NUSI vs. QMOM
Compare and contrast key facts about Nationwide Risk-Managed Income ETF (NUSI) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM).
NUSI and QMOM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NUSI is an actively managed fund by Nationwide. It was launched on Dec 19, 2019. QMOM is a passively managed fund by EMPIRICAL FINANCE LLC that tracks the performance of the Alpha Architect Quantity Momentum (USD)(TR). It was launched on Dec 2, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NUSI or QMOM.
Key characteristics
| NUSI | QMOM | |
|---|---|---|
| YTD Return | 25.11% | 39.36% |
| 1Y Return | 31.27% | 50.34% |
| 3Y Return (Ann) | 5.23% | 8.46% |
| Sharpe Ratio | 2.85 | 2.75 |
| Sortino Ratio | 4.13 | 3.61 |
| Omega Ratio | 1.58 | 1.45 |
| Calmar Ratio | 2.54 | 1.85 |
| Martin Ratio | 15.92 | 19.91 |
| Ulcer Index | 2.17% | 2.84% |
| Daily Std Dev | 12.10% | 20.52% |
| Max Drawdown | -31.24% | -39.13% |
| Current Drawdown | -0.02% | -1.92% |
Correlation
The correlation between NUSI and QMOM is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
NUSI vs. QMOM - Performance Comparison
In the year-to-date period, NUSI achieves a 25.11% return, which is significantly lower than QMOM's 39.36% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NUSI vs. QMOM - Expense Ratio Comparison
NUSI has a 0.68% expense ratio, which is higher than QMOM's 0.49% expense ratio.
Risk-Adjusted Performance
NUSI vs. QMOM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nationwide Risk-Managed Income ETF (NUSI) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM). 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.
Dividends
NUSI vs. QMOM - Dividend Comparison
NUSI's dividend yield for the trailing twelve months is around 7.13%, more than QMOM's 0.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
NUSI Nationwide Risk-Managed Income ETF | 7.13% | 7.17% | 9.05% | 7.77% | 7.48% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 0.63% | 0.87% | 1.59% | 0.13% | 0.08% | 0.01% | 0.05% | 0.13% | 0.33% | 0.01% |
Drawdowns
NUSI vs. QMOM - Drawdown Comparison
The maximum NUSI drawdown since its inception was -31.24%, smaller than the maximum QMOM drawdown of -39.13%. Use the drawdown chart below to compare losses from any high point for NUSI and QMOM. For additional features, visit the drawdowns tool.
Volatility
NUSI vs. QMOM - Volatility Comparison
The current volatility for Nationwide Risk-Managed Income ETF (NUSI) is 3.65%, while Alpha Architect U.S. Quantitative Momentum ETF (QMOM) has a volatility of 5.91%. This indicates that NUSI experiences smaller price fluctuations and is considered to be less risky than QMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.