OGIG vs. OUSM

Last updated Apr 1, 2026

Compare and contrast key facts about O’Shares Global Internet Giants ETF (OGIG) and OShares U.S. Small-Cap Quality Dividend ETF (OUSM).

OGIG and OUSM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. OGIG is a passively managed fund by O'Shares Investments that tracks the performance of the O’Shares Global Internet Giants Index. It was launched on Jun 5, 2018. OUSM is a passively managed fund by O'Shares Investments that tracks the performance of the O'Shares US Small-Cap Quality Dividend Index. It was launched on Dec 30, 2016. Both OGIG and OUSM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

OGIG vs. OUSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in O’Shares Global Internet Giants ETF (OGIG) and OShares U.S. Small-Cap Quality Dividend ETF (OUSM). The values are adjusted to include any dividend payments, if applicable.

OGIG vs. OUSM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
OGIG O’Shares Global Internet Giants ETF	-22.38%	14.39%	25.97%	50.25%	-50.64%	-9.30%	107.92%	36.90%	-24.48%
OUSM OShares U.S. Small-Cap Quality Dividend ETF	0.48%	2.17%	13.45%	18.82%	-7.89%	21.45%	7.64%	28.04%	-12.59%

Returns By Period

In the year-to-date period, OGIG achieves a -22.38% return, which is significantly lower than OUSM's 0.48% return.

OGIG

• 1D: 3.97%
• 1M: -4.91%
• YTD: -22.38%
• 6M: -28.93%
• 1Y: -6.31%
• 3Y*: 12.41%
• 5Y*: -5.29%
• 10Y*: —

OUSM

• 1D: 1.77%
• 1M: -5.83%
• YTD: 0.48%
• 6M: -1.18%
• 1Y: 6.34%
• 3Y*: 9.43%
• 5Y*: 6.87%
• 10Y*: —

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

OGIG vs. OUSM - Expense Ratio Comparison

Both OGIG and OUSM have an expense ratio of 0.48%.

OGIG

O’Shares Global Internet Giants ETF

OUSM

OShares U.S. Small-Cap Quality Dividend ETF

Return for Risk

OGIG vs. OUSM — Risk / Return Rank

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

OGIG

OGIG Risk / Return Rank: 8
OGIG Sharpe Ratio Rank: 7
OGIG Sortino Ratio Rank: 7
OGIG Omega Ratio Rank: 7
OGIG Calmar Ratio Rank: 8
OGIG Martin Ratio Rank: 7

OUSM

OUSM Risk / Return Rank: 24
OUSM Sharpe Ratio Rank: 24
OUSM Sortino Ratio Rank: 25
OUSM Omega Ratio Rank: 23
OUSM Calmar Ratio Rank: 26
OUSM Martin Ratio Rank: 25

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.

OGIG vs. OUSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for O’Shares Global Internet Giants ETF (OGIG) and OShares U.S. Small-Cap Quality Dividend ETF (OUSM). 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.

	OGIG	OUSM	Difference
Sharpe ratio Return per unit of total volatility	-0.24	0.38	-0.62
Sortino ratio Return per unit of downside risk	-0.18	0.68	-0.85
Omega ratio Gain probability vs. loss probability	0.98	1.08	-0.11
Calmar ratio Return relative to maximum drawdown	-0.22	0.57	-0.79
Martin ratio Return relative to average drawdown	-0.59	1.89	-2.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OGIG vs. OUSM - Sharpe Ratio Comparison

The current OGIG Sharpe Ratio is -0.24, which is lower than the OUSM Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of OGIG and OUSM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	OGIG	OUSM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.24	0.38	-0.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.17	0.42	-0.59
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.44	-0.24

Correlation

The correlation between OGIG and OUSM is 0.53, 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.

Dividends

OGIG vs. OUSM - Dividend Comparison

OGIG's dividend yield for the trailing twelve months is around 0.09%, less than OUSM's 2.14% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
OGIG O’Shares Global Internet Giants ETF	0.09%	0.07%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
OUSM OShares U.S. Small-Cap Quality Dividend ETF	2.14%	2.09%	1.62%	1.64%	1.98%	1.55%	2.02%	1.99%	2.63%	2.17%

Drawdowns

OGIG vs. OUSM - Drawdown Comparison

The maximum OGIG drawdown since its inception was -66.05%, which is greater than OUSM's maximum drawdown of -39.84%. Use the drawdown chart below to compare losses from any high point for OGIG and OUSM.

Drawdown Indicators

	OGIG	OUSM	Difference
Max Drawdown Largest peak-to-trough decline	-66.05%	-39.84%	-26.21%
Max Drawdown (1Y) Largest decline over 1 year	-33.23%	-11.68%	-21.55%
Max Drawdown (5Y) Largest decline over 5 years	-62.79%	-19.44%	-43.35%
Current Drawdown Current decline from peak	-35.87%	-7.49%	-28.38%
Average Drawdown Average peak-to-trough decline	-25.57%	-5.27%	-20.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.20%	3.52%	+8.68%

Volatility

OGIG vs. OUSM - Volatility Comparison

O’Shares Global Internet Giants ETF (OGIG) has a higher volatility of 7.98% compared to OShares U.S. Small-Cap Quality Dividend ETF (OUSM) at 4.29%. This indicates that OGIG's price experiences larger fluctuations and is considered to be riskier than OUSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OGIG	OUSM	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.98%	4.29%	+3.69%
Volatility (6M) Calculated over the trailing 6-month period	16.61%	9.31%	+7.30%
Volatility (1Y) Calculated over the trailing 1-year period	25.99%	16.95%	+9.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.52%	16.30%	+15.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.10%	19.04%	+12.06%