EAGL vs. QLTY

Last updated Jun 24, 2026

EAGL (Eagle Capital Select Equity ETF) and QLTY (GMO U.S. Quality ETF) are both exchange-traded funds - EAGL is a Global Equities fund actively managed by Eagle Capital, while QLTY is a Large Cap Blend Equities fund tracking the S&P 500. EAGL is actively managed, while QLTY is passively managed. Over the past year, EAGL returned 7.12% vs 23.44% for QLTY. Their correlation of 0.81 suggests significant overlap in exposure. EAGL charges 0.80%/yr vs 0.50%/yr for QLTY.

Performance

EAGL vs. QLTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Capital Select Equity ETF (EAGL) and GMO U.S. Quality ETF (QLTY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EAGL achieves a -3.67% return, which is significantly lower than QLTY's 5.56% return.

EAGL

• 1D: -0.45%
• 1M: -4.84%
• YTD: -3.67%
• 6M: -3.88%
• 1Y: 7.12%
• 3Y*: —
• 5Y*: —
• 10Y*: —

QLTY

• 1D: -0.98%
• 1M: -1.19%
• YTD: 5.56%
• 6M: 4.84%
• 1Y: 23.44%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EAGL vs. QLTY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EAGL Eagle Capital Select Equity ETF	-3.67%	17.19%	11.23%
QLTY GMO U.S. Quality ETF	5.56%	21.26%	8.65%

Correlation

The correlation between EAGL and QLTY is 0.76, 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	0.76
Correlation (All Time) Calculated using the full available price history since Mar 25, 2024	0.81

The correlation between EAGL and QLTY has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.

EAGL vs. QLTY - Sectors Allocation Comparison

Sectors	EAGL	QLTY
Technology	23.0%	40.1%
Financial Services	20.1%	7.8%
Consumer Cyclical	17.2%	7.5%
Healthcare	15.9%	22.1%
Communication Services	8.4%	11.7%
Energy	7.9%	-
Basic Materials	3.0%	-
Industrials	2.3%	4.3%
Consumer Defensive	2.2%	6.5%
Real Estate	-	-
Utilities	-	-

Return for Risk

EAGL vs. QLTY — Risk / Return Rank

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

EAGL

EAGL Risk / Return Rank: 16
EAGL Sharpe Ratio Rank: 17
EAGL Sortino Ratio Rank: 16
EAGL Omega Ratio Rank: 16
EAGL Calmar Ratio Rank: 15
EAGL Martin Ratio Rank: 17

QLTY

QLTY Risk / Return Rank: 53
QLTY Sharpe Ratio Rank: 59
QLTY Sortino Ratio Rank: 59
QLTY Omega Ratio Rank: 56
QLTY Calmar Ratio Rank: 43
QLTY Martin Ratio Rank: 51

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.

EAGL vs. QLTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Capital Select Equity ETF (EAGL) and GMO U.S. Quality ETF (QLTY). 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.

	EAGL	QLTY	Difference
Sharpe ratio: Return per unit of total volatility	0.53	1.87	-1.33
Sortino ratio: Return per unit of downside risk	0.81	2.65	-1.84
Omega ratio: Gain probability vs. loss probability	1.10	1.33	-0.23
Calmar ratio: Return relative to maximum drawdown	0.53	2.01	-1.48
Martin ratio: Return relative to average drawdown	1.74	8.15	-6.41

EAGL vs. QLTY - Sharpe Ratio Comparison

The current EAGL Sharpe Ratio is 0.53, which is lower than the QLTY Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of EAGL and QLTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EAGL vs. QLTY - Drawdown Comparison

The maximum EAGL drawdown since its inception was -15.09%, smaller than the maximum QLTY drawdown of -17.00%. Use the drawdown chart below to compare losses from any high point for EAGL and QLTY.

Drawdown Indicators

	EAGL	QLTY	Difference
Max Drawdown Largest peak-to-trough decline	-15.09%	-17.00%	+1.91%
Max Drawdown (1Y) Largest decline over 1 year	-13.54%	-11.71%	-1.83%
Current Drawdown Current decline from peak	-7.57%	-2.89%	-4.68%
Average Drawdown Average peak-to-trough decline	-2.63%	-2.04%	-0.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.10%	2.88%	+1.22%

Volatility

EAGL vs. QLTY - Volatility Comparison

Eagle Capital Select Equity ETF (EAGL) has a higher volatility of 5.29% compared to GMO U.S. Quality ETF (QLTY) at 4.05%. This indicates that EAGL's price experiences larger fluctuations and is considered to be riskier than QLTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EAGL	QLTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.29%	4.05%	+1.24%
Volatility (6M) Calculated over the trailing 6-month period	10.50%	9.74%	+0.76%
Volatility (1Y) Calculated over the trailing 1-year period	13.45%	12.65%	+0.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.45%	14.68%	+0.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.45%	14.68%	+0.77%

EAGL vs. QLTY - Expense Ratio Comparison

EAGL has a 0.80% expense ratio, which is higher than QLTY's 0.50% expense ratio.

Dividends

EAGL vs. QLTY - Dividend Comparison

EAGL's dividend yield for the trailing twelve months is around 0.57%, less than QLTY's 0.72% yield.

Position	TTM	2025	2024	2023
EAGL Eagle Capital Select Equity ETF	0.57%	0.55%	0.29%	0.00%
QLTY GMO U.S. Quality ETF	0.72%	0.73%	0.79%	0.15%

Frequently Asked Questions

Can I hold both EAGL and QLTY in my portfolio?

EAGL and QLTY have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EAGL or QLTY?

EAGL has higher volatility (5.29%) compared to QLTY (4.05%). In terms of maximum drawdown, EAGL dropped -15.09% vs QLTY's -17.00%.

Which ETF is better, EAGL or QLTY?

On 1-year performance, QLTY leads with 23.44% vs 7.12% for EAGL. On fees, QLTY is cheaper at 0.50% per year. On volatility, QLTY has been the lower-risk option at 4.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EAGL or QLTY?

Over the 1-year period, QLTY has performed better with a 23.44% return vs 7.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EAGL or QLTY?

QLTY is cheaper with a 0.50% expense ratio, compared with 0.80% for EAGL.

Which ETF pays a higher dividend yield, EAGL or QLTY?

QLTY has the higher dividend yield at 0.72%, compared with 0.57% for EAGL.

What is the main difference between EAGL and QLTY?

EAGL is categorized as Global Equities, while QLTY is Large Cap Blend Equities. They also come from different issuers: Eagle Capital and GMO. Their fees differ too: 0.80% for EAGL and 0.50% for QLTY.

Which has better risk-adjusted returns?

QLTY currently has the higher Sharpe Ratio (1.87 vs 0.53), 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.