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EGUS vs. QUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EGUS vs. QUS

Last updated Jun 4, 2026

EGUS (Ishares ESG Aware MSCI USA Growth ETF) and QUS (SPDR MSCI USA StrategicFactors ETF) are both Large Cap Growth Equities funds - EGUS tracks the MSCI USA Growth Extended ESG Focus Index while QUS tracks the MSCI USA Factor Mix A-Series Capped (USD). Both are passively managed. Over the past 3 years, EGUS returned 26.92%/yr vs 17.53%/yr for QUS. A 0.76 correlation means they provide meaningful diversification when combined. EGUS charges 0.18%/yr vs 0.15%/yr for QUS.

Performance

EGUS vs. QUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares ESG Aware MSCI USA Growth ETF (EGUS) and SPDR MSCI USA StrategicFactors ETF (QUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EGUS achieves a 12.08% return, which is significantly higher than QUS's 6.67% return.

EGUS

1D
-1.06%
1M
8.21%
YTD
12.08%
6M
11.25%
1Y
32.26%
3Y*
26.92%
5Y*
—
10Y*
—

QUS

1D
-0.43%
1M
2.68%
YTD
6.67%
6M
6.93%
1Y
17.65%
3Y*
17.53%
5Y*
11.08%
10Y*
13.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGUS vs. QUS - Yearly Performance Comparison

2026 (YTD)202520242023
EGUS
Ishares ESG Aware MSCI USA Growth ETF		12.08%19.02%32.85%27.00%
QUS
SPDR MSCI USA StrategicFactors ETF		6.67%14.13%18.99%14.02%

Correlation

The correlation between EGUS and QUS is 0.67, 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

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2023

0.76

The correlation between EGUS and QUS has been stable across timeframes, ranging from 0.67 to 0.76 - a consistent structural relationship.

EGUS vs. QUS - Sectors Allocation Comparison

Sectors
EGUS
QUS

Technology

59.1%
26.3%

Consumer Cyclical

13.9%
5.8%

Industrials

6.8%
8.6%

Communication Services

6.6%
10.2%

Healthcare

5.9%
13.4%

Financial Services

4.3%
14.6%

Real Estate

1.3%
1.4%

Energy

1.1%
4.6%

Basic Materials

0.7%
2.3%

Consumer Defensive

0.2%
9.2%

Utilities

0.2%
3.6%

Technology

EGUS
59.1%
QUS
26.3%

Consumer Cyclical

EGUS
13.9%
QUS
5.8%

Industrials

EGUS
6.8%
QUS
8.6%

Communication Services

EGUS
6.6%
QUS
10.2%

Healthcare

EGUS
5.9%
QUS
13.4%

Financial Services

EGUS
4.3%
QUS
14.6%

Real Estate

EGUS
1.3%
QUS
1.4%

Energy

EGUS
1.1%
QUS
4.6%

Basic Materials

EGUS
0.7%
QUS
2.3%

Consumer Defensive

EGUS
0.2%
QUS
9.2%

Utilities

EGUS
0.2%
QUS
3.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Ishares ESG Aware MSCI USA Growth ETF

SPDR MSCI USA StrategicFactors ETF

Often compared with EGUS:
EGUS vs. SPYEGUS vs. VUGEGUS vs. FELGEGUS vs. SCHGEGUS vs. FGDLEGUS vs. FXAIXEGUS vs. SPMO
Often compared with QUS:
QUS vs. IVVQUS vs. QUALQUS vs. SPYQUS vs. JQUAQUS vs. VOOQUS vs. DGTQUS vs. BERZ

Return for Risk

EGUS vs. QUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EGUS
EGUS Risk / Return Rank: 5151
Overall Rank
EGUS Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
EGUS Sortino Ratio Rank: 5555
Sortino Ratio Rank
EGUS Omega Ratio Rank: 5555
Omega Ratio Rank
EGUS Calmar Ratio Rank: 4242
Calmar Ratio Rank
EGUS Martin Ratio Rank: 4343
Martin Ratio Rank
QUS
QUS Risk / Return Rank: 5757
Overall Rank
QUS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
QUS Sortino Ratio Rank: 5858
Sortino Ratio Rank
QUS Omega Ratio Rank: 5555
Omega Ratio Rank
QUS Calmar Ratio Rank: 5252
Calmar Ratio Rank
QUS Martin Ratio Rank: 6363
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.

