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SXQG vs. DARP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXQG vs. DARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETC 6 Meridian Quality Growth ETF (SXQG) and Grizzle Growth ETF (DARP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SXQG achieves a -2.67% return, which is significantly lower than DARP's 32.67% return.


SXQG

1D
-0.87%
1M
1.05%
YTD
-2.67%
6M
-2.94%
1Y
-0.51%
3Y*
11.07%
5Y*
5.59%
10Y*

DARP

1D
-0.76%
1M
8.18%
YTD
32.67%
6M
34.22%
1Y
82.62%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXQG vs. DARP - Yearly Performance Comparison


2026 (YTD)202520242023
SXQG
ETC 6 Meridian Quality Growth ETF
-2.67%4.43%18.77%10.22%
DARP
Grizzle Growth ETF
32.67%40.19%24.63%6.25%

Correlation

The correlation between SXQG and DARP is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2023

0.68

The correlation between SXQG and DARP shifts across timeframes, from 0.49 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.

SXQG vs. DARP - Sectors Allocation Comparison


Sectors
SXQG
DARP

Technology

30.3%
45.8%

Communication Services

15.6%
19.4%

Healthcare

15.6%
1.4%

Consumer Defensive

12.4%

-

Financial Services

12.2%

-

Consumer Cyclical

7.5%
6.6%

Industrials

5.5%
12.0%

Energy

0.7%
9.9%

Basic Materials

0.2%
4.7%

Real Estate

-

-

Utilities

-

5.4%

Technology

SXQG
30.3%
DARP
45.8%

Communication Services

SXQG
15.6%
DARP
19.4%

Healthcare

SXQG
15.6%
DARP
1.4%

Consumer Defensive

SXQG
12.4%
DARP

-

Financial Services

SXQG
12.2%
DARP

-

Consumer Cyclical

SXQG
7.5%
DARP
6.6%

Industrials

SXQG
5.5%
DARP
12.0%

Energy

SXQG
0.7%
DARP
9.9%

Basic Materials

SXQG
0.2%
DARP
4.7%

Real Estate

SXQG

-

DARP

-

Utilities

SXQG

-

DARP
5.4%

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Return for Risk

SXQG vs. DARP — Risk / Return Rank

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

SXQG
SXQG Risk / Return Rank: 88
Overall Rank
SXQG Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SXQG Sortino Ratio Rank: 88
Sortino Ratio Rank
SXQG Omega Ratio Rank: 88
Omega Ratio Rank
SXQG Calmar Ratio Rank: 99
Calmar Ratio Rank
SXQG Martin Ratio Rank: 99
Martin Ratio Rank

DARP
DARP Risk / Return Rank: 9191
Overall Rank
DARP Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DARP Sortino Ratio Rank: 8888
Sortino Ratio Rank
DARP Omega Ratio Rank: 8787
Omega Ratio Rank
DARP Calmar Ratio Rank: 9393
Calmar Ratio Rank
DARP Martin Ratio Rank: 9494
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.

SXQG vs. DARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETC 6 Meridian Quality Growth ETF (SXQG) and Grizzle Growth ETF (DARP). 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.


SXQGDARPDifference
Sharpe ratioReturn per unit of total volatility

-3.64

Sortino ratioReturn per unit of downside risk

-4.01

Omega ratioGain probability vs. loss probability

1.00

1.54

-0.54

Calmar ratioReturn relative to maximum drawdown

-0.04

7.03

-7.07

Martin ratioReturn relative to average drawdown

-0.11

26.75

-26.86

SXQG vs. DARP - Sharpe Ratio Comparison

The current SXQG Sharpe Ratio is -0.04, which is lower than the DARP Sharpe Ratio of 3.59. The chart below compares the historical Sharpe Ratios of SXQG and DARP, 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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Sharpe Ratios by Period


SXQGDARPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

3.59

-3.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

1.49

-1.17

Drawdowns

SXQG vs. DARP - Drawdown Comparison

The maximum SXQG drawdown since its inception was -33.97%, which is greater than DARP's maximum drawdown of -30.27%. Use the drawdown chart below to compare losses from any high point for SXQG and DARP.


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Drawdown Indicators


SXQGDARPDifference

Max Drawdown

Largest peak-to-trough decline

-33.97%

-30.27%

-3.70%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

-11.82%

-2.21%

Max Drawdown (3Y)

Largest decline over 3 years

-19.53%

Max Drawdown (5Y)

Largest decline over 5 years

-33.97%

Current Drawdown

Current decline from peak

-5.52%

-0.76%

-4.76%

Average Drawdown

Average peak-to-trough decline

-10.12%

-4.64%

-5.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.91%

3.10%

+1.81%

Volatility

SXQG vs. DARP - Volatility Comparison

The current volatility for ETC 6 Meridian Quality Growth ETF (SXQG) is 3.09%, while Grizzle Growth ETF (DARP) has a volatility of 7.07%. This indicates that SXQG experiences smaller price fluctuations and is considered to be less risky than DARP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXQGDARPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

7.07%

-3.98%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

17.49%

-8.46%

Volatility (1Y)

Calculated over the trailing 1-year period

11.68%

23.16%

-11.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.99%

26.11%

-8.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.97%

26.11%

-8.14%

SXQG vs. DARP - Expense Ratio Comparison

SXQG has a 1.00% expense ratio, which is higher than DARP's 0.75% expense ratio.


Dividends

SXQG vs. DARP - Dividend Comparison

SXQG's dividend yield for the trailing twelve months is around 0.07%, less than DARP's 0.33% yield.


PositionTTM20252024202320222021
DARP
Grizzle Growth ETF
0.33%0.43%1.93%0.32%0.00%0.00%
SXQG
ETC 6 Meridian Quality Growth ETF
0.07%0.15%0.00%0.02%0.09%0.00%

Frequently Asked Questions


SXQG and DARP have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DARP has higher volatility (7.07%) compared to SXQG (3.09%). In terms of maximum drawdown, SXQG dropped -33.97% vs DARP's -30.27%.

On 1-year performance, DARP leads with 82.62% vs -0.51% for SXQG. On fees, DARP is cheaper at 0.75% per year. On volatility, SXQG has been the lower-risk option at 3.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DARP has performed better with a 82.62% return vs -0.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DARP is cheaper with a 0.75% expense ratio, compared with 1.00% for SXQG.

DARP has the higher dividend yield at 0.33%, compared with 0.07% for SXQG.

They also come from different issuers: Meridian and Grizzle. Their fees differ too: 1.00% for SXQG and 0.75% for DARP.

DARP currently has the higher Sharpe Ratio (3.59 vs -0.04), 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 SXQG and DARP

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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