QRFT vs. DGRO

Last updated Jun 26, 2026

QRFT (QRAFT AI Enhanced U.S. Large Cap ETF) and DGRO (iShares Core Dividend Growth ETF) are both Large Cap Growth Equities funds. QRFT is actively managed, while DGRO is passively managed. Over the past 5 years, QRFT returned 10.80%/yr vs 10.96%/yr for DGRO. A 0.74 correlation means they provide meaningful diversification when combined. QRFT charges 0.75%/yr vs 0.08%/yr for DGRO.

Performance

QRFT vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QRAFT AI Enhanced U.S. Large Cap ETF (QRFT) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with QRFT having a 9.56% return and DGRO slightly higher at 9.70%.

QRFT

• 1D: 0.32%
• 1M: -2.15%
• YTD: 9.56%
• 6M: 8.11%
• 1Y: 23.13%
• 3Y*: 20.40%
• 5Y*: 10.80%
• 10Y*: —

DGRO

• 1D: 0.31%
• 1M: 1.60%
• YTD: 9.70%
• 6M: 8.51%
• 1Y: 22.32%
• 3Y*: 17.00%
• 5Y*: 10.96%
• 10Y*: 13.86%

*Multi-year figures are annualized to reflect compound growth (CAGR)

QRFT vs. DGRO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
QRFT QRAFT AI Enhanced U.S. Large Cap ETF	9.56%	17.95%	21.36%	24.16%	-22.69%	22.74%	40.05%	15.22%
DGRO iShares Core Dividend Growth ETF	9.70%	15.69%	16.62%	10.47%	-7.91%	26.64%	9.50%	15.49%

Correlation

The correlation between QRFT and DGRO is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.60
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (5Y) Calculated over the trailing 5-year period	0.79
Correlation (All Time) Calculated using the full available price history since May 21, 2019	0.74

The correlation between QRFT and DGRO shifts across timeframes, from 0.60 (1 year) to 0.79 (5 years), reflecting how their relationship changes across market environments.

QRFT vs. DGRO - Sectors Allocation Comparison

Sectors	QRFT	DGRO
Technology	38.7%	22.0%
Consumer Cyclical	12.1%	5.4%
Financial Services	10.6%	20.6%
Healthcare	8.6%	16.5%
Industrials	8.4%	10.4%
Communication Services	8.2%	0.1%
Energy	4.3%	5.1%
Consumer Defensive	4.2%	11.1%
Basic Materials	1.7%	2.4%
Real Estate	1.6%	-
Utilities	1.5%	6.4%

Return for Risk

QRFT vs. DGRO — Risk / Return Rank

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

QRFT

QRFT Risk / Return Rank: 58
QRFT Sharpe Ratio Rank: 56
QRFT Sortino Ratio Rank: 54
QRFT Omega Ratio Rank: 54
QRFT Calmar Ratio Rank: 59
QRFT Martin Ratio Rank: 67

DGRO

DGRO Risk / Return Rank: 82
DGRO Sharpe Ratio Rank: 85
DGRO Sortino Ratio Rank: 88
DGRO Omega Ratio Rank: 83
DGRO Calmar Ratio Rank: 78
DGRO Martin Ratio Rank: 80

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.

QRFT vs. DGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for QRAFT AI Enhanced U.S. Large Cap ETF (QRFT) and iShares Core Dividend Growth ETF (DGRO). 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.

	QRFT	DGRO	Difference
Sharpe ratio: Return per unit of total volatility	1.67	2.37	-0.70
Sortino ratio: Return per unit of downside risk	2.29	3.43	-1.15
Omega ratio: Gain probability vs. loss probability	1.30	1.43	-0.13
Calmar ratio: Return relative to maximum drawdown	2.55	3.47	-0.92
Martin ratio: Return relative to average drawdown	10.72	13.37	-2.65

QRFT vs. DGRO - Sharpe Ratio Comparison

The current QRFT Sharpe Ratio is 1.67, which is comparable to the DGRO Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of QRFT and DGRO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QRFT vs. DGRO - Drawdown Comparison

The maximum QRFT drawdown since its inception was -30.19%, smaller than the maximum DGRO drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for QRFT and DGRO.

Drawdown Indicators

	QRFT	DGRO	Difference
Max Drawdown Largest peak-to-trough decline	-30.19%	-35.10%	+4.91%
Max Drawdown (1Y) Largest decline over 1 year	-9.12%	-6.47%	-2.65%
Max Drawdown (3Y) Largest decline over 3 years	-19.99%	-14.03%	-5.96%
Max Drawdown (5Y) Largest decline over 5 years	-28.20%	-19.31%	-8.89%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.10%	—
Current Drawdown Current decline from peak	-3.03%	-0.44%	-2.59%
Average Drawdown Average peak-to-trough decline	-6.75%	-3.43%	-3.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.16%	1.67%	+0.49%

Volatility

QRFT vs. DGRO - Volatility Comparison

QRAFT AI Enhanced U.S. Large Cap ETF (QRFT) has a higher volatility of 5.69% compared to iShares Core Dividend Growth ETF (DGRO) at 2.46%. This indicates that QRFT's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QRFT	DGRO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.69%	2.46%	+3.23%
Volatility (6M) Calculated over the trailing 6-month period	11.11%	6.92%	+4.19%
Volatility (1Y) Calculated over the trailing 1-year period	13.93%	9.49%	+4.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.48%	13.79%	+3.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.12%	16.59%	+3.53%

QRFT vs. DGRO - Expense Ratio Comparison

QRFT has a 0.75% expense ratio, which is higher than DGRO's 0.08% expense ratio.

Dividends

QRFT vs. DGRO - Dividend Comparison

QRFT's dividend yield for the trailing twelve months is around 0.26%, less than DGRO's 1.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRO iShares Core Dividend Growth ETF	1.96%	2.09%	2.26%	2.45%	2.34%	1.93%	2.30%	2.21%	2.44%	2.03%	2.27%	2.52%
QRFT QRAFT AI Enhanced U.S. Large Cap ETF	0.26%	0.27%	0.52%	0.77%	0.83%	0.05%	1.81%	4.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QRFT and DGRO in my portfolio?

QRFT and DGRO have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QRFT or DGRO?

QRFT has higher volatility (5.69%) compared to DGRO (2.46%). In terms of maximum drawdown, QRFT dropped -30.19% vs DGRO's -35.10%.

Which ETF is better, QRFT or DGRO?

On 5-year performance, DGRO leads with 10.96% vs 10.80% for QRFT. On fees, DGRO is cheaper at 0.08% per year. On volatility, DGRO has been the lower-risk option at 2.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QRFT or DGRO?

Over the 5-year period, DGRO has performed better with a 10.96% return vs 10.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QRFT or DGRO?

DGRO is cheaper with a 0.08% expense ratio, compared with 0.75% for QRFT.

Which ETF pays a higher dividend yield, QRFT or DGRO?

DGRO has the higher dividend yield at 1.96%, compared with 0.26% for QRFT.

What is the main difference between QRFT and DGRO?

They also come from different issuers: Exchange Traded Concepts and iShares. Their fees differ too: 0.75% for QRFT and 0.08% for DGRO.

Which has better risk-adjusted returns?

DGRO currently has the higher Sharpe Ratio (2.37 vs 1.67), 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.