OUSA vs. OUSM
Compare and contrast key facts about OShares U.S. Quality Dividend ETF (OUSA) and OShares U.S. Small-Cap Quality Dividend ETF (OUSM).
OUSA and OUSM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. OUSA is a passively managed fund by O'Shares Investments that tracks the performance of the O'Shares US Quality Dividend Index. It was launched on Jul 14, 2015. 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 OUSA 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
OUSA vs. OUSM - Performance Comparison
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OUSA vs. OUSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OUSA OShares U.S. Quality Dividend ETF | -3.17% | 10.23% | 17.09% | 13.44% | -9.33% | 23.75% | 6.96% | 25.03% | -3.11% | 18.81% |
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% | -10.60% | 10.85% |
Returns By Period
In the year-to-date period, OUSA achieves a -3.17% return, which is significantly lower than OUSM's 0.48% return.
OUSA
- 1D
- 1.44%
- 1M
- -6.28%
- YTD
- -3.17%
- 6M
- -0.83%
- 1Y
- 6.15%
- 3Y*
- 11.51%
- 5Y*
- 8.66%
- 10Y*
- 9.93%
OUSM
- 1D
- 1.77%
- 1M
- -5.83%
- YTD
- 0.48%
- 6M
- -1.18%
- 1Y
- 6.34%
- 3Y*
- 9.43%
- 5Y*
- 6.87%
- 10Y*
- —
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OUSA vs. OUSM - Expense Ratio Comparison
Both OUSA and OUSM have an expense ratio of 0.48%.
Return for Risk
OUSA vs. OUSM — Risk / Return Rank
OUSA
OUSM
OUSA vs. OUSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for OShares U.S. Quality Dividend ETF (OUSA) 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.
| OUSA | OUSM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.45 | 0.38 | +0.07 |
Sortino ratioReturn per unit of downside risk | 0.74 | 0.68 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.08 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 0.57 | +0.18 |
Martin ratioReturn relative to average drawdown | 3.10 | 1.89 | +1.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OUSA | OUSM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 0.38 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.42 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.44 | +0.22 |
Correlation
The correlation between OUSA and OUSM is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
OUSA vs. OUSM - Dividend Comparison
OUSA's dividend yield for the trailing twelve months is around 1.46%, less than OUSM's 2.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OUSA OShares U.S. Quality Dividend ETF | 1.46% | 1.39% | 1.50% | 1.81% | 1.92% | 1.56% | 2.03% | 2.31% | 3.06% | 2.15% | 2.32% | 1.17% |
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% | 0.00% | 0.00% |
Drawdowns
OUSA vs. OUSM - Drawdown Comparison
The maximum OUSA drawdown since its inception was -33.12%, smaller than the maximum OUSM drawdown of -39.84%. Use the drawdown chart below to compare losses from any high point for OUSA and OUSM.
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Drawdown Indicators
| OUSA | OUSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.12% | -39.84% | +6.72% |
Max Drawdown (1Y)Largest decline over 1 year | -9.80% | -11.68% | +1.88% |
Max Drawdown (5Y)Largest decline over 5 years | -19.54% | -19.44% | -0.10% |
Max Drawdown (10Y)Largest decline over 10 years | -33.12% | — | — |
Current DrawdownCurrent decline from peak | -6.65% | -7.49% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -3.53% | -5.27% | +1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 3.52% | -1.13% |
Volatility
OUSA vs. OUSM - Volatility Comparison
The current volatility for OShares U.S. Quality Dividend ETF (OUSA) is 3.78%, while OShares U.S. Small-Cap Quality Dividend ETF (OUSM) has a volatility of 4.29%. This indicates that OUSA experiences smaller price fluctuations and is considered to be less risky than OUSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OUSA | OUSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 4.29% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 7.27% | 9.31% | -2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.88% | 16.95% | -3.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.31% | 16.30% | -2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.15% | 19.04% | -3.89% |