NYSX vs. QUS
NYSX (Global X NYSE 100 ETF) and QUS (SPDR MSCI USA StrategicFactors ETF) are both Large Cap Growth Equities funds - NYSX tracks the NYSE 100 Index while QUS tracks the MSCI USA Factor Mix A-Series Capped (USD). Both are passively managed. A 0.57 correlation means they provide meaningful diversification when combined. NYSX charges 0.09%/yr vs 0.15%/yr for QUS.
Performance
NYSX vs. QUS - Performance Comparison
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Returns By Period
NYSX
- 1D
- -0.36%
- 1M
- 11.23%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QUS
- 1D
- 0.83%
- 1M
- 3.04%
- YTD
- 7.55%
- 6M
- 7.92%
- 1Y
- 18.69%
- 3Y*
- 17.98%
- 5Y*
- 11.26%
- 10Y*
- 13.72%
NYSX vs. QUS - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
NYSX Global X NYSE 100 ETF | 34.86% |
QUS SPDR MSCI USA StrategicFactors ETF | 9.82% |
Correlation
The correlation between NYSX and QUS is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 27, 2026 | 0.57 |
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Return for Risk
NYSX vs. QUS — Risk / Return Rank
NYSX
QUS
NYSX vs. QUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X NYSE 100 ETF (NYSX) 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| NYSX | QUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.06 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.79 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 17.95 | 0.78 | +17.17 |
Drawdowns
NYSX vs. QUS - Drawdown Comparison
The maximum NYSX drawdown since its inception was -3.46%, smaller than the maximum QUS drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for NYSX and QUS.
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Drawdown Indicators
| NYSX | QUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.46% | -33.78% | +30.32% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.85% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.94% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.30% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -1.37% | 0.00% | -1.37% |
Average DrawdownAverage peak-to-trough decline | -0.52% | -3.70% | +3.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.53% | — |
Volatility
NYSX vs. QUS - Volatility Comparison
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Volatility by Period
| NYSX | QUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.88% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 6.70% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 21.44% | 9.12% | +12.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.44% | 14.33% | +7.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.44% | 16.42% | +5.02% |
NYSX vs. QUS - Expense Ratio Comparison
NYSX has a 0.09% expense ratio, which is lower than QUS's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
NYSX vs. QUS - Dividend Comparison
NYSX has not paid dividends to shareholders, while QUS's dividend yield for the trailing twelve months is around 1.30%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NYSX Global X NYSE 100 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% |
QUS SPDR MSCI USA StrategicFactors ETF | 1.30% | 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
NYSX and QUS have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NYSX is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NYSX is cheaper with a 0.09% expense ratio, compared with 0.15% for QUS.
QUS has the higher dividend yield at 1.30%, compared with 0.00% for NYSX.
NYSX tracks NYSE 100 Index, while QUS tracks MSCI USA Factor Mix A-Series Capped (USD). They also come from different issuers: Global X and State Street. Their fees differ too: 0.09% for NYSX and 0.15% for QUS.
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