GROZ vs. QUS

Last updated Jun 25, 2026

GROZ (Zacks Focus Growth ETF) and QUS (SPDR MSCI USA StrategicFactors ETF) are both Large Cap Growth Equities funds. GROZ is actively managed, while QUS is passively managed. Over the past year, GROZ returned 20.84% vs 15.61% for QUS. A 0.69 correlation means they provide meaningful diversification when combined. GROZ charges 0.56%/yr vs 0.15%/yr for QUS.

Performance

GROZ vs. QUS - Performance Comparison

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

Returns By Period

In the year-to-date period, GROZ achieves a 4.53% return, which is significantly lower than QUS's 5.85% return.

GROZ

• 1D: -0.35%
• 1M: -2.17%
• YTD: 4.53%
• 6M: 2.66%
• 1Y: 20.84%
• 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%

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

GROZ vs. QUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GROZ Zacks Focus Growth ETF	4.53%	20.28%	-1.80%
QUS SPDR MSCI USA StrategicFactors ETF	5.85%	14.13%	-4.73%

Correlation

The correlation between GROZ 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 (All Time) Calculated using the full available price history since Dec 5, 2024	0.69

The correlation between GROZ and QUS has been stable across timeframes, ranging from 0.67 to 0.69 - a consistent structural relationship.

Return for Risk

GROZ vs. QUS — Risk / Return Rank

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

GROZ

GROZ Risk / Return Rank: 39
GROZ Sharpe Ratio Rank: 42
GROZ Sortino Ratio Rank: 41
GROZ Omega Ratio Rank: 39
GROZ Calmar Ratio Rank: 33
GROZ Martin Ratio Rank: 39

QUS

QUS Risk / Return Rank: 57
QUS Sharpe Ratio Rank: 57
QUS Sortino Ratio Rank: 58
QUS Omega Ratio Rank: 55
QUS Calmar Ratio Rank: 52
QUS Martin Ratio Rank: 62

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.

GROZ vs. QUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zacks Focus Growth ETF (GROZ) 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.

	GROZ	QUS	Difference
Sharpe ratio: Return per unit of total volatility	1.33	1.71	-0.38
Sortino ratio: Return per unit of downside risk	1.88	2.44	-0.56
Omega ratio: Gain probability vs. loss probability	1.23	1.31	-0.08
Calmar ratio: Return relative to maximum drawdown	1.53	2.29	-0.76
Martin ratio: Return relative to average drawdown	5.54	10.09	-4.56

GROZ vs. QUS - Sharpe Ratio Comparison

The current GROZ Sharpe Ratio is 1.33, which is comparable to the QUS Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of GROZ 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.

Drawdowns

GROZ vs. QUS - Drawdown Comparison

The maximum GROZ drawdown since its inception was -23.33%, smaller than the maximum QUS drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for GROZ and QUS.

Drawdown Indicators

	GROZ	QUS	Difference
Max Drawdown Largest peak-to-trough decline	-23.33%	-33.78%	+10.45%
Max Drawdown (1Y) Largest decline over 1 year	-13.67%	-6.85%	-6.82%
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 Drawdown Current decline from peak	-4.74%	-1.80%	-2.94%
Average Drawdown Average peak-to-trough decline	-4.02%	-3.69%	-0.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.77%	1.55%	+2.22%

Volatility

GROZ vs. QUS - Volatility Comparison

Zacks Focus Growth ETF (GROZ) has a higher volatility of 5.24% compared to SPDR MSCI USA StrategicFactors ETF (QUS) at 2.71%. This indicates that GROZ'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.

Volatility by Period

	GROZ	QUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.24%	2.71%	+2.53%
Volatility (6M) Calculated over the trailing 6-month period	11.90%	6.96%	+4.94%
Volatility (1Y) Calculated over the trailing 1-year period	15.77%	9.20%	+6.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.88%	14.34%	+7.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.88%	16.43%	+5.45%

GROZ vs. QUS - Expense Ratio Comparison

GROZ has a 0.56% expense ratio, which is higher than QUS's 0.15% expense ratio.

Dividends

GROZ vs. QUS - Dividend Comparison

GROZ's dividend yield for the trailing twelve months is around 0.04%, less than QUS's 1.32% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GROZ Zacks Focus Growth ETF	0.04%	0.04%	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

Can I hold both GROZ and QUS in my portfolio?

GROZ 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.

Which is riskier, GROZ or QUS?

GROZ has higher volatility (5.24%) compared to QUS (2.71%). In terms of maximum drawdown, GROZ dropped -23.33% vs QUS's -33.78%.

Which ETF is better, GROZ or QUS?

On 1-year performance, GROZ leads with 20.84% vs 15.61% for QUS. On fees, QUS is cheaper at 0.15% per year. On volatility, QUS has been the lower-risk option at 2.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GROZ or QUS?

Over the 1-year period, GROZ has performed better with a 20.84% return vs 15.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GROZ or QUS?

QUS is cheaper with a 0.15% expense ratio, compared with 0.56% for GROZ.

Which ETF pays a higher dividend yield, GROZ or QUS?

QUS has the higher dividend yield at 1.32%, compared with 0.04% for GROZ.

What is the main difference between GROZ and QUS?

They also come from different issuers: Zacks and State Street. Their fees differ too: 0.56% for GROZ and 0.15% for QUS.

Which has better risk-adjusted returns?

QUS currently has the higher Sharpe Ratio (1.71 vs 1.33), 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.