STLG vs. QPX
STLG (iShares Factors US Growth Style ETF) and QPX (AdvisorShares Q Dynamic Growth ETF) are both Large Cap Growth Equities funds. STLG is passively managed, while QPX is actively managed. Over the past 5 years, STLG returned 18.36%/yr vs 11.40%/yr for QPX. Their correlation of 0.95 suggests significant overlap in exposure. STLG charges 0.25%/yr vs 1.46%/yr for QPX.
Performance
STLG vs. QPX - Performance Comparison
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Returns By Period
In the year-to-date period, STLG achieves a 16.17% return, which is significantly higher than QPX's 7.30% return.
STLG
- 1D
- -2.76%
- 1M
- 0.95%
- YTD
- 16.17%
- 6M
- 14.60%
- 1Y
- 36.49%
- 3Y*
- 30.82%
- 5Y*
- 18.36%
- 10Y*
- —
QPX
- 1D
- -2.08%
- 1M
- -0.66%
- YTD
- 7.30%
- 6M
- 5.43%
- 1Y
- 26.59%
- 3Y*
- 19.68%
- 5Y*
- 11.40%
- 10Y*
- —
STLG vs. QPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
STLG iShares Factors US Growth Style ETF | 16.17% | 21.49% | 37.42% | 42.86% | -26.75% | 27.99% | -0.09% |
QPX AdvisorShares Q Dynamic Growth ETF | 7.30% | 24.12% | 17.28% | 44.63% | -30.90% | 22.29% | -0.31% |
Correlation
The correlation between STLG and QPX 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 STLG and QPX has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.
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Return for Risk
STLG vs. QPX — Risk / Return Rank
STLG
QPX
STLG vs. QPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Factors US Growth Style ETF (STLG) and AdvisorShares Q Dynamic Growth ETF (QPX). 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.
| STLG | QPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.31 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 2.31 | +0.37 |
| Martin ratioReturn relative to average drawdown | 10.39 | 8.92 | +1.47 |
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Drawdowns
STLG vs. QPX - Drawdown Comparison
The maximum STLG drawdown since its inception was -31.34%, smaller than the maximum QPX drawdown of -34.74%. Use the drawdown chart below to compare losses from any high point for STLG and QPX.
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Drawdown Indicators
| STLG | QPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.34% | -34.74% | +3.40% |
Max Drawdown (1Y)Largest decline over 1 year | -13.69% | -11.56% | -2.13% |
Max Drawdown (3Y)Largest decline over 3 years | -23.73% | -17.89% | -5.84% |
Max Drawdown (5Y)Largest decline over 5 years | -30.61% | -34.74% | +4.13% |
Current DrawdownCurrent decline from peak | -4.93% | -3.86% | -1.07% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -8.02% | +0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 2.99% | +0.53% |
Volatility
STLG vs. QPX - Volatility Comparison
iShares Factors US Growth Style ETF (STLG) has a higher volatility of 8.62% compared to AdvisorShares Q Dynamic Growth ETF (QPX) at 6.59%. This indicates that STLG's price experiences larger fluctuations and is considered to be riskier than QPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STLG | QPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.62% | 6.59% | +2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 15.52% | 12.42% | +3.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.23% | 15.13% | +4.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.22% | 20.09% | +2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.98% | 20.07% | +3.91% |
STLG vs. QPX - Expense Ratio Comparison
STLG has a 0.25% expense ratio, which is lower than QPX's 1.46% expense ratio.
Dividends
STLG vs. QPX - Dividend Comparison
STLG's dividend yield for the trailing twelve months is around 0.27%, while QPX has not paid dividends to shareholders.
| 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, STLG and QPX 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 (8.62%) compared to QPX (6.59%). In terms of maximum drawdown, STLG dropped -31.34% vs QPX's -34.74%.
On 5-year performance, STLG leads with 18.36% vs 11.40% for QPX. On fees, STLG is cheaper at 0.25% per year. On volatility, QPX has been the lower-risk option at 6.59%. 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 18.36% return vs 11.40%. 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: iShares and AdvisorShares. Their fees differ too: 0.25% for STLG and 1.46% for QPX.
STLG currently has the higher Sharpe Ratio (1.91 vs 1.77), 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.
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