QUS vs. CLCG
QUS (State Street SPDR MSCI USA StrategicFactors ETF) and CLCG (Crossmark Large Cap Growth ETF) are both exchange-traded funds - QUS is a Large Cap Blend Equities fund tracking the MSCI USA Factor Mix A-Series Capped Index, while CLCG is a Large Cap Growth Equities fund actively managed by Crossmark. QUS is passively managed, while CLCG is actively managed. Over the past year, QUS returned 19.80% vs 14.32% for CLCG. Their 0.64 correlation means they have sometimes moved together and sometimes differently. QUS charges 0.15%/yr vs 0.50%/yr for CLCG.
Performance
QUS vs. CLCG - Performance Comparison
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Returns By Period
In the year-to-date period, QUS achieves a 10.23% return, which is significantly higher than CLCG's 4.93% return.
QUS
- 1D
- 0.83%
- 1M
- 1.29%
- 6M
- 7.60%
- YTD
- 10.23%
- 1Y
- 19.80%
- 3Y*
- 17.10%
- 5Y*
- 10.91%
- 10Y*
- 13.54%
- ALL TIME*
- 12.75%
CLCG
- 1D
- 1.07%
- 1M
- -0.45%
- 6M
- 6.30%
- YTD
- 4.93%
- 1Y
- 14.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 13.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $101.67K | $64.57K | $73.83K | |
| $3.01M | $4.81M | $3.43M |
QUS vs. CLCG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QUS State Street SPDR MSCI USA StrategicFactors ETF | 10.23% | 6.98% |
CLCG Crossmark Large Cap Growth ETF | 4.93% | 8.42% |
Correlation
The correlation between QUS and CLCG is 0.64, 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. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025 | 0.64 |
The correlation between QUS and CLCG has been stable across timeframes, ranging from 0.64 to 0.64 - a consistent structural relationship.
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Return for Risk
QUS vs. CLCG — Risk / Return Rank
QUS
CLCG
QUS vs. CLCG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI USA StrategicFactors ETF (QUS) and Crossmark Large Cap Growth ETF (CLCG). 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.
| QUS | CLCG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.36 | ||
| Sortino ratioReturn per unit of downside risk | +1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.14 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | 0.88 | +2.02 |
| Martin ratioReturn relative to average drawdown | 12.95 | 2.69 | +10.27 |
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Drawdowns
QUS vs. CLCG - Drawdown Comparison
The maximum QUS drawdown since its inception was -33.78%, which is greater than CLCG's maximum drawdown of -16.32%. Use the drawdown chart below to compare losses from any high point for QUS and CLCG.
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Drawdown Indicators
| QUS | CLCG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -16.32% | -17.46% |
Max Drawdown (1Y)Largest decline over 1 year | -6.85% | -16.32% | +9.47% |
Max Drawdown (3Y)Largest decline over 3 years | -13.94% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.30% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.91% | +4.91% |
Average DrawdownAverage peak-to-trough decline | -3.66% | -3.92% | +0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 5.34% | -3.81% |
Volatility
QUS vs. CLCG - Volatility Comparison
The current volatility for State Street SPDR MSCI USA StrategicFactors ETF (QUS) is 2.42%, while Crossmark Large Cap Growth ETF (CLCG) has a volatility of 5.60%. This indicates that QUS experiences smaller price fluctuations and is considered to be less risky than CLCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUS | CLCG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | 5.60% | -3.18% |
Volatility (6M)Calculated over the trailing 6-month period | 6.97% | 14.16% | -7.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.22% | 17.94% | -8.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.32% | 17.79% | -3.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 17.79% | -1.39% |
QUS vs. CLCG - Expense Ratio Comparison
QUS has a 0.15% expense ratio, which is lower than CLCG's 0.50% expense ratio.
Dividends
QUS vs. CLCG - Dividend Comparison
QUS's dividend yield for the trailing twelve months is around 1.27%, more than CLCG's 0.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLCG Crossmark Large Cap Growth ETF | 0.06% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QUS State Street SPDR MSCI USA StrategicFactors ETF | 1.27% | 1.38% | 1.49% | 1.57% | 1.68% | 1.27% | 1.73% | 1.81% | 2.12% | 1.86% | 2.07% | 1.48% |
Frequently Asked Questions
QUS and CLCG have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CLCG has higher volatility (5.60%) compared to QUS (2.42%). In terms of maximum drawdown, QUS dropped -33.78% vs CLCG's -16.32%.
On 1-year performance, QUS leads with 19.80% vs 14.32% for CLCG. On fees, QUS is cheaper at 0.15% per year. On volatility, QUS has been the lower-risk option at 2.42%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, QUS has performed better with a 19.80% return vs 14.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QUS is cheaper with a 0.15% expense ratio, compared with 0.50% for CLCG.
QUS has the higher dividend yield at 1.27%, compared with 0.06% for CLCG.
QUS is categorized as Large Cap Blend Equities, while CLCG is Large Cap Growth Equities. They also come from different issuers: State Street and Crossmark. Their fees differ too: 0.15% for QUS and 0.50% for CLCG.
QUS currently has the higher Sharpe Ratio (2.16 vs 0.80), 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.
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