QUS vs. DARP
Compare and contrast key facts about SPDR MSCI USA StrategicFactors ETF (QUS) and Grizzle Growth ETF (DARP).
QUS and DARP 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. DARP is an actively managed fund by Grizzle. It was launched on Dec 15, 2021.
Performance
QUS vs. DARP - Performance Comparison
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QUS vs. DARP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
QUS SPDR MSCI USA StrategicFactors ETF | -1.46% | 14.13% | 18.99% | 7.60% |
DARP Grizzle Growth ETF | 4.29% | 40.19% | 24.63% | 6.25% |
Returns By Period
In the year-to-date period, QUS achieves a -1.46% return, which is significantly lower than DARP's 4.29% 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%
DARP
- 1D
- 3.09%
- 1M
- -6.88%
- YTD
- 4.29%
- 6M
- 13.93%
- 1Y
- 64.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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QUS vs. DARP - Expense Ratio Comparison
QUS has a 0.15% expense ratio, which is lower than DARP's 0.75% expense ratio.
Return for Risk
QUS vs. DARP — Risk / Return Rank
QUS
DARP
QUS vs. DARP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI USA StrategicFactors ETF (QUS) and Grizzle Growth ETF (DARP). 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 | DARP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 2.19 | -1.41 |
Sortino ratioReturn per unit of downside risk | 1.19 | 2.73 | -1.54 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.39 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.17 | 3.97 | -2.80 |
Martin ratioReturn relative to average drawdown | 5.79 | 16.42 | -10.63 |
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 | DARP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 2.19 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | — | — |
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 | 1.11 | -0.38 |
Correlation
The correlation between QUS and DARP is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
QUS vs. DARP - Dividend Comparison
QUS's dividend yield for the trailing twelve months is around 1.40%, more than DARP's 0.42% 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% |
DARP Grizzle Growth ETF | 0.42% | 0.43% | 1.93% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QUS vs. DARP - Drawdown Comparison
The maximum QUS drawdown since its inception was -33.78%, which is greater than DARP's maximum drawdown of -30.27%. Use the drawdown chart below to compare losses from any high point for QUS and DARP.
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Drawdown Indicators
| QUS | DARP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -30.27% | -3.51% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -15.92% | +5.50% |
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 | -5.02% | -9.09% | +4.07% |
Average DrawdownAverage peak-to-trough decline | -3.75% | -4.84% | +1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 3.85% | -1.74% |
Volatility
QUS vs. DARP - Volatility Comparison
The current volatility for SPDR MSCI USA StrategicFactors ETF (QUS) is 3.79%, while Grizzle Growth ETF (DARP) has a volatility of 9.51%. This indicates that QUS experiences smaller price fluctuations and is considered to be less risky than DARP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUS | DARP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 9.51% | -5.72% |
Volatility (6M)Calculated over the trailing 6-month period | 7.14% | 19.28% | -12.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 29.51% | -15.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.38% | 26.42% | -12.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 26.42% | -10.01% |