- ISIN
- US02072Q1922
- CUSIP
- 02072Q192
- Issuer
- Sapient
- Inception Date
- Mar 13, 2026
- Region
- Global (Global)
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $1B
Share Price Chart
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Performance
SQS Performance Chart
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Returns By Period
Sapient Quality Select ETF
- 1D
- 1.80%
- 1M
- 0.22%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.00%
- 1M
- -0.71%
- YTD
- 8.39%
- 6M
- 8.57%
- 1Y
- 24.33%
- 3Y*
- 18.94%
- 5Y*
- 12.24%
- 10Y*
- 13.54%
SQS Monthly Returns History
Based on dividend-adjusted daily data since Mar 16, 2026, SQS's average daily return is +0.14%, while the average monthly return is +2.51%. At this rate, an investment would double in approximately 2.3 years.
Historically, 50% of months were positive and 50% were negative. The best month was Apr 2026 with a return of +11.7%, while the worst month was Mar 2026 at -4.5%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 1 months.
On a daily basis, SQS closed higher 57% of trading days. The best single day was Mar 31, 2026 with a return of +3.7%, while the worst single day was Jun 5, 2026 at -3.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -4.50% | 11.68% | 4.01% | -1.14% | 9.66% |
Benchmark Metrics
Sapient Quality Select ETF has an annualized alpha of -12.93%, beta of 1.16, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since March 16, 2026.
- This ETF participated in 146.34% of S&P 500 Index downside but only 100.40% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -12.93% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -12.93%
- Beta
- 1.16
- R²
- 0.86
- Upside Capture
- 100.40%
- Downside Capture
- 146.34%
Expense Ratio
SQS has an expense ratio of 0.80%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Sapient Quality Select ETF (SQS) 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.
| SQS | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.35 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.66 | — |
| Martin ratioReturn relative to average drawdown | — | 11.86 | — |
Dividends
Dividend History
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 Sapient Quality Select 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 Sapient Quality Select ETF was 7.90%, occurring on Mar 30, 2026. Recovery took 6 trading sessions.
The current Sapient Quality Select ETF drawdown is 1.95%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 pullback2026 | -7.90%Mar 2026 | 14d | 9d | 23dMar 2026 - Apr 2026 |
2026 pullback2026 | -6.55%Jun 2026 | 7d | — | 19d 23hJun 2026 - now |
2026 pullback2026 | -2.86%May 2026 | 4d | 7d | 11dMay 2026 - May 2026 |
2026 pullback2026 | -1.71%Apr 2026 | 1d | 2d | 3dApr 2026 - May 2026 |
2026 pullback2026 | -1.10%Apr 2026 | 1d | 1d | 2dApr 2026 - Apr 2026 |
Drawdown Indicators
| SQS | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.90% | -56.78% | +48.88% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.95% | -2.49% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -1.74% | -10.72% | +8.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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