- ISIN
- US67110P1003
- CUSIP
- 67110P100
- Issuer
- O'Shares Investments
- Inception Date
- Dec 30, 2016
- Region
- North America (U.S.)
- Category
- Quality Factor, Small Cap Blend Equities, Dividend
- Leveraged
- 1x (No leverage)
- Index Tracked
- O'Shares US Small-Cap Quality Dividend Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $862M
Highlights
- Avg. Volume (1M)
- 76K
- Avg. Volume Value (1M)
- $3.66M
Share Price Chart
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Performance
OUSM Performance Chart
OShares U.S. Small-Cap Quality Dividend ETF (OUSM) is up 12.4% since the beginning of the year. OUSM is currently trading at $49 per share. Investors who bought $1,000 worth of OUSM shares 5 years ago would now be looking at an investment worth $1,489.
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Returns By Period
OShares U.S. Small-Cap Quality Dividend ETF (OUSM) has returned 12.35% so far this year and 16.09% over the past 12 months.
OShares U.S. Small-Cap Quality Dividend ETF
- 1D
- -0.14%
- 1M
- 1.93%
- 6M
- 8.31%
- YTD
- 12.35%
- 1Y
- 16.09%
- 3Y*
- 11.37%
- 5Y*
- 8.29%
- 10Y*
- —
- ALL TIME*
- 9.37%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
OUSM Monthly Returns History
Based on dividend-adjusted daily data since Dec 30, 2016, OUSM's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.
Historically, 60% of months were positive and 40% were negative. The best month was Apr 2020 with a return of +13.1%, while the worst month was Mar 2020 at -19.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, OUSM closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +9.5%, while the worst single day was Mar 16, 2020 at -12.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.73% | 2.86% | -5.83% | 6.91% | -0.79% | 2.93% | 2.43% | 12.35% | |||||
| 2025 | 1.58% | -1.65% | -3.36% | -2.00% | 3.45% | 1.93% | 0.64% | 3.96% | -0.48% | -2.66% | 0.77% | 0.27% | 2.17% |
| 2024 | -0.80% | 4.71% | 4.93% | -5.50% | 4.11% | -1.25% | 7.16% | 0.11% | 2.25% | -1.98% | 6.63% | -6.55% | 13.45% |
| 2023 | 9.20% | -2.63% | -0.68% | 0.48% | -3.85% | 8.04% | 1.59% | -1.61% | -3.83% | -3.44% | 7.39% | 8.14% | 18.82% |
| 2022 | -5.04% | -1.69% | 0.68% | -5.57% | 3.65% | -6.92% | 8.47% | -3.88% | -8.52% | 10.49% | 6.88% | -4.50% | -7.89% |
| 2021 | -0.98% | 5.43% | 5.43% | 3.43% | 1.01% | -1.27% | 2.38% | 1.21% | -4.39% | 5.32% | -3.51% | 6.26% | 21.45% |
Benchmark Metrics
OShares U.S. Small-Cap Quality Dividend ETF has an annualized alpha of -1.87%, beta of 0.89, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since December 30, 2016.
- This ETF participated in 100.18% of S&P 500 Index downside but only 84.97% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.89 and R2 of 0.74, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -1.87%
- Beta
- 0.89
- R²
- 0.74
- Upside Capture
- 84.97%
- Downside Capture
- 100.18%
Expense Ratio
OUSM has an expense ratio of 0.48%, placing it in the medium range.
Return for Risk
Risk / Return Rank
OUSM ranks 43 for risk / return — above 43% of ETFs peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for OShares U.S. Small-Cap Quality Dividend ETF (OUSM) and compare them to S&P 500 Index.
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.
| OUSM | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.25 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | 2.00 | -0.44 |
| Martin ratioReturn relative to average drawdown | 4.61 | 8.49 | -3.88 |
Dividends
Dividend History
OShares U.S. Small-Cap Quality Dividend ETF provided a 1.93% dividend yield over the last twelve months, with an annual payout of $0.94 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.94 | $0.91 | $0.71 | $0.64 | $0.67 | $0.58 | $0.63 | $0.59 | $0.62 | $0.59 |
Dividend yield | 1.93% | 2.09% | 1.62% | 1.64% | 1.98% | 1.55% | 2.02% | 1.99% | 2.63% | 2.17% |
Monthly Dividends
The table displays the monthly dividend distributions for OShares U.S. Small-Cap Quality Dividend ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.03 | $0.09 | $0.10 | $0.02 | $0.09 | $0.11 | $0.02 | $0.46 | |||||
| 2025 | $0.03 | $0.05 | $0.11 | $0.04 | $0.05 | $0.12 | $0.04 | $0.06 | $0.09 | $0.03 | $0.07 | $0.22 | $0.91 |
| 2024 | $0.04 | $0.04 | $0.05 | $0.04 | $0.04 | $0.05 | $0.05 | $0.05 | $0.05 | $0.06 | $0.10 | $0.15 | $0.71 |
| 2023 | $0.03 | $0.05 | $0.05 | $0.05 | $0.06 | $0.05 | $0.05 | $0.06 | $0.06 | $0.05 | $0.05 | $0.07 | $0.64 |
| 2022 | $0.03 | $0.04 | $0.06 | $0.04 | $0.05 | $0.05 | $0.04 | $0.05 | $0.06 | $0.05 | $0.07 | $0.13 | $0.67 |
| 2021 | $0.03 | $0.03 | $0.04 | $0.02 | $0.04 | $0.05 | $0.05 | $0.05 | $0.07 | $0.04 | $0.05 | $0.11 | $0.58 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the OShares U.S. Small-Cap Quality Dividend ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the OShares U.S. Small-Cap Quality Dividend ETF was 39.84%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current OShares U.S. Small-Cap Quality Dividend ETF drawdown is 1.80%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-39.84%Mar 2020 | 2mo 6d | 7mo 28d | 10mo 4dJan 2020 - Nov 2020 | COVID crash2020 |
-22.47%Dec 2018 | 3mo 8d | 10mo 8d | 1y 1moSep 2018 - Oct 2019 | Rate-hike selloffLate 2018 |
-19.44%Apr 2025 | 4mo 13d | 10mo 2d | 1y 2moNov 2024 - Feb 2026 | 2025 selloff2025 |
-19.05%Sep 2022 | 8mo 28d | 4mo 4d | 1y 27dJan 2022 - Feb 2023 | Bear market2022 |
-11.02%Oct 2023 | 3mo 9d | 1mo 15d | 4mo 24dJul 2023 - Dec 2023 | — |
Drawdown Indicators
| OUSM | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.84% | -56.78% | +16.94% |
Max Drawdown (1Y)Largest decline over 1 year | -9.21% | -9.10% | -0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -19.44% | -18.90% | -0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -19.44% | -25.43% | +5.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.80% | -1.58% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -5.14% | -10.70% | +5.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.14% | +0.97% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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