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QUS vs. DUHP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QUS vs. DUHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI USA StrategicFactors ETF (QUS) and DFA Dimensional US High Profitability ETF (DUHP). The values are adjusted to include any dividend payments, if applicable.

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QUS vs. DUHP - Yearly Performance Comparison


2026 (YTD)2025202420232022
QUS
SPDR MSCI USA StrategicFactors ETF
-1.11%14.13%18.99%21.78%-4.77%
DUHP
DFA Dimensional US High Profitability ETF
-2.48%13.77%19.49%21.11%-2.56%

Returns By Period

In the year-to-date period, QUS achieves a -1.11% return, which is significantly higher than DUHP's -2.48% return.


QUS

1D
0.36%
1M
-4.55%
YTD
-1.11%
6M
1.20%
1Y
11.64%
3Y*
15.88%
5Y*
10.63%
10Y*
12.92%

DUHP

1D
0.63%
1M
-5.42%
YTD
-2.48%
6M
-2.37%
1Y
12.71%
3Y*
15.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QUS vs. DUHP - Expense Ratio Comparison

QUS has a 0.15% expense ratio, which is lower than DUHP's 0.21% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

QUS vs. DUHP — Risk / Return Rank

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

QUS
QUS Risk / Return Rank: 4444
Overall Rank
QUS Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
QUS Sortino Ratio Rank: 4242
Sortino Ratio Rank
QUS Omega Ratio Rank: 4545
Omega Ratio Rank
QUS Calmar Ratio Rank: 4141
Calmar Ratio Rank
QUS Martin Ratio Rank: 5353
Martin Ratio Rank

DUHP
DUHP Risk / Return Rank: 4141
Overall Rank
DUHP Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
DUHP Sortino Ratio Rank: 4040
Sortino Ratio Rank
DUHP Omega Ratio Rank: 4040
Omega Ratio Rank
DUHP Calmar Ratio Rank: 3939
Calmar Ratio Rank
DUHP Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QUS vs. DUHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI USA StrategicFactors ETF (QUS) and DFA Dimensional US High Profitability ETF (DUHP). 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.


QUSDUHPDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.75

+0.06

Sortino ratio

Return per unit of downside risk

1.23

1.18

+0.06

Omega ratio

Gain probability vs. loss probability

1.18

1.17

+0.02

Calmar ratio

Return relative to maximum drawdown

1.11

1.06

+0.04

Martin ratio

Return relative to average drawdown

5.43

4.88

+0.55

QUS vs. DUHP - Sharpe Ratio Comparison

The current QUS Sharpe Ratio is 0.81, which is comparable to the DUHP Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of QUS and DUHP, 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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Sharpe Ratios by Period


QUSDUHPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.75

+0.06

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

0.71

+0.03

Correlation

The correlation between QUS and DUHP 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.


Dividends

QUS vs. DUHP - Dividend Comparison

QUS's dividend yield for the trailing twelve months is around 1.40%, more than DUHP's 1.09% yield.


TTM20252024202320222021202020192018201720162015
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%
DUHP
DFA Dimensional US High Profitability ETF
1.09%1.02%1.13%1.51%1.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

QUS vs. DUHP - Drawdown Comparison

The maximum QUS drawdown since its inception was -33.78%, which is greater than DUHP's maximum drawdown of -20.05%. Use the drawdown chart below to compare losses from any high point for QUS and DUHP.


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Drawdown Indicators


QUSDUHPDifference

Max Drawdown

Largest peak-to-trough decline

-33.78%

-20.05%

-13.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

-12.07%

+1.65%

Max Drawdown (5Y)

Largest decline over 5 years

-22.30%

Max Drawdown (10Y)

Largest decline over 10 years

-33.78%

Current Drawdown

Current decline from peak

-4.68%

-6.04%

+1.36%

Average Drawdown

Average peak-to-trough decline

-3.75%

-4.16%

+0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.63%

-0.50%

Volatility

QUS vs. DUHP - Volatility Comparison

The current volatility for SPDR MSCI USA StrategicFactors ETF (QUS) is 3.78%, while DFA Dimensional US High Profitability ETF (DUHP) has a volatility of 5.11%. This indicates that QUS experiences smaller price fluctuations and is considered to be less risky than DUHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QUSDUHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

5.11%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

7.13%

8.73%

-1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

14.48%

17.10%

-2.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.37%

16.42%

-2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.41%

16.42%

-0.01%