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QUS vs. BERZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QUS and BERZ is 0.96, 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.


Performance

QUS vs. BERZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI USA StrategicFactors ETF (QUS) and MicroSectors Solactive FANG & Innovation -3X Inverse Leveraged ETN (BERZ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

QUS:

0.62

BERZ:

-0.66

Sortino Ratio

QUS:

1.01

BERZ:

-0.69

Omega Ratio

QUS:

1.15

BERZ:

0.91

Calmar Ratio

QUS:

0.71

BERZ:

-0.65

Martin Ratio

QUS:

2.93

BERZ:

-1.46

Ulcer Index

QUS:

3.39%

BERZ:

43.78%

Daily Std Dev

QUS:

15.25%

BERZ:

98.95%

Max Drawdown

QUS:

-33.78%

BERZ:

-97.97%

Current Drawdown

QUS:

-5.31%

BERZ:

-97.93%

Returns By Period

In the year-to-date period, QUS achieves a 0.08% return, which is significantly higher than BERZ's -26.98% return.


QUS

YTD

0.08%

1M

5.36%

6M

-3.73%

1Y

8.91%

5Y*

14.52%

10Y*

13.23%

BERZ

YTD

-26.98%

1M

-34.65%

6M

-27.52%

1Y

-64.70%

5Y*

N/A

10Y*

N/A

*Annualized

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QUS vs. BERZ - Expense Ratio Comparison

QUS has a 0.15% expense ratio, which is lower than BERZ's 0.95% expense ratio.


Risk-Adjusted Performance

QUS vs. BERZ — Risk-Adjusted Performance Rank

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

QUS
The Risk-Adjusted Performance Rank of QUS is 7171
Overall Rank
The Sharpe Ratio Rank of QUS is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of QUS is 6969
Sortino Ratio Rank
The Omega Ratio Rank of QUS is 7272
Omega Ratio Rank
The Calmar Ratio Rank of QUS is 7575
Calmar Ratio Rank
The Martin Ratio Rank of QUS is 7474
Martin Ratio Rank

BERZ
The Risk-Adjusted Performance Rank of BERZ is 22
Overall Rank
The Sharpe Ratio Rank of BERZ is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of BERZ is 33
Sortino Ratio Rank
The Omega Ratio Rank of BERZ is 44
Omega Ratio Rank
The Calmar Ratio Rank of BERZ is 11
Calmar Ratio Rank
The Martin Ratio Rank of BERZ is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QUS vs. BERZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI USA StrategicFactors ETF (QUS) and MicroSectors Solactive FANG & Innovation -3X Inverse Leveraged ETN (BERZ). 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.


The current QUS Sharpe Ratio is 0.62, which is higher than the BERZ Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of QUS and BERZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

QUS vs. BERZ - Dividend Comparison

QUS's dividend yield for the trailing twelve months is around 1.49%, while BERZ has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
QUS
SPDR MSCI USA StrategicFactors ETF
1.49%1.49%1.57%1.68%1.27%1.73%1.81%2.12%1.86%2.07%1.48%
BERZ
MicroSectors Solactive FANG & Innovation -3X Inverse Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

QUS vs. BERZ - Drawdown Comparison

The maximum QUS drawdown since its inception was -33.78%, smaller than the maximum BERZ drawdown of -97.97%. Use the drawdown chart below to compare losses from any high point for QUS and BERZ. For additional features, visit the drawdowns tool.


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Volatility

QUS vs. BERZ - Volatility Comparison

The current volatility for SPDR MSCI USA StrategicFactors ETF (QUS) is 5.44%, while MicroSectors Solactive FANG & Innovation -3X Inverse Leveraged ETN (BERZ) has a volatility of 31.65%. This indicates that QUS experiences smaller price fluctuations and is considered to be less risky than BERZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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