SAMT vs. QUAL
Compare and contrast key facts about Strategas Macro Thematic Opportunities ETF (SAMT) and iShares MSCI USA Quality Factor ETF (QUAL).
SAMT and QUAL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SAMT is an actively managed fund by Strategas. It was launched on Jan 25, 2022. QUAL is a passively managed fund by iShares that tracks the performance of the MSCI USA Sector Neutral Quality Index. It was launched on Jul 18, 2013.
Performance
SAMT vs. QUAL - Performance Comparison
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SAMT vs. QUAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SAMT Strategas Macro Thematic Opportunities ETF | 1.97% | 33.10% | 28.15% | 1.27% | -6.59% |
QUAL iShares MSCI USA Quality Factor ETF | -2.74% | 12.65% | 22.29% | 30.88% | -11.12% |
Returns By Period
In the year-to-date period, SAMT achieves a 1.97% return, which is significantly higher than QUAL's -2.74% return.
SAMT
- 1D
- 2.00%
- 1M
- -1.73%
- YTD
- 1.97%
- 6M
- 5.48%
- 1Y
- 34.66%
- 3Y*
- 22.13%
- 5Y*
- —
- 10Y*
- —
QUAL
- 1D
- 0.50%
- 1M
- -5.52%
- YTD
- -2.74%
- 6M
- -1.05%
- 1Y
- 13.65%
- 3Y*
- 17.10%
- 5Y*
- 10.71%
- 10Y*
- 12.99%
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SAMT vs. QUAL - Expense Ratio Comparison
SAMT has a 0.66% expense ratio, which is higher than QUAL's 0.15% expense ratio.
Return for Risk
SAMT vs. QUAL — Risk / Return Rank
SAMT
QUAL
SAMT vs. QUAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategas Macro Thematic Opportunities ETF (SAMT) and iShares MSCI USA Quality Factor ETF (QUAL). 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.
| SAMT | QUAL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.01 | 0.79 | +1.23 |
Sortino ratioReturn per unit of downside risk | 2.65 | 1.24 | +1.41 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.18 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 4.10 | 1.21 | +2.89 |
Martin ratioReturn relative to average drawdown | 11.61 | 5.50 | +6.11 |
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
| SAMT | QUAL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 0.79 | +1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.62 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.75 | +0.01 |
Correlation
The correlation between SAMT and QUAL is 0.76, 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
SAMT vs. QUAL - Dividend Comparison
SAMT's dividend yield for the trailing twelve months is around 0.69%, less than QUAL's 0.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAMT Strategas Macro Thematic Opportunities ETF | 0.69% | 0.70% | 1.40% | 1.49% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QUAL iShares MSCI USA Quality Factor ETF | 0.98% | 0.94% | 1.02% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% |
Drawdowns
SAMT vs. QUAL - Drawdown Comparison
The maximum SAMT drawdown since its inception was -20.57%, smaller than the maximum QUAL drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for SAMT and QUAL.
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Drawdown Indicators
| SAMT | QUAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.57% | -34.06% | +13.49% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -11.52% | +2.76% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.06% | — |
Current DrawdownCurrent decline from peak | -5.78% | -5.97% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -8.00% | -4.15% | -3.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 2.53% | +0.57% |
Volatility
SAMT vs. QUAL - Volatility Comparison
The current volatility for Strategas Macro Thematic Opportunities ETF (SAMT) is 4.97%, while iShares MSCI USA Quality Factor ETF (QUAL) has a volatility of 5.36%. This indicates that SAMT experiences smaller price fluctuations and is considered to be less risky than QUAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAMT | QUAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 5.36% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 9.30% | +2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.68% | 17.46% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 17.34% | -0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 18.08% | -1.30% |