QUS vs. ALTL
Compare and contrast key facts about SPDR MSCI USA StrategicFactors ETF (QUS) and Pacer Lunt Large Cap Alternator ETF (ALTL).
QUS and ALTL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QUS is a passively managed fund by State Street that tracks the performance of the MSCI USA Factor Mix A-Series Capped (USD). It was launched on Apr 16, 2015. ALTL is a passively managed fund by Pacer that tracks the performance of the Lunt Capital US Large Cap Equity Rotation Index. It was launched on Jun 24, 2020. Both QUS and ALTL 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
QUS vs. ALTL - Performance Comparison
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QUS vs. ALTL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QUS SPDR MSCI USA StrategicFactors ETF | -1.46% | 14.13% | 18.99% | 21.78% | -14.15% | 26.72% | 20.05% |
ALTL Pacer Lunt Large Cap Alternator ETF | 2.39% | 16.61% | 12.30% | -15.85% | -10.67% | 45.30% | 33.74% |
Returns By Period
In the year-to-date period, QUS achieves a -1.46% return, which is significantly lower than ALTL's 2.39% return.
QUS
- 1D
- 1.86%
- 1M
- -5.02%
- YTD
- -1.46%
- 6M
- 1.09%
- 1Y
- 11.14%
- 3Y*
- 15.75%
- 5Y*
- 10.55%
- 10Y*
- 12.88%
ALTL
- 1D
- 0.37%
- 1M
- -5.36%
- YTD
- 2.39%
- 6M
- 4.18%
- 1Y
- 27.47%
- 3Y*
- 6.25%
- 5Y*
- 3.27%
- 10Y*
- —
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QUS vs. ALTL - Expense Ratio Comparison
QUS has a 0.15% expense ratio, which is lower than ALTL's 0.60% expense ratio.
Return for Risk
QUS vs. ALTL — Risk / Return Rank
QUS
ALTL
QUS vs. ALTL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI USA StrategicFactors ETF (QUS) and Pacer Lunt Large Cap Alternator ETF (ALTL). 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.
| QUS | ALTL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 1.49 | -0.71 |
Sortino ratioReturn per unit of downside risk | 1.19 | 2.03 | -0.84 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.28 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.17 | 2.98 | -1.81 |
Martin ratioReturn relative to average drawdown | 5.79 | 10.34 | -4.55 |
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
| QUS | ALTL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.49 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.18 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.62 | +0.11 |
Correlation
The correlation between QUS and ALTL is 0.74, 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
QUS vs. ALTL - Dividend Comparison
QUS's dividend yield for the trailing twelve months is around 1.40%, more than ALTL's 1.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QUS SPDR MSCI USA StrategicFactors ETF | 1.40% | 1.38% | 1.49% | 1.57% | 1.68% | 1.27% | 1.73% | 1.81% | 2.12% | 1.86% | 2.07% | 1.48% |
ALTL Pacer Lunt Large Cap Alternator ETF | 1.07% | 0.95% | 1.56% | 1.28% | 1.23% | 1.06% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QUS vs. ALTL - Drawdown Comparison
The maximum QUS drawdown since its inception was -33.78%, which is greater than ALTL's maximum drawdown of -31.91%. Use the drawdown chart below to compare losses from any high point for QUS and ALTL.
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Drawdown Indicators
| QUS | ALTL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -31.91% | -1.87% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -9.79% | -0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -22.30% | -31.91% | +9.61% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | — | — |
Current DrawdownCurrent decline from peak | -5.02% | -5.43% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -3.75% | -11.85% | +8.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.82% | -0.71% |
Volatility
QUS vs. ALTL - Volatility Comparison
SPDR MSCI USA StrategicFactors ETF (QUS) has a higher volatility of 3.79% compared to Pacer Lunt Large Cap Alternator ETF (ALTL) at 2.97%. This indicates that QUS's price experiences larger fluctuations and is considered to be riskier than ALTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUS | ALTL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 2.97% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 7.14% | 13.20% | -6.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 18.61% | -4.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.38% | 18.23% | -3.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 20.11% | -3.70% |