EGUS vs. QUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Growth ETF (EGUS) 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.

EGUSQUSDifference
Sharpe ratioReturn per unit of total volatility
1.99
1.95

+0.03

Sortino ratioReturn per unit of downside risk
2.64
2.81

-0.16

Omega ratioGain probability vs. loss probability

1.34

1.35

-0.01

Calmar ratioReturn relative to maximum drawdown

2.07

2.59

-0.52

Martin ratioReturn relative to average drawdown

7.03

11.54

-4.51

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EGUS vs. QUS - Sharpe Ratio Comparison

The current EGUS Sharpe Ratio is 1.99, which is comparable to the QUS Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of EGUS and QUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

EGUSQUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

1.95

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.78

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.83

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.45

0.77

+0.68

Drawdowns

EGUS vs. QUS - Drawdown Comparison

The maximum EGUS drawdown since its inception was -24.87%, smaller than the maximum QUS drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for EGUS and QUS.

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Drawdown Indicators

EGUSQUSDifference

Max Drawdown

Largest peak-to-trough decline

-24.87%

-33.78%

+8.91%

Max Drawdown (1Y)

Largest decline over 1 year

-15.66%

-6.85%

-8.81%

Max Drawdown (3Y)

Largest decline over 3 years

-24.87%

-13.94%

-10.93%

Max Drawdown (5Y)

Largest decline over 5 years

—

-22.30%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.78%

—

Current Drawdown

Current decline from peak

-1.06%

-0.50%

-0.56%

Average Drawdown

Average peak-to-trough decline

-3.37%

-3.70%

+0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.60%

1.53%

+3.07%

Volatility

EGUS vs. QUS - Volatility Comparison

Ishares ESG Aware MSCI USA Growth ETF (EGUS) has a higher volatility of 3.98% compared to SPDR MSCI USA StrategicFactors ETF (QUS) at 1.78%. This indicates that EGUS'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

EGUSQUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

1.78%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

12.67%

6.66%

+6.01%

Volatility (1Y)

Calculated over the trailing 1-year period

16.34%

9.09%

+7.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.15%

14.33%

+4.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.15%

16.42%

+2.73%

EGUS vs. QUS - Expense Ratio Comparison

EGUS has a 0.18% expense ratio, which is higher than QUS's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

EGUS vs. QUS - Dividend Comparison

EGUS's dividend yield for the trailing twelve months is around 0.19%, less than QUS's 1.31% yield.

PositionTTM20252024202320222021202020192018201720162015
EGUS
Ishares ESG Aware MSCI USA Growth ETF		0.19%0.22%0.25%0.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QUS
SPDR MSCI USA StrategicFactors ETF		1.31%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

EGUS and QUS have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EGUS has higher volatility (3.98%) compared to QUS (1.78%). In terms of maximum drawdown, EGUS dropped -24.87% vs QUS's -33.78%.

On 3-year performance, EGUS leads with 26.92% vs 17.53% for QUS. On fees, QUS is cheaper at 0.15% per year. On volatility, QUS has been the lower-risk option at 1.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, EGUS has performed better with a 26.92% return vs 17.53%. 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 0.18% for EGUS.

QUS has the higher dividend yield at 1.31%, compared with 0.19% for EGUS.

EGUS tracks MSCI USA Growth Extended ESG Focus Index, while QUS tracks MSCI USA Factor Mix A-Series Capped (USD). They also come from different issuers: iShares and State Street. Their fees differ too: 0.18% for EGUS and 0.15% for QUS.

EGUS currently has the higher Sharpe Ratio (1.99 vs 1.95), 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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