AVUQ vs. OUSA

Last updated Apr 1, 2026

Compare and contrast key facts about Avantis U.S. Quality ETF (AVUQ) and OShares U.S. Quality Dividend ETF (OUSA).

AVUQ and OUSA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AVUQ is an actively managed fund by Avantis Investors. It was launched on Mar 25, 2025. OUSA is a passively managed fund by O'Shares Investments that tracks the performance of the O'Shares US Quality Dividend Index. It was launched on Jul 14, 2015.

Performance

AVUQ vs. OUSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis U.S. Quality ETF (AVUQ) and OShares U.S. Quality Dividend ETF (OUSA). The values are adjusted to include any dividend payments, if applicable.

AVUQ vs. OUSA - Yearly Performance Comparison

	2026 (YTD)	2025
AVUQ Avantis U.S. Quality ETF	-5.64%	22.52%
OUSA OShares U.S. Quality Dividend ETF	-3.17%	9.32%

Returns By Period

In the year-to-date period, AVUQ achieves a -5.64% return, which is significantly lower than OUSA's -3.17% return.

AVUQ

• 1D: 3.69%
• 1M: -4.83%
• YTD: -5.64%
• 6M: -4.27%
• 1Y: 17.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —

OUSA

• 1D: 1.44%
• 1M: -6.28%
• YTD: -3.17%
• 6M: -0.83%
• 1Y: 6.15%
• 3Y*: 11.51%
• 5Y*: 8.66%
• 10Y*: 9.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AVUQ vs. OUSA - Expense Ratio Comparison

AVUQ has a 0.15% expense ratio, which is lower than OUSA's 0.48% expense ratio.

OUSA

OShares U.S. Quality Dividend ETF

AVUQ

Avantis U.S. Quality ETF

Return for Risk

AVUQ vs. OUSA — Risk / Return Rank

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

AVUQ

AVUQ Risk / Return Rank: 53
AVUQ Sharpe Ratio Rank: 48
AVUQ Sortino Ratio Rank: 51
AVUQ Omega Ratio Rank: 49
AVUQ Calmar Ratio Rank: 62
AVUQ Martin Ratio Rank: 57

OUSA

OUSA Risk / Return Rank: 30
OUSA Sharpe Ratio Rank: 27
OUSA Sortino Ratio Rank: 27
OUSA Omega Ratio Rank: 26
OUSA Calmar Ratio Rank: 32
OUSA Martin Ratio Rank: 36

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.

AVUQ vs. OUSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Quality ETF (AVUQ) 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.

	AVUQ	OUSA	Difference
Sharpe ratio Return per unit of total volatility	0.86	0.45	+0.41
Sortino ratio Return per unit of downside risk	1.33	0.74	+0.59
Omega ratio Gain probability vs. loss probability	1.18	1.10	+0.08
Calmar ratio Return relative to maximum drawdown	1.54	0.75	+0.79
Martin ratio Return relative to average drawdown	5.49	3.10	+2.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AVUQ vs. OUSA - Sharpe Ratio Comparison

The current AVUQ Sharpe Ratio is 0.86, which is higher than the OUSA Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of AVUQ and OUSA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AVUQ	OUSA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.86	0.45	+0.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.65	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.77	0.66	+0.11

Correlation

The correlation between AVUQ and OUSA is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

AVUQ vs. OUSA - Dividend Comparison

AVUQ's dividend yield for the trailing twelve months is around 0.41%, less than OUSA's 1.46% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AVUQ Avantis U.S. Quality ETF	0.41%	0.32%	0.00%	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	1.46%	1.39%	1.50%	1.81%	1.92%	1.56%	2.03%	2.31%	3.06%	2.15%	2.32%	1.17%

Drawdowns

AVUQ vs. OUSA - Drawdown Comparison

The maximum AVUQ drawdown since its inception was -11.86%, smaller than the maximum OUSA drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for AVUQ and OUSA.

Drawdown Indicators

	AVUQ	OUSA	Difference
Max Drawdown Largest peak-to-trough decline	-11.86%	-33.12%	+21.26%
Max Drawdown (1Y) Largest decline over 1 year	-11.67%	-9.80%	-1.87%
Max Drawdown (5Y) Largest decline over 5 years	—	-19.54%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.12%	—
Current Drawdown Current decline from peak	-8.35%	-6.65%	-1.70%
Average Drawdown Average peak-to-trough decline	-2.21%	-3.53%	+1.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.28%	2.39%	+0.89%

Volatility

AVUQ vs. OUSA - Volatility Comparison

Avantis U.S. Quality ETF (AVUQ) has a higher volatility of 6.82% compared to OShares U.S. Quality Dividend ETF (OUSA) at 3.78%. This indicates that AVUQ's price experiences larger fluctuations and is considered to be riskier than OUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVUQ	OUSA	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.82%	3.78%	+3.04%
Volatility (6M) Calculated over the trailing 6-month period	12.36%	7.27%	+5.09%
Volatility (1Y) Calculated over the trailing 1-year period	20.08%	13.88%	+6.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.15%	13.31%	+6.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.15%	15.15%	+5.00%