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QPX vs. STLG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QPX vs. STLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Q Dynamic Growth ETF (QPX) and iShares Factors US Growth Style ETF (STLG). 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 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QPX vs. STLG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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.

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Return for Risk

QPX vs. STLG — Risk / Return Rank

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

QPX
QPX Risk / Return Rank: 6060
Overall Rank
QPX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
QPX Sortino Ratio Rank: 6060
Sortino Ratio Rank
QPX Omega Ratio Rank: 6262
Omega Ratio Rank
QPX Calmar Ratio Rank: 5454
Calmar Ratio Rank
QPX Martin Ratio Rank: 5959
Martin Ratio Rank

STLG
STLG Risk / Return Rank: 6161
Overall Rank
STLG Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
STLG Sortino Ratio Rank: 5959
Sortino Ratio Rank
STLG Omega Ratio Rank: 5959
Omega Ratio Rank
STLG Calmar Ratio Rank: 5858
Calmar Ratio Rank
STLG Martin Ratio Rank: 6363
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. 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.


QPXSTLGDifference
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

QPX vs. STLG - Sharpe Ratio Comparison

The current QPX Sharpe Ratio is 2.00, which is comparable to the STLG Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of QPX and STLG, 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. 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.


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Drawdown Indicators


QPXSTLGDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.69%

-2.89%

+1.20%

Average Drawdown

Average peak-to-trough decline

-8.04%

-7.34%

-0.70%

Ulcer Index

Depth 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.


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Volatility by Period


QPXSTLGDifference

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%.


PositionTTM202520242023202220212020
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.

Portfolio Optimizer

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.

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