DVQQ vs. QUS
DVQQ (WEBs QQQ Defined Volatility ETF) and QUS (SPDR MSCI USA StrategicFactors ETF) are both Large Cap Growth Equities funds - DVQQ tracks the Syntax Defined Volatility Triple Qs Index while QUS tracks the MSCI USA Factor Mix A-Series Capped (USD). Both are passively managed. Over the past year, DVQQ returned 28.24% vs 18.81% for QUS. Their 0.67 correlation means they have sometimes moved together and sometimes differently. DVQQ charges 0.94%/yr vs 0.15%/yr for QUS.
Performance
DVQQ vs. QUS - Performance Comparison
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Returns By Period
In the year-to-date period, DVQQ achieves a 11.17% return, which is significantly higher than QUS's 9.32% return.
DVQQ
- 1D
- 0.67%
- 1M
- -2.69%
- 6M
- 9.43%
- YTD
- 11.17%
- 1Y
- 28.24%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.46%
QUS
- 1D
- 0.33%
- 1M
- 0.45%
- 6M
- 7.38%
- YTD
- 9.32%
- 1Y
- 18.81%
- 3Y*
- 16.09%
- 5Y*
- 10.75%
- 10Y*
- 13.56%
- ALL TIME*
- 12.68%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $24.59K | $14.02K | $49.42K | |
| $2.96M | $4.90M | $3.46M |
DVQQ vs. QUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DVQQ WEBs QQQ Defined Volatility ETF | 11.17% | 18.03% | -7.84% |
QUS SPDR MSCI USA StrategicFactors ETF | 9.32% | 14.13% | -2.66% |
Correlation
The correlation between DVQQ and QUS is 0.65, 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. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2024 | 0.67 |
The correlation between DVQQ and QUS has been stable across timeframes, ranging from 0.65 to 0.67 - a consistent structural relationship.
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Return for Risk
DVQQ vs. QUS — Risk / Return Rank
DVQQ
QUS
DVQQ vs. QUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WEBs QQQ Defined Volatility ETF (DVQQ) and SPDR MSCI USA StrategicFactors ETF (QUS). 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.
| DVQQ | QUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.35 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 2.60 | -1.28 |
| Martin ratioReturn relative to average drawdown | 3.88 | 11.58 | -7.70 |
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Drawdowns
DVQQ vs. QUS - Drawdown Comparison
The maximum DVQQ drawdown since its inception was -25.28%, smaller than the maximum QUS drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for DVQQ and QUS.
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Drawdown Indicators
| DVQQ | QUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.28% | -33.78% | +8.50% |
Max Drawdown (1Y)Largest decline over 1 year | -17.89% | -6.85% | -11.04% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.94% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.30% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -8.75% | -0.26% | -8.49% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -3.66% | -3.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.07% | 1.53% | +4.54% |
Volatility
DVQQ vs. QUS - Volatility Comparison
WEBs QQQ Defined Volatility ETF (DVQQ) has a higher volatility of 5.97% compared to SPDR MSCI USA StrategicFactors ETF (QUS) at 2.37%. This indicates that DVQQ's price experiences larger fluctuations and is considered to be riskier than QUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DVQQ | QUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.97% | 2.37% | +3.60% |
Volatility (6M)Calculated over the trailing 6-month period | 17.86% | 6.94% | +10.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.44% | 9.24% | +15.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.65% | 14.32% | +10.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.65% | 16.39% | +8.26% |
DVQQ vs. QUS - Expense Ratio Comparison
DVQQ has a 0.94% expense ratio, which is higher than QUS's 0.15% expense ratio.
Dividends
DVQQ vs. QUS - Dividend Comparison
DVQQ's dividend yield for the trailing twelve months is around 0.03%, less than QUS's 1.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVQQ WEBs QQQ Defined Volatility ETF | 0.03% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QUS SPDR MSCI USA StrategicFactors ETF | 1.28% | 1.38% | 1.49% | 1.57% | 1.68% | 1.27% | 1.73% | 1.81% | 2.12% | 1.86% | 2.07% | 1.48% |
Frequently Asked Questions
DVQQ and QUS have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DVQQ has higher volatility (5.97%) compared to QUS (2.37%). In terms of maximum drawdown, DVQQ dropped -25.28% vs QUS's -33.78%.
On 1-year performance, DVQQ leads with 28.24% vs 18.81% for QUS. On fees, QUS is cheaper at 0.15% per year. On volatility, QUS has been the lower-risk option at 2.37%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DVQQ has performed better with a 28.24% return vs 18.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QUS is cheaper with a 0.15% expense ratio, compared with 0.94% for DVQQ.
QUS has the higher dividend yield at 1.28%, compared with 0.03% for DVQQ.
DVQQ tracks Syntax Defined Volatility Triple Qs Index, while QUS tracks MSCI USA Factor Mix A-Series Capped (USD). They also come from different issuers: WEBs and State Street. Their fees differ too: 0.94% for DVQQ and 0.15% for QUS.
QUS currently has the higher Sharpe Ratio (1.93 vs 0.97), 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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