OUSA vs. SGRT

Last updated Apr 2, 2026

Compare and contrast key facts about OShares U.S. Quality Dividend ETF (OUSA) and SMART Earnings Growth 30 ETF (SGRT).

OUSA and SGRT 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.

Performance

OUSA vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OShares U.S. Quality Dividend ETF (OUSA) and SMART Earnings Growth 30 ETF (SGRT). The values are adjusted to include any dividend payments, if applicable.

OUSA vs. SGRT - Yearly Performance Comparison

	2026 (YTD)	2025
OUSA OShares U.S. Quality Dividend ETF	-3.08%	4.02%
SGRT SMART Earnings Growth 30 ETF	9.56%	25.25%

Returns By Period

In the year-to-date period, OUSA achieves a -3.08% return, which is significantly lower than SGRT's 9.56% return.

OUSA

• 1D: 0.09%
• 1M: -5.67%
• YTD: -3.08%
• 6M: -0.81%
• 1Y: 6.59%
• 3Y*: 11.55%
• 5Y*: 8.68%
• 10Y*: 9.94%

SGRT

• 1D: 2.70%
• 1M: -6.90%
• YTD: 9.56%
• 6M: 15.63%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

OUSA vs. SGRT - Expense Ratio Comparison

OUSA has a 0.48% expense ratio, which is lower than SGRT's 0.59% expense ratio.

SGRT

SMART Earnings Growth 30 ETF

OUSA

OShares U.S. Quality Dividend ETF

Return for Risk

OUSA vs. SGRT — Risk / Return Rank

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

OUSA

OUSA Risk / Return Rank: 26
OUSA Sharpe Ratio Rank: 25
OUSA Sortino Ratio Rank: 25
OUSA Omega Ratio Rank: 25
OUSA Calmar Ratio Rank: 27
OUSA Martin Ratio Rank: 29

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.

OUSA vs. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for OShares U.S. Quality Dividend ETF (OUSA) and SMART Earnings Growth 30 ETF (SGRT). 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	SGRT	Difference
Sharpe ratio Return per unit of total volatility	0.48	—	—
Sortino ratio Return per unit of downside risk	0.79	—	—
Omega ratio Gain probability vs. loss probability	1.11	—	—
Calmar ratio Return relative to maximum drawdown	0.64	—	—
Martin ratio Return relative to average drawdown	2.59	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	OUSA	SGRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.48	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	—	—
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	2.09	-1.43

Correlation

The correlation between OUSA and SGRT is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

OUSA vs. SGRT - Dividend Comparison

OUSA's dividend yield for the trailing twelve months is around 1.46%, more than SGRT's 0.15% 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%
SGRT SMART Earnings Growth 30 ETF	0.15%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

OUSA vs. SGRT - Drawdown Comparison

The maximum OUSA drawdown since its inception was -33.12%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for OUSA and SGRT.

Drawdown Indicators

	OUSA	SGRT	Difference
Max Drawdown Largest peak-to-trough decline	-33.12%	-17.87%	-15.25%
Max Drawdown (1Y) Largest decline over 1 year	-9.80%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-19.54%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.12%	—	—
Current Drawdown Current decline from peak	-6.57%	-7.09%	+0.52%
Average Drawdown Average peak-to-trough decline	-3.54%	-3.52%	-0.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.42%	—	—

Volatility

Volatility by Period

	OUSA	SGRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.78%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.25%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.83%	32.60%	-18.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.31%	32.60%	-19.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.14%	32.60%	-17.46%