QLTY vs. MPLY

Last updated Apr 1, 2026

Compare and contrast key facts about GMO U.S. Quality ETF (QLTY) and Monopoly ETF (MPLY).

QLTY and MPLY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QLTY is a passively managed fund by GMO that tracks the performance of the S&P 500. It was launched on Nov 13, 2023. MPLY is an actively managed fund by Strategy Shares. It was launched on May 15, 2025.

Performance

QLTY vs. MPLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GMO U.S. Quality ETF (QLTY) and Monopoly ETF (MPLY). The values are adjusted to include any dividend payments, if applicable.

QLTY vs. MPLY - Yearly Performance Comparison

	2026 (YTD)	2025
QLTY GMO U.S. Quality ETF	-5.77%	18.62%
MPLY Monopoly ETF	-8.55%	20.40%

Returns By Period

In the year-to-date period, QLTY achieves a -5.77% return, which is significantly higher than MPLY's -8.55% return.

QLTY

• 1D: 2.76%
• 1M: -6.42%
• YTD: -5.77%
• 6M: 0.36%
• 1Y: 16.68%
• 3Y*: —
• 5Y*: —
• 10Y*: —

MPLY

• 1D: 3.60%
• 1M: -5.59%
• YTD: -8.55%
• 6M: -5.92%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QLTY vs. MPLY - Expense Ratio Comparison

QLTY has a 0.50% expense ratio, which is lower than MPLY's 0.79% expense ratio.

MPLY

Monopoly ETF

QLTY

GMO U.S. Quality ETF

Return for Risk

QLTY vs. MPLY — Risk / Return Rank

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

QLTY

QLTY Risk / Return Rank: 59
QLTY Sharpe Ratio Rank: 54
QLTY Sortino Ratio Rank: 60
QLTY Omega Ratio Rank: 59
QLTY Calmar Ratio Rank: 62
QLTY Martin Ratio Rank: 61

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.

QLTY vs. MPLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO U.S. Quality ETF (QLTY) and Monopoly ETF (MPLY). 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.

	QLTY	MPLY	Difference
Sharpe ratio Return per unit of total volatility	0.94	—	—
Sortino ratio Return per unit of downside risk	1.50	—	—
Omega ratio Gain probability vs. loss probability	1.21	—	—
Calmar ratio Return relative to maximum drawdown	1.51	—	—
Martin ratio Return relative to average drawdown	5.83	—	—
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

	QLTY	MPLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.94	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.18	0.78	+0.40

Correlation

The correlation between QLTY and MPLY is 0.84, 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

QLTY vs. MPLY - Dividend Comparison

QLTY's dividend yield for the trailing twelve months is around 0.81%, more than MPLY's 0.14% yield.

	TTM	2025	2024	2023
QLTY GMO U.S. Quality ETF	0.81%	0.73%	0.79%	0.15%
MPLY Monopoly ETF	0.14%	0.13%	0.00%	0.00%

Drawdowns

QLTY vs. MPLY - Drawdown Comparison

The maximum QLTY drawdown since its inception was -17.00%, which is greater than MPLY's maximum drawdown of -13.46%. Use the drawdown chart below to compare losses from any high point for QLTY and MPLY.

Drawdown Indicators

	QLTY	MPLY	Difference
Max Drawdown Largest peak-to-trough decline	-17.00%	-13.46%	-3.54%
Max Drawdown (1Y) Largest decline over 1 year	-11.71%	—	—
Current Drawdown Current decline from peak	-9.28%	-10.34%	+1.06%
Average Drawdown Average peak-to-trough decline	-2.09%	-2.08%	-0.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.04%	—	—

Volatility

Volatility by Period

	QLTY	MPLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.28%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.73%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.77%	15.09%	+2.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.81%	15.09%	-0.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.81%	15.09%	-0.28%