FITZ vs. QUS
FITZ (Fitz-Gerald Must Have Portfolio ETF) and QUS (SPDR MSCI USA StrategicFactors ETF) are both Large Cap Growth Equities funds. FITZ is actively managed, while QUS is passively managed. A 0.55 correlation means they provide meaningful diversification when combined. FITZ charges 0.75%/yr vs 0.15%/yr for QUS.
Performance
FITZ vs. QUS - Performance Comparison
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Returns By Period
FITZ
- 1D
- -0.75%
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QUS
- 1D
- 0.04%
- 1M
- -1.09%
- YTD
- 5.85%
- 6M
- 4.77%
- 1Y
- 15.61%
- 3Y*
- 16.80%
- 5Y*
- 10.66%
- 10Y*
- 13.70%
FITZ vs. QUS - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
FITZ Fitz-Gerald Must Have Portfolio ETF | -5.35% |
QUS SPDR MSCI USA StrategicFactors ETF | -1.00% |
Correlation
The correlation between FITZ and QUS is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 28, 2026 | 0.55 |
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Return for Risk
FITZ vs. QUS — Risk / Return Rank
FITZ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
QUS
FITZ vs. QUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fitz-Gerald Must Have Portfolio ETF (FITZ) 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.
| FITZ | QUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.31 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.29 | — |
| Martin ratioReturn relative to average drawdown | — | 10.09 | — |
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Drawdowns
FITZ vs. QUS - Drawdown Comparison
The maximum FITZ drawdown since its inception was -6.70%, smaller than the maximum QUS drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for FITZ and QUS.
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Drawdown Indicators
| FITZ | QUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.70% | -33.78% | +27.08% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.85% | — |
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 | -6.70% | -1.80% | -4.90% |
Average DrawdownAverage peak-to-trough decline | -3.80% | -3.69% | -0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.55% | — |
Volatility
FITZ vs. QUS - Volatility Comparison
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Volatility by Period
| FITZ | QUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.71% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 6.96% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.29% | 9.20% | +8.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.29% | 14.34% | +2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.29% | 16.43% | +0.86% |
FITZ vs. QUS - Expense Ratio Comparison
FITZ has a 0.75% expense ratio, which is higher than QUS's 0.15% expense ratio.
Dividends
FITZ vs. QUS - Dividend Comparison
FITZ has not paid dividends to shareholders, while QUS's dividend yield for the trailing twelve months is around 1.32%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FITZ Fitz-Gerald Must Have Portfolio ETF | 0.00% | 0.00% | 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 | 1.32% | 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
FITZ and QUS have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QUS is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QUS is cheaper with a 0.15% expense ratio, compared with 0.75% for FITZ.
QUS has the higher dividend yield at 1.32%, compared with 0.00% for FITZ.
They also come from different issuers: Nicholas and State Street. Their fees differ too: 0.75% for FITZ and 0.15% for QUS.
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