MBCE vs. OUSA
MBCE (Monarch Blue Chips Elite Index ETF) and OUSA (OShares U.S. Quality Dividend ETF) are both exchange-traded funds - MBCE is a Large Cap Growth Equities fund tracking the Monarch Blue Chips Elite Index, while OUSA is a Quality Factor fund tracking the O'Shares US Quality Dividend Index. Both are passively managed. Their -0.31 correlation means they have often moved in opposite directions in the past. MBCE charges 1.14%/yr vs 0.48%/yr for OUSA.
Performance
MBCE vs. OUSA - Performance Comparison
Loading charts...
Returns By Period
MBCE
- 1D
- 1.09%
- 1M
- -6.79%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $704.30K | $864.91K | $1.01M | |
| $872.37K | $1.31M | $1.44M |
MBCE vs. OUSA - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
MBCE Monarch Blue Chips Elite Index ETF | -7.47% |
OUSA OShares U.S. Quality Dividend ETF | 5.17% |
Correlation
The correlation between MBCE and OUSA is -0.31, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 3, 2026 | -0.31 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MBCE vs. OUSA — Risk / Return Rank
MBCE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
OUSA
MBCE vs. OUSA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Monarch Blue Chips Elite Index ETF (MBCE) 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.
| MBCE | OUSA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.28 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.95 | — |
| Martin ratioReturn relative to average drawdown | — | 6.80 | — |
Loading charts...
Drawdowns
MBCE vs. OUSA - Drawdown Comparison
The maximum MBCE drawdown since its inception was -17.37%, smaller than the maximum OUSA drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for MBCE and OUSA.
Loading charts...
Drawdown Indicators
| MBCE | OUSA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.37% | -33.12% | +15.75% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.36% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.14% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.54% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.12% | — |
Current DrawdownCurrent decline from peak | -12.08% | -0.23% | -11.85% |
Average DrawdownAverage peak-to-trough decline | -6.11% | -3.50% | -2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.39% | — |
Volatility
MBCE vs. OUSA - Volatility Comparison
Loading charts...
Volatility by Period
| MBCE | OUSA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.65% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.12% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 41.62% | 10.25% | +31.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.62% | 13.38% | +28.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.62% | 15.19% | +26.43% |
MBCE vs. OUSA - Expense Ratio Comparison
MBCE has a 1.14% expense ratio, which is higher than OUSA's 0.48% expense ratio.
Dividends
MBCE vs. OUSA - Dividend Comparison
MBCE has not paid dividends to shareholders, while OUSA's dividend yield for the trailing twelve months is around 1.35%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MBCE Monarch Blue Chips Elite Index 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% |
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
MBCE and OUSA have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, OUSA is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OUSA is cheaper with a 0.48% expense ratio, compared with 1.14% for MBCE.
OUSA has the higher dividend yield at 1.35%, compared with 0.00% for MBCE.
MBCE is categorized as Large Cap Growth Equities, while OUSA is Quality Factor. MBCE tracks Monarch Blue Chips Elite Index, while OUSA tracks O'Shares US Quality Dividend Index. They also come from different issuers: Monarch and O'Shares Investments. Their fees differ too: 1.14% for MBCE and 0.48% for OUSA.
Find the right allocation for MBCE and OUSA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer