QUS vs. GARY

Last updated Jul 14, 2026

QUS (SPDR MSCI USA StrategicFactors ETF) and GARY (Mango Growth ETF) are both Large Cap Growth Equities funds. QUS is passively managed, while GARY is actively managed. A 0.64 correlation means they provide meaningful diversification when combined. QUS charges 0.15%/yr vs 0.77%/yr for GARY.

Performance

QUS vs. GARY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI USA StrategicFactors ETF (QUS) and Mango Growth ETF (GARY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QUS achieves a 9.05% return, which is significantly lower than GARY's 30.03% return.

QUS

• 1D: -0.05%
• 1M: 1.92%
• 6M: 7.09%
• YTD: 9.05%
• 1Y: 17.46%
• 3Y*: 16.78%
• 5Y*: 10.91%
• 10Y*: 13.50%

GARY

• 1D: -1.55%
• 1M: -0.00%
• 6M: 22.99%
• YTD: 30.03%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QUS vs. GARY - Yearly Performance Comparison

	2026 (YTD)	2025
QUS SPDR MSCI USA StrategicFactors ETF	9.05%	0.12%
GARY Mango Growth ETF	30.03%	0.15%

Correlation

The correlation between QUS and GARY is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 22, 2025	0.64

Return for Risk

QUS vs. GARY — Risk / Return Rank

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

QUS

QUS Risk / Return Rank: 74
QUS Sharpe Ratio Rank: 77
QUS Sortino Ratio Rank: 76
QUS Omega Ratio Rank: 74
QUS Calmar Ratio Rank: 65
QUS Martin Ratio Rank: 76

GARY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. GARY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI USA StrategicFactors ETF (QUS) and Mango Growth ETF (GARY). 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	GARY	Difference
Sharpe ratio: Return per unit of total volatility	1.92	—	—
Sortino ratio: Return per unit of downside risk	2.72	—	—
Omega ratio: Gain probability vs. loss probability	1.35	—	—
Calmar ratio: Return relative to maximum drawdown	2.56	—	—
Martin ratio: Return relative to average drawdown	11.30	—	—

Drawdowns

QUS vs. GARY - Drawdown Comparison

The maximum QUS drawdown since its inception was -33.78%, which is greater than GARY's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for QUS and GARY.

Drawdown Indicators

	QUS	GARY	Difference
Max Drawdown Largest peak-to-trough decline	-33.78%	-10.28%	-23.50%
Max Drawdown (1Y) Largest decline over 1 year	-6.85%	—	—
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 Drawdown Current decline from peak	-0.05%	-5.23%	+5.18%
Average Drawdown Average peak-to-trough decline	-3.67%	-1.87%	-1.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.55%	—	—

Volatility

Volatility by Period

	QUS	GARY	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.51%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.93%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.15%	21.84%	-12.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.33%	21.84%	-7.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.39%	21.84%	-5.45%

QUS vs. GARY - Expense Ratio Comparison

QUS has a 0.15% expense ratio, which is lower than GARY's 0.77% expense ratio.

Dividends

QUS vs. GARY - Dividend Comparison

QUS's dividend yield for the trailing twelve months is around 1.28%, more than GARY's 0.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GARY Mango Growth ETF	0.04%	0.05%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QUS SPDR MSCI USA StrategicFactors ETF	1.28%	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

Can I hold both QUS and GARY in my portfolio?

QUS and GARY 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.

Which ETF is better, QUS or GARY?

On fees, QUS is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, QUS or GARY?

QUS is cheaper with a 0.15% expense ratio, compared with 0.77% for GARY.

Which ETF pays a higher dividend yield, QUS or GARY?

QUS has the higher dividend yield at 1.28%, compared with 0.04% for GARY.

What is the main difference between QUS and GARY?

They also come from different issuers: State Street and Mango. Their fees differ too: 0.15% for QUS and 0.77% for GARY.