frequently Asked Questions
With a correlation of 0.90, QPX and STLG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
STLG has higher volatility (8.14%) compared to QPX (6.17%). In terms of maximum drawdown, QPX dropped -34.74% vs STLG's -31.34%.
On 5-year performance, STLG leads with 19.16% vs 12.24% for QPX. On fees, STLG is cheaper at 0.25% per year. On volatility, QPX has been the lower-risk option at 6.17%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, STLG has performed better with a 19.16% return vs 12.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
STLG is cheaper with a 0.25% expense ratio, compared with 1.46% for QPX.
STLG has the higher dividend yield at 0.27%, compared with 0.00% for QPX.
They also come from different issuers: AdvisorShares and iShares. Their fees differ too: 1.46% for QPX and 0.25% for STLG.
STLG currently has the higher Sharpe Ratio (2.02 vs 2.00), 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.
Find the right allocation for QPX and STLG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer