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DRUP vs. OUSA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRUP vs. OUSA - Performance Comparison

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

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DRUP vs. OUSA - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DRUP
GraniteShares Nasdaq Select Disruptors ETF
-18.03%18.18%23.11%42.32%-28.18%26.13%28.71%11.32%
OUSA
OShares U.S. Quality Dividend ETF
-3.17%10.23%17.09%13.44%-9.33%23.75%6.96%7.30%

Returns By Period

In the year-to-date period, DRUP achieves a -18.03% return, which is significantly lower than OUSA's -3.17% return.


DRUP

1D
2.94%
1M
-5.98%
YTD
-18.03%
6M
-16.05%
1Y
5.30%
3Y*
14.82%
5Y*
8.20%
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)

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DRUP vs. OUSA - Expense Ratio Comparison

DRUP has a 0.60% expense ratio, which is higher than OUSA's 0.48% expense ratio.


Return for Risk

DRUP vs. OUSA — Risk / Return Rank

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

DRUP
DRUP Risk / Return Rank: 1818
Overall Rank
DRUP Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
DRUP Sortino Ratio Rank: 1919
Sortino Ratio Rank
DRUP Omega Ratio Rank: 1919
Omega Ratio Rank
DRUP Calmar Ratio Rank: 1616
Calmar Ratio Rank
DRUP Martin Ratio Rank: 1717
Martin Ratio Rank

OUSA
OUSA Risk / Return Rank: 3030
Overall Rank
OUSA Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
OUSA Sortino Ratio Rank: 2727
Sortino Ratio Rank
OUSA Omega Ratio Rank: 2626
Omega Ratio Rank
OUSA Calmar Ratio Rank: 3232
Calmar Ratio Rank
OUSA Martin Ratio Rank: 3636
Martin Ratio Rank
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.

DRUP vs. OUSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Nasdaq Select Disruptors ETF (DRUP) 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.


DRUPOUSADifference

Sharpe ratio

Return per unit of total volatility

0.22

0.45

-0.22

Sortino ratio

Return per unit of downside risk

0.50

0.74

-0.25

Omega ratio

Gain probability vs. loss probability

1.07

1.10

-0.03

Calmar ratio

Return relative to maximum drawdown

0.21

0.75

-0.54

Martin ratio

Return relative to average drawdown

0.68

3.10

-2.42

DRUP vs. OUSA - Sharpe Ratio Comparison

The current DRUP Sharpe Ratio is 0.22, which is lower than the OUSA Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of DRUP 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.


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Sharpe Ratios by Period


DRUPOUSADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

0.45

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.65

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.66

-0.10

Correlation

The correlation between DRUP and OUSA is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DRUP vs. OUSA - Dividend Comparison

DRUP has not paid dividends to shareholders, while OUSA's dividend yield for the trailing twelve months is around 1.46%.


TTM20252024202320222021202020192018201720162015
DRUP
GraniteShares Nasdaq Select Disruptors ETF
0.00%0.00%0.00%0.40%0.51%0.28%0.53%0.19%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

DRUP vs. OUSA - Drawdown Comparison

The maximum DRUP drawdown since its inception was -31.29%, smaller than the maximum OUSA drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for DRUP and OUSA.


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Drawdown Indicators


DRUPOUSADifference

Max Drawdown

Largest peak-to-trough decline

-31.29%

-33.12%

+1.83%

Max Drawdown (1Y)

Largest decline over 1 year

-23.21%

-9.80%

-13.41%

Max Drawdown (5Y)

Largest decline over 5 years

-31.29%

-19.54%

-11.75%

Max Drawdown (10Y)

Largest decline over 10 years

-33.12%

Current Drawdown

Current decline from peak

-20.44%

-6.65%

-13.79%

Average Drawdown

Average peak-to-trough decline

-8.26%

-3.53%

-4.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.10%

2.39%

+4.71%

Volatility

DRUP vs. OUSA - Volatility Comparison

GraniteShares Nasdaq Select Disruptors ETF (DRUP) has a higher volatility of 6.74% compared to OShares U.S. Quality Dividend ETF (OUSA) at 3.78%. This indicates that DRUP'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.


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Volatility by Period


DRUPOUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

3.78%

+2.96%

Volatility (6M)

Calculated over the trailing 6-month period

14.38%

7.27%

+7.11%

Volatility (1Y)

Calculated over the trailing 1-year period

23.87%

13.88%

+9.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.44%

13.31%

+8.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.17%

15.15%

+8.02%