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LCLG vs. QUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LCLG vs. QUS

Last updated Jun 4, 2026

LCLG (Logan Capital Broad Innovative Growth ETF) and QUS (SPDR MSCI USA StrategicFactors ETF) are both Large Cap Growth Equities funds. LCLG is actively managed, while QUS is passively managed. Over the past 3 years, LCLG returned 30.13%/yr vs 17.53%/yr for QUS. Their correlation of 0.85 suggests significant overlap in exposure. LCLG charges 0.99%/yr vs 0.15%/yr for QUS.

Performance

LCLG vs. QUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Logan Capital Broad Innovative Growth ETF (LCLG) 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, LCLG achieves a 19.42% return, which is significantly higher than QUS's 6.67% return.

LCLG

1D
0.47%
1M
11.82%
YTD
19.42%
6M
17.86%
1Y
39.05%
3Y*
30.13%
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)

LCLG vs. QUS - Yearly Performance Comparison

2026 (YTD)2025202420232022
LCLG
Logan Capital Broad Innovative Growth ETF		19.42%18.15%32.04%35.45%-8.58%
QUS
SPDR MSCI USA StrategicFactors ETF		6.67%14.13%18.99%21.78%-4.09%

Correlation

The correlation between LCLG and QUS is 0.74, 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

0.74

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

0.81

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2022

0.85

The correlation between LCLG and QUS shifts across timeframes, from 0.74 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.

LCLG vs. QUS - Sectors Allocation Comparison

Sectors
LCLG
QUS

Technology

35.1%
26.3%

Communication Services

19.4%
10.2%

Industrials

17.6%
8.6%

Consumer Cyclical

16.4%
5.8%

Financial Services

6.6%
14.6%

Healthcare

2.8%
13.4%

Basic Materials

1.1%
2.3%

Consumer Defensive

1.0%
9.2%

Energy

-

4.6%

Real Estate

-

1.4%

Utilities

-

3.6%

Technology

LCLG
35.1%
QUS
26.3%

Communication Services

LCLG
19.4%
QUS
10.2%

Industrials

LCLG
17.6%
QUS
8.6%

Consumer Cyclical

LCLG
16.4%
QUS
5.8%

Financial Services

LCLG
6.6%
QUS
14.6%

Healthcare

LCLG
2.8%
QUS
13.4%

Basic Materials

LCLG
1.1%
QUS
2.3%

Consumer Defensive

LCLG
1.0%
QUS
9.2%

Energy

LCLG

-

QUS
4.6%

Real Estate

LCLG

-

QUS
1.4%

Utilities

LCLG

-

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.

Logan Capital Broad Innovative Growth ETF

SPDR MSCI USA StrategicFactors ETF

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Often compared with QUS:
QUS vs. IVVQUS vs. QUALQUS vs. SPYQUS vs. JQUAQUS vs. VOOQUS vs. DGTQUS vs. BERZ

Return for Risk

LCLG vs. QUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LCLG
LCLG Risk / Return Rank: 6161
Overall Rank
LCLG Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
LCLG Sortino Ratio Rank: 6060
Sortino Ratio Rank
LCLG Omega Ratio Rank: 6060
Omega Ratio Rank
LCLG Calmar Ratio Rank: 5858
Calmar Ratio Rank
LCLG Martin Ratio Rank: 6464
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.

LCLG vs. QUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Logan Capital Broad Innovative Growth ETF (LCLG) 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.

LCLGQUSDifference
Sharpe ratioReturn per unit of total volatility
2.11
1.95

+0.16

Sortino ratioReturn per unit of downside risk
2.82
2.81

+0.01

Omega ratioGain probability vs. loss probability

1.36

1.35

+0.01

Calmar ratioReturn relative to maximum drawdown

2.85

2.59

+0.27

Martin ratioReturn relative to average drawdown

11.52

11.54

-0.02

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

LCLG vs. QUS - Sharpe Ratio Comparison

The current LCLG Sharpe Ratio is 2.11, which is comparable to the QUS Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of LCLG 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

LCLGQUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

1.95

+0.16

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

1.14

0.77

+0.37

Drawdowns

LCLG vs. QUS - Drawdown Comparison

The maximum LCLG drawdown since its inception was -25.79%, smaller than the maximum QUS drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for LCLG and QUS.

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Drawdown Indicators

LCLGQUSDifference

Max Drawdown

Largest peak-to-trough decline

-25.79%

-33.78%

+7.99%

Max Drawdown (1Y)

Largest decline over 1 year

-13.75%

-6.85%

-6.90%

Max Drawdown (3Y)

Largest decline over 3 years

-25.79%

-13.94%

-11.85%

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

0.00%

-0.50%

+0.50%

Average Drawdown

Average peak-to-trough decline

-4.48%

-3.70%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

1.53%

+1.87%

Volatility

LCLG vs. QUS - Volatility Comparison

Logan Capital Broad Innovative Growth ETF (LCLG) has a higher volatility of 5.85% compared to SPDR MSCI USA StrategicFactors ETF (QUS) at 1.78%. This indicates that LCLG'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

LCLGQUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

1.78%

+4.07%

Volatility (6M)

Calculated over the trailing 6-month period

14.77%

6.66%

+8.11%

Volatility (1Y)

Calculated over the trailing 1-year period

18.60%

9.09%

+9.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.60%

14.33%

+7.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.60%

16.42%

+5.18%

LCLG vs. QUS - Expense Ratio Comparison

LCLG has a 0.99% expense ratio, which is higher than QUS's 0.15% expense ratio.

Dividends

LCLG vs. QUS - Dividend Comparison

LCLG has not paid dividends to shareholders, while QUS's dividend yield for the trailing twelve months is around 1.31%.

PositionTTM20252024202320222021202020192018201720162015
LCLG
Logan Capital Broad Innovative Growth ETF		0.00%0.00%0.06%0.97%2.03%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

LCLG and QUS have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LCLG has higher volatility (5.85%) compared to QUS (1.78%). In terms of maximum drawdown, LCLG dropped -25.79% vs QUS's -33.78%.

On 3-year performance, LCLG leads with 30.13% 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, LCLG has performed better with a 30.13% 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 0.99% for LCLG.

QUS has the higher dividend yield at 1.31%, compared with 0.00% for LCLG.

They also come from different issuers: Logan and State Street. Their fees differ too: 0.99% for LCLG and 0.15% for QUS.

LCLG currently has the higher Sharpe Ratio (2.11 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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