  The \emph{deterministic} sparse grid method, also known as Smolyak's method,
is a well-established and widely used tool to tackle multivariate approximation
problems, and there is a vast literature on it. Much less is known about
\emph{randomized} versions of the sparse grid method. In this paper we analyze
randomized sparse grid algorithms, namely randomized sparse grid quadratures
for multivariate integration on the $D$-dimensional unit cube $[0,1)^D$. Let
$d,s \in \mathbb{N}$ be such that $D=d\cdot s$. The $s$-dimensional building
blocks of the sparse grid quadratures are based on stratified sampling for
$s=1$ and on scrambled $(0,m,s)$-nets for $s\ge 2$. The spaces of integrands
and the error criterion we consider are Haar wavelet spaces with parameter
$\alpha$ and the randomized error (i.e., the worst case root mean square
error), respectively. We prove sharp (i.e., matching) upper and lower bounds
for the convergence rates of the $N$-th mininimal errors for all possible
combinations of the parameters $d$ and $s$.
  Our upper error bounds still hold if we consider as spaces of integrands
Sobolev spaces of mixed dominated smoothness with smoothness parameters $1/2<
\alpha < 1$ instead of Haar wavelet spaces.
