BCHP vs. OUSA

Last updated Jun 5, 2026

BCHP (Principal Focused Blue Chip ETF) and OUSA (OShares U.S. Quality Dividend ETF) are both Large Cap Growth Equities funds. BCHP is actively managed, while OUSA is passively managed. Over the past year, BCHP returned 6.63% vs 11.02% for OUSA. A 0.69 correlation means they provide meaningful diversification when combined. BCHP charges 0.58%/yr vs 0.48%/yr for OUSA.

Performance

BCHP vs. OUSA - Performance Comparison

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

Returns By Period

In the year-to-date period, BCHP achieves a 0.53% return, which is significantly lower than OUSA's 2.19% return.

BCHP

• 1D: 0.94%
• 1M: 1.39%
• YTD: 0.53%
• 6M: 0.13%
• 1Y: 6.63%
• 3Y*: —
• 5Y*: —
• 10Y*: —

OUSA

• 1D: 1.12%
• 1M: 1.77%
• YTD: 2.19%
• 6M: 2.97%
• 1Y: 11.02%
• 3Y*: 13.17%
• 5Y*: 8.87%
• 10Y*: 10.30%

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

BCHP vs. OUSA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BCHP Principal Focused Blue Chip ETF	0.53%	10.20%	20.55%	12.89%
OUSA OShares U.S. Quality Dividend ETF	2.19%	10.23%	17.09%	5.58%

Correlation

The correlation between BCHP and OUSA is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.57
Correlation (All Time) Calculated using the full available price history since Jul 14, 2023	0.69

The correlation between BCHP and OUSA shifts across timeframes, from 0.57 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.

BCHP vs. OUSA - Sectors Allocation Comparison

Sectors	BCHP	OUSA
Technology	34.2%	23.4%
Financial Services	23.4%	18.5%
Consumer Cyclical	18.8%	13.4%
Communication Services	13.4%	11.4%
Industrials	7.3%	11.6%
Healthcare	3.0%	14.1%
Real Estate	1.2%	-
Basic Materials	-	-
Consumer Defensive	-	7.6%
Energy	-	-
Utilities	-	-

Return for Risk

BCHP vs. OUSA — Risk / Return Rank

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

BCHP

BCHP Risk / Return Rank: 15
BCHP Sharpe Ratio Rank: 16
BCHP Sortino Ratio Rank: 15
BCHP Omega Ratio Rank: 15
BCHP Calmar Ratio Rank: 14
BCHP Martin Ratio Rank: 15

OUSA

OUSA Risk / Return Rank: 31
OUSA Sharpe Ratio Rank: 32
OUSA Sortino Ratio Rank: 32
OUSA Omega Ratio Rank: 30
OUSA Calmar Ratio Rank: 28
OUSA Martin Ratio Rank: 33

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.

BCHP vs. OUSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Focused Blue Chip ETF (BCHP) 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.

	BCHP	OUSA	Difference
Sharpe ratio: Return per unit of total volatility	0.42	1.13	-0.71
Sortino ratio: Return per unit of downside risk	0.67	1.71	-1.04
Omega ratio: Gain probability vs. loss probability	1.08	1.20	-0.11
Calmar ratio: Return relative to maximum drawdown	0.37	1.32	-0.96
Martin ratio: Return relative to average drawdown	1.18	4.70	-3.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BCHP vs. OUSA - Sharpe Ratio Comparison

The current BCHP Sharpe Ratio is 0.42, which is lower than the OUSA Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of BCHP and OUSA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BCHP	OUSA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.42	1.13	-0.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.67	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.91	0.69	+0.22

Drawdowns

BCHP vs. OUSA - Drawdown Comparison

The maximum BCHP drawdown since its inception was -18.56%, smaller than the maximum OUSA drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for BCHP and OUSA.

Drawdown Indicators

	BCHP	OUSA	Difference
Max Drawdown Largest peak-to-trough decline	-18.56%	-33.12%	+14.56%
Max Drawdown (1Y) Largest decline over 1 year	-18.12%	-8.36%	-9.76%
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 Drawdown Current decline from peak	-2.33%	-1.49%	-0.84%
Average Drawdown Average peak-to-trough decline	-2.97%	-3.53%	+0.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.64%	2.35%	+3.29%

Volatility

BCHP vs. OUSA - Volatility Comparison

Principal Focused Blue Chip ETF (BCHP) has a higher volatility of 4.36% compared to OShares U.S. Quality Dividend ETF (OUSA) at 2.48%. This indicates that BCHP'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

	BCHP	OUSA	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.36%	2.48%	+1.88%
Volatility (6M) Calculated over the trailing 6-month period	12.90%	7.27%	+5.63%
Volatility (1Y) Calculated over the trailing 1-year period	15.93%	9.80%	+6.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.86%	13.31%	+3.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.86%	15.16%	+1.70%

BCHP vs. OUSA - Expense Ratio Comparison

BCHP has a 0.58% expense ratio, which is higher than OUSA's 0.48% expense ratio.

Dividends

BCHP vs. OUSA - Dividend Comparison

BCHP has not paid dividends to shareholders, while OUSA's dividend yield for the trailing twelve months is around 1.41%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BCHP Principal Focused Blue Chip ETF	0.00%	0.00%	1.02%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
OUSA OShares U.S. Quality Dividend ETF	1.41%	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

Can I hold both BCHP and OUSA in my portfolio?

BCHP and OUSA have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BCHP or OUSA?

BCHP has higher volatility (4.36%) compared to OUSA (2.48%). In terms of maximum drawdown, BCHP dropped -18.56% vs OUSA's -33.12%.

Which ETF is better, BCHP or OUSA?

On 1-year performance, OUSA leads with 11.02% vs 6.63% for BCHP. On fees, OUSA is cheaper at 0.48% per year. On volatility, OUSA has been the lower-risk option at 2.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BCHP or OUSA?

Over the 1-year period, OUSA has performed better with a 11.02% return vs 6.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BCHP or OUSA?

OUSA is cheaper with a 0.48% expense ratio, compared with 0.58% for BCHP.

Which ETF pays a higher dividend yield, BCHP or OUSA?

OUSA has the higher dividend yield at 1.41%, compared with 0.00% for BCHP.

What is the main difference between BCHP and OUSA?

They also come from different issuers: Principal and O'Shares Investments. Their fees differ too: 0.58% for BCHP and 0.48% for OUSA.

Which has better risk-adjusted returns?

OUSA currently has the higher Sharpe Ratio (1.13 vs 0.42), 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.