GK vs. OUSA

Last updated Aug 4, 2026

GK (AdvisorShares Gerber Kawasaki ETF) and OUSA (OShares U.S. Quality Dividend ETF) are both exchange-traded funds - GK is a Large Cap Growth Equities fund actively managed by AdvisorShares, while OUSA is a Quality Factor fund tracking the O'Shares US Quality Dividend Index. GK is actively managed, while OUSA is passively managed. Over the past 5 years, GK returned 2.34%/yr vs 8.96%/yr for OUSA. Their 0.62 correlation means they have sometimes moved together and sometimes differently. GK charges 0.75%/yr vs 0.48%/yr for OUSA.

Performance

GK vs. OUSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Gerber Kawasaki ETF (GK) and OShares U.S. Quality Dividend ETF (OUSA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GK achieves a 12.37% return, which is significantly higher than OUSA's 7.09% return.

GK

• 1D: 1.82%
• 1M: -0.91%
• 6M: 11.15%
• YTD: 12.37%
• 1Y: 17.72%
• 3Y*: 17.67%
• 5Y*: 2.34%
• 10Y*: —
• ALL TIME*: 2.85%

OUSA

• 1D: 0.53%
• 1M: 2.40%
• 6M: 3.84%
• YTD: 7.09%
• 1Y: 16.21%
• 3Y*: 13.56%
• 5Y*: 8.96%
• 10Y*: 10.40%
• ALL TIME*: 10.73%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GK AdvisorShares Gerber Kawasaki ETF	$27.34K	$30.78K	$45.67K
OUSA OShares U.S. Quality Dividend ETF	$872.37K	$1.31M	$1.44M

GK vs. OUSA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
GK AdvisorShares Gerber Kawasaki ETF	12.37%	17.78%	20.10%	21.19%	-42.76%	4.61%
OUSA OShares U.S. Quality Dividend ETF	7.09%	10.23%	17.09%	13.44%	-9.33%	11.26%

Correlation

The correlation between GK and OUSA is 0.23, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.23
Correlation (3Y) Balances recent behavior with more history.	0.52
Correlation (5Y) Shows whether the relationship held over a longer period.	0.62
Correlation (All Time) Calculated using the full available price history since Jul 2, 2021	0.62

Over the past year, the correlation between GK and OUSA has dropped to 0.23 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.

GK vs. OUSA - Sectors Allocation Comparison

Sectors	GK	OUSA
Technology	38.4%	23.7%
Industrials	16.1%	11.9%
Communication Services	15.4%	10.3%
Healthcare	10.0%	15.1%
Financial Services	7.9%	18.6%
Utilities	4.6%	-
Consumer Cyclical	3.0%	13.1%
Consumer Defensive	1.8%	7.4%
Basic Materials	-	-
Energy	-	-
Real Estate	-	-

Return for Risk

GK vs. OUSA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GK

GK Risk / Return Rank: 35
GK Sharpe Ratio Rank: 35
GK Sortino Ratio Rank: 35
GK Omega Ratio Rank: 34
GK Calmar Ratio Rank: 34
GK Martin Ratio Rank: 38

OUSA

OUSA Risk / Return Rank: 62
OUSA Sharpe Ratio Rank: 67
OUSA Sortino Ratio Rank: 72
OUSA Omega Ratio Rank: 65
OUSA Calmar Ratio Rank: 53
OUSA Martin Ratio Rank: 55

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GK vs. OUSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Gerber Kawasaki ETF (GK) and OShares U.S. Quality Dividend ETF (OUSA). 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.

	GK	OUSA	Difference
Sharpe ratio: Return per unit of total volatility	0.90	1.59	-0.69
Sortino ratio: Return per unit of downside risk	1.37	2.41	-1.04
Omega ratio: Gain probability vs. loss probability	1.17	1.28	-0.12
Calmar ratio: Return relative to maximum drawdown	1.18	1.95	-0.77
Martin ratio: Return relative to average drawdown	4.00	6.80	-2.80

GK vs. OUSA - Sharpe Ratio Comparison

The current GK Sharpe Ratio is 0.90, which is lower than the OUSA Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of GK and OUSA, 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

GK vs. OUSA - Drawdown Comparison

The maximum GK drawdown since its inception was -47.72%, which is greater than OUSA's maximum drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for GK and OUSA.

Drawdown Indicators

	GK	OUSA	Difference
Max Drawdown Largest peak-to-trough decline	-47.72%	-33.12%	-14.60%
Max Drawdown (1Y) Largest decline over 1 year	-15.13%	-8.36%	-6.77%
Max Drawdown (3Y) Largest decline over 3 years	-23.62%	-13.14%	-10.48%
Max Drawdown (5Y) Largest decline over 5 years	-47.72%	-19.54%	-28.18%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.12%	—
Current Drawdown Current decline from peak	-4.59%	-0.23%	-4.36%
Average Drawdown Average peak-to-trough decline	-23.36%	-3.50%	-19.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.44%	2.39%	+2.05%

Volatility

GK vs. OUSA - Volatility Comparison

AdvisorShares Gerber Kawasaki ETF (GK) has a higher volatility of 7.21% compared to OShares U.S. Quality Dividend ETF (OUSA) at 3.65%. This indicates that GK's price experiences larger fluctuations and is considered to be riskier than OUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GK	OUSA	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.21%	3.65%	+3.56%
Volatility (6M) Calculated over the trailing 6-month period	16.42%	8.12%	+8.30%
Volatility (1Y) Calculated over the trailing 1-year period	19.80%	10.25%	+9.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.13%	13.38%	+10.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.01%	15.19%	+8.82%

GK vs. OUSA - Expense Ratio Comparison

GK has a 0.75% expense ratio, which is higher than OUSA's 0.48% expense ratio.

Dividends

GK vs. OUSA - Dividend Comparison

GK's dividend yield for the trailing twelve months is around 0.07%, less than OUSA's 1.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GK AdvisorShares Gerber Kawasaki ETF	0.07%	0.08%	0.00%	0.13%	1.30%	0.04%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
OUSA OShares U.S. Quality Dividend ETF	1.35%	1.39%	1.50%	1.81%	1.92%	1.56%	2.03%	2.31%	3.06%	2.15%	2.32%	1.17%

Frequently Asked Questions

Can I hold both GK and OUSA in my portfolio?

GK and OUSA have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GK or OUSA?

GK has higher volatility (7.21%) compared to OUSA (3.65%). In terms of maximum drawdown, GK dropped -47.72% vs OUSA's -33.12%.

Which ETF is better, GK or OUSA?

On 5-year performance, OUSA leads with 8.96% vs 2.34% for GK. On fees, OUSA is cheaper at 0.48% per year. On volatility, OUSA has been the lower-risk option at 3.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GK or OUSA?

Over the 5-year period, OUSA has performed better with a 8.96% return vs 2.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GK or OUSA?

OUSA is cheaper with a 0.48% expense ratio, compared with 0.75% for GK.

Which ETF pays a higher dividend yield, GK or OUSA?

OUSA has the higher dividend yield at 1.35%, compared with 0.07% for GK.

What is the main difference between GK and OUSA?

GK is categorized as Large Cap Growth Equities, while OUSA is Quality Factor. They also come from different issuers: AdvisorShares and O'Shares Investments. Their fees differ too: 0.75% for GK and 0.48% for OUSA.

Which has better risk-adjusted returns?

OUSA currently has the higher Sharpe Ratio (1.59 vs 0.90), 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.