AQLT vs. OUSA
AQLT (iShares MSCI Global Quality Factor ETF) and OUSA (OShares U.S. Quality Dividend ETF) are both Quality Factor funds - AQLT tracks the MSCI ACWI Quality Index (Net) while OUSA tracks the O'Shares US Quality Dividend Index. Both are passively managed. Over the past year, AQLT returned 24.44% vs 15.60% for OUSA. Their 0.63 correlation means they have sometimes moved together and sometimes differently. AQLT charges 0.20%/yr vs 0.48%/yr for OUSA.
Performance
AQLT vs. OUSA - Performance Comparison
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Returns By Period
In the year-to-date period, AQLT achieves a 11.10% return, which is significantly higher than OUSA's 6.53% return.
AQLT
- 1D
- 0.44%
- 1M
- -1.06%
- 6M
- 6.58%
- YTD
- 11.10%
- 1Y
- 24.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.38%
OUSA
- 1D
- 0.11%
- 1M
- 1.87%
- 6M
- 4.63%
- YTD
- 6.53%
- 1Y
- 15.60%
- 3Y*
- 12.64%
- 5Y*
- 8.87%
- 10Y*
- 10.36%
- ALL TIME*
- 10.68%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $848.28K | $1.29M | $1.17M | |
| $914.72K | $1.31M | $1.45M |
AQLT vs. OUSA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AQLT iShares MSCI Global Quality Factor ETF | 11.10% | 17.65% | -3.38% |
OUSA OShares U.S. Quality Dividend ETF | 6.53% | 10.23% | -3.01% |
Correlation
The correlation between AQLT and OUSA is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2024 | 0.63 |
The correlation between AQLT and OUSA shifts across timeframes, from 0.53 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AQLT vs. OUSA — Risk / Return Rank
AQLT
OUSA
AQLT vs. OUSA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Quality Factor ETF (AQLT) and OShares U.S. Quality Dividend ETF (OUSA). 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.
| AQLT | OUSA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.26 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 1.78 | +0.40 |
| Martin ratioReturn relative to average drawdown | 9.54 | 6.23 | +3.31 |
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Drawdowns
AQLT vs. OUSA - Drawdown Comparison
The maximum AQLT drawdown since its inception was -16.84%, smaller than the maximum OUSA drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for AQLT and OUSA.
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Drawdown Indicators
| AQLT | OUSA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.84% | -33.12% | +16.28% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -8.36% | -2.32% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.14% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.54% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.12% | — |
Current DrawdownCurrent decline from peak | -1.75% | -0.75% | -1.00% |
Average DrawdownAverage peak-to-trough decline | -2.25% | -3.50% | +1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.39% | +0.05% |
Volatility
AQLT vs. OUSA - Volatility Comparison
The current volatility for iShares MSCI Global Quality Factor ETF (AQLT) is 3.44%, while OShares U.S. Quality Dividend ETF (OUSA) has a volatility of 4.00%. This indicates that AQLT experiences smaller price fluctuations and is considered to be less risky than OUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AQLT | OUSA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 4.00% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 12.02% | 8.11% | +3.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.36% | 10.27% | +4.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 13.38% | +3.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.88% | 15.19% | +1.69% |
AQLT vs. OUSA - Expense Ratio Comparison
AQLT has a 0.20% expense ratio, which is lower than OUSA's 0.48% expense ratio.
Dividends
AQLT vs. OUSA - Dividend Comparison
AQLT's dividend yield for the trailing twelve months is around 1.00%, less than OUSA's 1.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AQLT iShares MSCI Global Quality Factor ETF | 1.00% | 1.05% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OUSA OShares U.S. Quality Dividend ETF | 1.36% | 1.39% | 1.50% | 1.81% | 1.92% | 1.56% | 2.03% | 2.31% | 3.06% | 2.15% | 2.32% | 1.17% |
Frequently Asked Questions
AQLT and OUSA have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OUSA has higher volatility (4.00%) compared to AQLT (3.44%). In terms of maximum drawdown, AQLT dropped -16.84% vs OUSA's -33.12%.
On 1-year performance, AQLT leads with 24.44% vs 15.60% for OUSA. On fees, AQLT is cheaper at 0.20% per year. On volatility, AQLT has been the lower-risk option at 3.44%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, AQLT has performed better with a 24.44% return vs 15.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AQLT is cheaper with a 0.20% expense ratio, compared with 0.48% for OUSA.
OUSA has the higher dividend yield at 1.36%, compared with 1.00% for AQLT.
AQLT tracks MSCI ACWI Quality Index (Net), while OUSA tracks O'Shares US Quality Dividend Index. They also come from different issuers: iShares and O'Shares Investments. Their fees differ too: 0.20% for AQLT and 0.48% for OUSA.
AQLT currently has the higher Sharpe Ratio (1.62 vs 1.46), 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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