ROE vs. EUSA
ROE (Astoria US Equal Weight Quality Kings ETF) and EUSA (iShares MSCI USA Equal Weighted ETF) are both exchange-traded funds - ROE is a Quality Factor fund actively managed by Astoria, while EUSA is a Mid Cap Blend Equities fund tracking the MSCI USA Equal Weighted Index. ROE is actively managed, while EUSA is passively managed. Over the past 3 years, ROE returned 20.30%/yr vs 13.65%/yr for EUSA. Their correlation of 0.88 means they have usually moved in the same direction. ROE charges 0.49%/yr vs 0.09%/yr for EUSA.
Performance
ROE vs. EUSA - Performance Comparison
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Returns By Period
In the year-to-date period, ROE achieves a 20.35% return, which is significantly higher than EUSA's 11.42% return.
ROE
- 1D
- 0.50%
- 1M
- 0.63%
- 6M
- 16.21%
- YTD
- 20.35%
- 1Y
- 33.36%
- 3Y*
- 20.30%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 20.32%
EUSA
- 1D
- -0.18%
- 1M
- -0.58%
- 6M
- 9.17%
- YTD
- 11.42%
- 1Y
- 17.37%
- 3Y*
- 13.65%
- 5Y*
- 7.66%
- 10Y*
- 11.50%
- ALL TIME*
- 12.02%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $11.09M | $12.88M | $7.42M | |
| $1.20M | $1.18M | $910.23K |
ROE vs. EUSA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ROE Astoria US Equal Weight Quality Kings ETF | 20.35% | 17.20% | 18.34% | 4.31% |
EUSA iShares MSCI USA Equal Weighted ETF | 11.42% | 10.24% | 14.64% | 3.86% |
Correlation
The correlation between ROE and EUSA is 0.79, 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. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2023 | 0.88 |
The correlation between ROE and EUSA has been stable across timeframes, ranging from 0.79 to 0.89 - a consistent structural relationship.
ROE vs. EUSA - Sectors Allocation Comparison
Sectors
ROE
EUSA
Technology
Financial Services
Communication Services
Consumer Cyclical
Healthcare
Industrials
Consumer Defensive
Energy
Real Estate
Utilities
Basic Materials
Technology
ROE
EUSA
Financial Services
ROE
EUSA
Communication Services
ROE
EUSA
Consumer Cyclical
ROE
EUSA
Healthcare
ROE
EUSA
Industrials
ROE
EUSA
Consumer Defensive
ROE
EUSA
Energy
ROE
EUSA
Real Estate
ROE
EUSA
Utilities
ROE
EUSA
Basic Materials
ROE
EUSA
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Return for Risk
ROE vs. EUSA — Risk / Return Rank
ROE
EUSA
ROE vs. EUSA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Astoria US Equal Weight Quality Kings ETF (ROE) and iShares MSCI USA Equal Weighted ETF (EUSA). 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.
| ROE | EUSA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.24 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.72 | 2.06 | +1.65 |
| Martin ratioReturn relative to average drawdown | 15.82 | 8.25 | +7.57 |
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Drawdowns
ROE vs. EUSA - Drawdown Comparison
The maximum ROE drawdown since its inception was -19.10%, smaller than the maximum EUSA drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for ROE and EUSA.
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Drawdown Indicators
| ROE | EUSA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.10% | -39.16% | +20.06% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -7.82% | -0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -19.10% | -18.20% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.24% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.16% | — |
Current DrawdownCurrent decline from peak | -1.30% | -1.20% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -2.54% | -4.56% | +2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 1.95% | +0.08% |
Volatility
ROE vs. EUSA - Volatility Comparison
Astoria US Equal Weight Quality Kings ETF (ROE) has a higher volatility of 3.59% compared to iShares MSCI USA Equal Weighted ETF (EUSA) at 2.77%. This indicates that ROE's price experiences larger fluctuations and is considered to be riskier than EUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROE | EUSA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 2.77% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 11.81% | 8.90% | +2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.07% | 11.97% | +3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.87% | 16.95% | -1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.87% | 18.28% | -2.41% |
ROE vs. EUSA - Expense Ratio Comparison
ROE has a 0.49% expense ratio, which is higher than EUSA's 0.09% expense ratio.
Dividends
ROE vs. EUSA - Dividend Comparison
ROE's dividend yield for the trailing twelve months is around 1.01%, less than EUSA's 1.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUSA iShares MSCI USA Equal Weighted ETF | 1.45% | 1.63% | 1.47% | 1.53% | 1.73% | 1.23% | 1.45% | 1.49% | 2.01% | 1.50% | 1.59% | 2.21% |
ROE Astoria US Equal Weight Quality Kings ETF | 1.01% | 0.97% | 1.18% | 0.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ROE and EUSA have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROE has higher volatility (3.59%) compared to EUSA (2.77%). In terms of maximum drawdown, ROE dropped -19.10% vs EUSA's -39.16%.
On 3-year performance, ROE leads with 20.30% vs 13.65% for EUSA. On fees, EUSA is cheaper at 0.09% per year. On volatility, EUSA has been the lower-risk option at 2.77%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, ROE has performed better with a 20.30% return vs 13.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EUSA is cheaper with a 0.09% expense ratio, compared with 0.49% for ROE.
EUSA has the higher dividend yield at 1.45%, compared with 1.01% for ROE.
ROE is categorized as Quality Factor, while EUSA is Mid Cap Blend Equities. They also come from different issuers: Astoria and iShares. Their fees differ too: 0.49% for ROE and 0.09% for EUSA.
ROE currently has the higher Sharpe Ratio (2.14 vs 1.35), 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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