QUS vs. SPCT
QUS (State Street SPDR MSCI USA StrategicFactors ETF) and SPCT (Liberty One Spectrum ETF) are both Large Cap Blend Equities funds. QUS is passively managed, while SPCT is actively managed. Their 0.76 correlation means they have sometimes moved together and sometimes differently. QUS charges 0.15%/yr vs 0.85%/yr for SPCT.
Performance
QUS vs. SPCT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QUS achieves a 10.23% return, which is significantly lower than SPCT's 10.76% 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%
SPCT
- 1D
- 0.47%
- 1M
- 1.81%
- 6M
- 5.83%
- YTD
- 10.76%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.01M | $4.81M | $3.43M | |
| $157.25K | $177.53K | $226.24K |
QUS vs. SPCT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QUS State Street SPDR MSCI USA StrategicFactors ETF | 10.23% | 3.06% |
SPCT Liberty One Spectrum ETF | 10.76% | 1.93% |
Correlation
The correlation between QUS and SPCT is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025 | 0.76 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QUS vs. SPCT — Risk / Return Rank
QUS
SPCT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
QUS vs. SPCT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI USA StrategicFactors ETF (QUS) and Liberty One Spectrum ETF (SPCT). 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 | SPCT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.39 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | — | — |
| Martin ratioReturn relative to average drawdown | 12.95 | — | — |
Loading charts...
Drawdowns
QUS vs. SPCT - Drawdown Comparison
The maximum QUS drawdown since its inception was -33.78%, which is greater than SPCT's maximum drawdown of -7.17%. Use the drawdown chart below to compare losses from any high point for QUS and SPCT.
Loading charts...
Drawdown Indicators
| QUS | SPCT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -7.17% | -26.61% |
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 DrawdownCurrent decline from peak | 0.00% | -1.03% | +1.03% |
Average DrawdownAverage peak-to-trough decline | -3.66% | -1.44% | -2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | — | — |
Volatility
QUS vs. SPCT - Volatility Comparison
Loading charts...
Volatility by Period
| QUS | SPCT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 6.97% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.22% | 9.36% | -0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.32% | 9.36% | +4.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 9.36% | +7.04% |
QUS vs. SPCT - Expense Ratio Comparison
QUS has a 0.15% expense ratio, which is lower than SPCT's 0.85% expense ratio.
Dividends
QUS vs. SPCT - Dividend Comparison
QUS's dividend yield for the trailing twelve months is around 1.27%, more than SPCT's 0.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPCT Liberty One Spectrum ETF | 0.76% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QUS and SPCT have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
QUS is cheaper with a 0.15% expense ratio, compared with 0.85% for SPCT.
QUS has the higher dividend yield at 1.27%, compared with 0.76% for SPCT.
They also come from different issuers: State Street and Liberty One. Their fees differ too: 0.15% for QUS and 0.85% for SPCT.
Find the right allocation for QUS and SPCT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer