GAUG vs. SPQH.DE
Compare and contrast key facts about FT Cboe Vest U.S. Equity Moderate Buffer ETF - August (GAUG) and Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.DE).
GAUG and SPQH.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GAUG is a passively managed fund by FT Vest that tracks the performance of the S&P 500. It was launched on Aug 17, 2023. SPQH.DE is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 15% WHT Quarterly 9% (-3% to -12%) Buffer Protect. It was launched on Feb 21, 2023. Both GAUG and SPQH.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GAUG or SPQH.DE.
Key characteristics
| GAUG | SPQH.DE | |
|---|---|---|
| YTD Return | 8.82% | 10.00% |
| 1Y Return | 13.98% | 7.01% |
| Sharpe Ratio | 2.62 | 1.11 |
| Daily Std Dev | 5.36% | 7.86% |
| Max Drawdown | -4.88% | -5.48% |
| Current Drawdown | -0.11% | -1.21% |
Correlation
The correlation between GAUG and SPQH.DE is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
GAUG vs. SPQH.DE - Performance Comparison
In the year-to-date period, GAUG achieves a 8.82% return, which is significantly lower than SPQH.DE's 10.00% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GAUG vs. SPQH.DE - Expense Ratio Comparison
GAUG has a 0.85% expense ratio, which is higher than SPQH.DE's 0.50% expense ratio.
Risk-Adjusted Performance
GAUG vs. SPQH.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Moderate Buffer ETF - August (GAUG) and Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.DE). 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.
Dividends
GAUG vs. SPQH.DE - Dividend Comparison
Neither GAUG nor SPQH.DE has paid dividends to shareholders.
Drawdowns
GAUG vs. SPQH.DE - Drawdown Comparison
The maximum GAUG drawdown since its inception was -4.88%, smaller than the maximum SPQH.DE drawdown of -5.48%. Use the drawdown chart below to compare losses from any high point for GAUG and SPQH.DE. For additional features, visit the drawdowns tool.
Volatility
GAUG vs. SPQH.DE - Volatility Comparison
The current volatility for FT Cboe Vest U.S. Equity Moderate Buffer ETF - August (GAUG) is 2.16%, while Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.DE) has a volatility of 2.70%. This indicates that GAUG experiences smaller price fluctuations and is considered to be less risky than SPQH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.