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NACP vs. GQGU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NACP vs. GQGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Impact Shares NAACP Minority Empowerment ETF (NACP) and GQG US Equity ETF (GQGU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NACP achieves a 22.35% return, which is significantly higher than GQGU's 6.44% return.


NACP

1D
0.14%
1M
8.57%
YTD
22.35%
6M
21.44%
1Y
44.11%
3Y*
27.38%
5Y*
16.01%
10Y*

GQGU

1D
-0.15%
1M
-1.69%
YTD
6.44%
6M
7.69%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NACP vs. GQGU - Yearly Performance Comparison


2026 (YTD)2025
NACP
Impact Shares NAACP Minority Empowerment ETF
22.35%12.54%
GQGU
GQG US Equity ETF
6.44%-1.14%

Correlation

The correlation between NACP and GQGU is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 15, 2025

-0.14

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Return for Risk

NACP vs. GQGU — Risk / Return Rank

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

NACP
NACP Risk / Return Rank: 8989
Overall Rank
NACP Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
NACP Sortino Ratio Rank: 9191
Sortino Ratio Rank
NACP Omega Ratio Rank: 8888
Omega Ratio Rank
NACP Calmar Ratio Rank: 8585
Calmar Ratio Rank
NACP Martin Ratio Rank: 9090
Martin Ratio Rank

GQGU
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.

NACP vs. GQGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Impact Shares NAACP Minority Empowerment ETF (NACP) and GQG US Equity ETF (GQGU). 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.


NACPGQGUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.54

Calmar ratioReturn relative to maximum drawdown

4.59

Martin ratioReturn relative to average drawdown

20.18

NACP vs. GQGU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NACPGQGUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.58

+0.35

Drawdowns

NACP vs. GQGU - Drawdown Comparison

The maximum NACP drawdown since its inception was -30.96%, which is greater than GQGU's maximum drawdown of -6.65%. Use the drawdown chart below to compare losses from any high point for NACP and GQGU.


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Drawdown Indicators


NACPGQGUDifference

Max Drawdown

Largest peak-to-trough decline

-30.96%

-6.65%

-24.31%

Max Drawdown (1Y)

Largest decline over 1 year

-9.65%

Max Drawdown (3Y)

Largest decline over 3 years

-19.66%

Max Drawdown (5Y)

Largest decline over 5 years

-27.89%

Current Drawdown

Current decline from peak

0.00%

-4.80%

+4.80%

Average Drawdown

Average peak-to-trough decline

-5.75%

-2.55%

-3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

Volatility

NACP vs. GQGU - Volatility Comparison


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Volatility by Period


NACPGQGUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

Volatility (6M)

Calculated over the trailing 6-month period

11.13%

Volatility (1Y)

Calculated over the trailing 1-year period

14.02%

10.12%

+3.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

10.12%

+7.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.69%

10.12%

+8.57%

NACP vs. GQGU - Expense Ratio Comparison

Both NACP and GQGU have an expense ratio of 0.49%.


Dividends

NACP vs. GQGU - Dividend Comparison

NACP's dividend yield for the trailing twelve months is around 0.55%, less than GQGU's 0.96% yield.


PositionTTM20252024202320222021202020192018
GQGU
GQG US Equity ETF
0.96%1.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NACP
Impact Shares NAACP Minority Empowerment ETF
0.55%0.62%2.96%1.28%3.48%3.06%1.48%1.22%0.71%

Frequently Asked Questions


NACP and GQGU have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

NACP and GQGU have the same expense ratio: 0.49% per year.

GQGU has the higher dividend yield at 0.96%, compared with 0.55% for NACP.

They also come from different issuers: Impact Shares and GQG Partners.

Portfolio Optimizer

Find the right allocation for NACP and GQGU

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