NYSX vs. QUS

Last updated Aug 2, 2026

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. Their 0.46 correlation means their historical movements had little consistent relationship. NYSX charges 0.09%/yr vs 0.15%/yr for QUS.

Performance

NYSX vs. QUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X NYSE 100 ETF (NYSX) and SPDR MSCI USA StrategicFactors ETF (QUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

NYSX

• 1D: 1.17%
• 1M: -2.71%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

QUS

• 1D: 0.33%
• 1M: 0.45%
• 6M: 7.38%
• YTD: 9.32%
• 1Y: 18.81%
• 3Y*: 16.09%
• 5Y*: 10.75%
• 10Y*: 13.56%
• ALL TIME*: 12.68%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
NYSX Global X NYSE 100 ETF	$239.29K	$212.13K	$467.73K
QUS SPDR MSCI USA StrategicFactors ETF	$2.96M	$4.90M	$3.46M

NYSX vs. QUS - Yearly Performance Comparison

	2026 (YTD)
NYSX Global X NYSE 100 ETF	24.51%
QUS SPDR MSCI USA StrategicFactors ETF	10.45%

Correlation

The correlation between NYSX and QUS is 0.46, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 26, 2026	0.46

Return for Risk

NYSX vs. QUS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NYSX

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

QUS

QUS Risk / Return Rank: 81
QUS Sharpe Ratio Rank: 83
QUS Sortino Ratio Rank: 83
QUS Omega Ratio Rank: 82
QUS Calmar Ratio Rank: 74
QUS Martin Ratio Rank: 84

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.

	NYSX	QUS	Difference
Sharpe ratio: Return per unit of total volatility	—	1.93	—
Sortino ratio: Return per unit of downside risk	—	2.73	—
Omega ratio: Gain probability vs. loss probability	—	1.35	—
Calmar ratio: Return relative to maximum drawdown	—	2.60	—
Martin ratio: Return relative to average drawdown	—	11.58	—

Drawdowns

NYSX vs. QUS - Drawdown Comparison

The maximum NYSX drawdown since its inception was -13.45%, 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.

Drawdown Indicators

	NYSX	QUS	Difference
Max Drawdown Largest peak-to-trough decline	-13.45%	-33.78%	+20.33%
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 Drawdown Current decline from peak	-8.69%	-0.26%	-8.43%
Average Drawdown Average peak-to-trough decline	-3.11%	-3.66%	+0.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.53%	—

Volatility

Volatility by Period

	NYSX	QUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.37%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.94%	—
Volatility (1Y) Calculated over the trailing 1-year period	27.48%	9.24%	+18.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.48%	14.32%	+13.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.48%	16.39%	+11.09%

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's dividend yield for the trailing twelve months is around 0.05%, less than QUS's 1.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NYSX Global X NYSE 100 ETF	0.05%	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	1.28%	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

Can I hold both NYSX and QUS in my portfolio?

NYSX and QUS have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, NYSX or QUS?

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.

Which ETF is cheaper, NYSX or QUS?

NYSX is cheaper with a 0.09% expense ratio, compared with 0.15% for QUS.

Which ETF pays a higher dividend yield, NYSX or QUS?

QUS has the higher dividend yield at 1.28%, compared with 0.05% for NYSX.

What is the main difference between NYSX and QUS?

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.