MFMO vs. OUSA

Last updated Jul 17, 2026

MFMO (Motley Fool Momentum Factor ETF) and OUSA (OShares U.S. Quality Dividend ETF) are both exchange-traded funds - MFMO is a Momentum fund actively managed by Motley Fool, while OUSA is a Large Cap Growth Equities fund tracking the O'Shares US Quality Dividend Index. MFMO is actively managed, while OUSA is passively managed. At a 0.17 correlation, their price movements are largely independent. MFMO charges 0.50%/yr vs 0.48%/yr for OUSA.

Performance

MFMO vs. OUSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Momentum Factor ETF (MFMO) 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, MFMO achieves a 16.72% return, which is significantly higher than OUSA's 5.31% return.

MFMO

• 1D: -3.50%
• 1M: -5.53%
• 6M: 12.59%
• YTD: 16.72%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

OUSA

• 1D: 1.66%
• 1M: 2.25%
• 6M: 3.37%
• YTD: 5.31%
• 1Y: 13.14%
• 3Y*: 12.77%
• 5Y*: 8.87%
• 10Y*: 10.11%

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

MFMO vs. OUSA - Yearly Performance Comparison

	2026 (YTD)	2025
MFMO Motley Fool Momentum Factor ETF	16.72%	-1.80%
OUSA OShares U.S. Quality Dividend ETF	5.31%	1.23%

Correlation

The correlation between MFMO and OUSA is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 9, 2025	0.17

Return for Risk

MFMO vs. OUSA — Risk / Return Rank

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

MFMO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

OUSA

OUSA Risk / Return Rank: 44
OUSA Sharpe Ratio Rank: 46
OUSA Sortino Ratio Rank: 49
OUSA Omega Ratio Rank: 44
OUSA Calmar Ratio Rank: 38
OUSA Martin Ratio Rank: 42

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.

MFMO vs. OUSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Momentum Factor ETF (MFMO) 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.

	MFMO	OUSA	Difference
Sharpe ratio: Return per unit of total volatility	—	1.33	—
Sortino ratio: Return per unit of downside risk	—	2.00	—
Omega ratio: Gain probability vs. loss probability	—	1.24	—
Calmar ratio: Return relative to maximum drawdown	—	1.58	—
Martin ratio: Return relative to average drawdown	—	5.51	—

Drawdowns

MFMO vs. OUSA - Drawdown Comparison

The maximum MFMO drawdown since its inception was -12.05%, smaller than the maximum OUSA drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for MFMO and OUSA.

Drawdown Indicators

	MFMO	OUSA	Difference
Max Drawdown Largest peak-to-trough decline	-12.05%	-33.12%	+21.07%
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 Drawdown Current decline from peak	-10.74%	0.00%	-10.74%
Average Drawdown Average peak-to-trough decline	-2.71%	-3.51%	+0.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.39%	—

Volatility

Volatility by Period

	MFMO	OUSA	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.70%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.84%	—
Volatility (1Y) Calculated over the trailing 1-year period	28.08%	9.95%	+18.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.08%	13.35%	+14.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.08%	15.16%	+12.92%

MFMO vs. OUSA - Expense Ratio Comparison

MFMO has a 0.50% expense ratio, which is higher than OUSA's 0.48% expense ratio.

Dividends

MFMO vs. OUSA - Dividend Comparison

MFMO has not paid dividends to shareholders, while OUSA's dividend yield for the trailing twelve months is around 1.49%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MFMO Motley Fool Momentum Factor 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	1.49%	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 MFMO and OUSA in my portfolio?

MFMO and OUSA have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MFMO or OUSA?

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.

Which ETF is cheaper, MFMO or OUSA?

OUSA is cheaper with a 0.48% expense ratio, compared with 0.50% for MFMO.

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

OUSA has the higher dividend yield at 1.49%, compared with 0.00% for MFMO.

What is the main difference between MFMO and OUSA?

MFMO is categorized as Momentum, while OUSA is Large Cap Growth Equities. They also come from different issuers: Motley Fool and O'Shares Investments. Their fees differ too: 0.50% for MFMO and 0.48% for OUSA.