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QNXT vs. OUSA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QNXT vs. OUSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Nasdaq-100 ex Top 30 ETF (QNXT) and OShares U.S. Quality Dividend ETF (OUSA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QNXT achieves a 11.66% return, which is significantly higher than OUSA's 6.53% return.


QNXT

1D
0.31%
1M
-1.59%
6M
10.52%
YTD
11.66%
1Y
19.18%
3Y*
5Y*
10Y*
ALL TIME*
13.50%

OUSA

1D
0.11%
1M
1.87%
6M
4.63%
YTD
6.53%
1Y
15.60%
3Y*
12.64%
5Y*
8.87%
10Y*
10.36%
ALL TIME*
10.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$914.72K$1.31M$1.45M
$144.28K$565.98K$233.71K

QNXT vs. OUSA - Yearly Performance Comparison


2026 (YTD)20252024
QNXT
iShares Nasdaq-100 ex Top 30 ETF
11.66%14.97%-2.58%
OUSA
OShares U.S. Quality Dividend ETF
6.53%10.23%-1.23%

Correlation

The correlation between QNXT and OUSA is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.54

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2024

0.60

The correlation between QNXT and OUSA has been stable across timeframes, ranging from 0.54 to 0.60 - a consistent structural relationship.

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Return for Risk

QNXT vs. OUSA — Risk / Return Rank

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

QNXT
QNXT Risk / Return Rank: 4444
Overall Rank
QNXT Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
QNXT Sortino Ratio Rank: 4343
Sortino Ratio Rank
QNXT Omega Ratio Rank: 4040
Omega Ratio Rank
QNXT Calmar Ratio Rank: 4848
Calmar Ratio Rank
QNXT Martin Ratio Rank: 4646
Martin Ratio Rank

OUSA
OUSA Risk / Return Rank: 5959
Overall Rank
OUSA Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
OUSA Sortino Ratio Rank: 6868
Sortino Ratio Rank
OUSA Omega Ratio Rank: 6060
Omega Ratio Rank
OUSA Calmar Ratio Rank: 5050
Calmar Ratio Rank
OUSA Martin Ratio Rank: 5353
Martin Ratio Rank
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.

QNXT vs. OUSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Nasdaq-100 ex Top 30 ETF (QNXT) and OShares U.S. Quality Dividend ETF (OUSA). 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.


QNXTOUSADifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.19

1.26

-0.07

Calmar ratioReturn relative to maximum drawdown

1.72

1.78

-0.06

Martin ratioReturn relative to average drawdown

5.22

6.23

-1.01

QNXT vs. OUSA - Sharpe Ratio Comparison

The current QNXT Sharpe Ratio is 1.09, which is comparable to the OUSA Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of QNXT and OUSA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QNXT vs. OUSA - Drawdown Comparison

The maximum QNXT drawdown since its inception was -22.25%, smaller than the maximum OUSA drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for QNXT and OUSA.


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Drawdown Indicators


QNXTOUSADifference

Max Drawdown

Largest peak-to-trough decline

-22.25%

-33.12%

+10.87%

Max Drawdown (1Y)

Largest decline over 1 year

-10.16%

-8.36%

-1.80%

Max Drawdown (3Y)

Largest decline over 3 years

-13.14%

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

-4.06%

-0.75%

-3.31%

Average Drawdown

Average peak-to-trough decline

-3.75%

-3.50%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

2.39%

+0.96%

Volatility

QNXT vs. OUSA - Volatility Comparison

The current volatility for iShares Nasdaq-100 ex Top 30 ETF (QNXT) is 3.59%, while OShares U.S. Quality Dividend ETF (OUSA) has a volatility of 4.00%. This indicates that QNXT experiences smaller price fluctuations and is considered to be less risky than OUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QNXTOUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

4.00%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

8.11%

+3.91%

Volatility (1Y)

Calculated over the trailing 1-year period

16.12%

10.27%

+5.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.55%

13.38%

+6.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.55%

15.19%

+4.36%

QNXT vs. OUSA - Expense Ratio Comparison

QNXT has a 0.20% expense ratio, which is lower than OUSA's 0.48% expense ratio.


Dividends

QNXT vs. OUSA - Dividend Comparison

QNXT's dividend yield for the trailing twelve months is around 0.68%, less than OUSA's 1.36% yield.


PositionTTM20252024202320222021202020192018201720162015
OUSA
OShares U.S. Quality Dividend ETF
1.36%1.39%1.50%1.81%1.92%1.56%2.03%2.31%3.06%2.15%2.32%1.17%
QNXT
iShares Nasdaq-100 ex Top 30 ETF
0.68%0.64%0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QNXT and OUSA have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OUSA has higher volatility (4.00%) compared to QNXT (3.59%). In terms of maximum drawdown, QNXT dropped -22.25% vs OUSA's -33.12%.

On 1-year performance, QNXT leads with 19.18% vs 15.60% for OUSA. On fees, QNXT is cheaper at 0.20% per year. On volatility, QNXT has been the lower-risk option at 3.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QNXT has performed better with a 19.18% return vs 15.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QNXT is cheaper with a 0.20% expense ratio, compared with 0.48% for OUSA.

OUSA has the higher dividend yield at 1.36%, compared with 0.68% for QNXT.

QNXT is categorized as Nasdaq-100, while OUSA is Quality Factor. QNXT tracks Nasdaq-100 ex Top 30 UCITS Index, while OUSA tracks O'Shares US Quality Dividend Index. They also come from different issuers: iShares and O'Shares Investments. Their fees differ too: 0.20% for QNXT and 0.48% for OUSA.

OUSA currently has the higher Sharpe Ratio (1.46 vs 1.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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