SNPG vs. QUS

Last updated Jun 24, 2026

SNPG (Xtrackers S&P 500 Growth ESG ETF) and QUS (SPDR MSCI USA StrategicFactors ETF) are both Large Cap Growth Equities funds - SNPG tracks the S&P 500 Growth ESG Index while QUS tracks the MSCI USA Factor Mix A-Series Capped (USD). Both are passively managed. Over the past 3 years, SNPG returned 24.34%/yr vs 16.79%/yr for QUS. Their correlation of 0.82 suggests significant overlap in exposure. Both charge a 0.15% expense ratio.

Performance

SNPG vs. QUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 Growth ESG ETF (SNPG) and SPDR MSCI USA StrategicFactors ETF (QUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SNPG achieves a 10.54% return, which is significantly higher than QUS's 5.81% return.

SNPG

• 1D: -3.01%
• 1M: 3.72%
• YTD: 10.54%
• 6M: 9.70%
• 1Y: 28.74%
• 3Y*: 24.34%
• 5Y*: —
• 10Y*: —

QUS

• 1D: -0.23%
• 1M: -1.12%
• YTD: 5.81%
• 6M: 5.18%
• 1Y: 16.61%
• 3Y*: 16.79%
• 5Y*: 10.77%
• 10Y*: 13.70%

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

SNPG vs. QUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SNPG Xtrackers S&P 500 Growth ESG ETF	10.54%	18.22%	33.99%	38.45%	1.81%
QUS SPDR MSCI USA StrategicFactors ETF	5.81%	14.13%	18.99%	21.78%	1.59%

Correlation

The correlation between SNPG and QUS is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (All Time) Calculated using the full available price history since Nov 9, 2022	0.82

The correlation between SNPG and QUS has been stable across timeframes, ranging from 0.75 to 0.82 - a consistent structural relationship.

SNPG vs. QUS - Sectors Allocation Comparison

Sectors	SNPG	QUS
Technology	43.7%	29.2%
Healthcare	13.0%	13.4%
Communication Services	12.5%	9.9%
Financial Services	11.4%	14.0%
Industrials	10.2%	8.2%
Consumer Cyclical	5.5%	5.5%
Real Estate	1.2%	1.3%
Consumer Defensive	1.0%	8.7%
Basic Materials	1.0%	2.2%
Utilities	0.5%	3.4%
Energy	0.0%	4.2%

Return for Risk

SNPG vs. QUS — Risk / Return Rank

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

SNPG

SNPG Risk / Return Rank: 56
SNPG Sharpe Ratio Rank: 61
SNPG Sortino Ratio Rank: 60
SNPG Omega Ratio Rank: 59
SNPG Calmar Ratio Rank: 48
SNPG Martin Ratio Rank: 55

QUS

QUS Risk / Return Rank: 57
QUS Sharpe Ratio Rank: 57
QUS Sortino Ratio Rank: 57
QUS Omega Ratio Rank: 55
QUS Calmar Ratio Rank: 52
QUS Martin Ratio Rank: 63

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.

SNPG vs. QUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Growth ESG ETF (SNPG) and SPDR MSCI USA StrategicFactors ETF (QUS). 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.

	SNPG	QUS	Difference
Sharpe ratio: Return per unit of total volatility	1.86	1.81	+0.05
Sortino ratio: Return per unit of downside risk	2.61	2.58	+0.02
Omega ratio: Gain probability vs. loss probability	1.33	1.32	+0.01
Calmar ratio: Return relative to maximum drawdown	2.20	2.43	-0.23
Martin ratio: Return relative to average drawdown	9.04	10.76	-1.72

SNPG vs. QUS - Sharpe Ratio Comparison

The current SNPG Sharpe Ratio is 1.86, which is comparable to the QUS Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of SNPG and QUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SNPG vs. QUS - Drawdown Comparison

The maximum SNPG drawdown since its inception was -21.69%, smaller than the maximum QUS drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for SNPG and QUS.

Drawdown Indicators

	SNPG	QUS	Difference
Max Drawdown Largest peak-to-trough decline	-21.69%	-33.78%	+12.09%
Max Drawdown (1Y) Largest decline over 1 year	-13.12%	-6.85%	-6.27%
Max Drawdown (3Y) Largest decline over 3 years	-21.69%	-13.94%	-7.75%
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	-3.01%	-1.84%	-1.17%
Average Drawdown Average peak-to-trough decline	-2.52%	-3.69%	+1.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.19%	1.55%	+1.64%

Volatility

SNPG vs. QUS - Volatility Comparison

Xtrackers S&P 500 Growth ESG ETF (SNPG) has a higher volatility of 7.75% compared to SPDR MSCI USA StrategicFactors ETF (QUS) at 2.84%. This indicates that SNPG's price experiences larger fluctuations and is considered to be riskier than QUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNPG	QUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.75%	2.84%	+4.91%
Volatility (6M) Calculated over the trailing 6-month period	13.35%	6.98%	+6.37%
Volatility (1Y) Calculated over the trailing 1-year period	15.52%	9.24%	+6.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.26%	14.34%	+3.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.26%	16.43%	+1.83%

SNPG vs. QUS - Expense Ratio Comparison

Both SNPG and QUS have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

SNPG vs. QUS - Dividend Comparison

SNPG's dividend yield for the trailing twelve months is around 0.47%, less than QUS's 1.32% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QUS SPDR MSCI USA StrategicFactors ETF	1.32%	1.38%	1.49%	1.57%	1.68%	1.27%	1.73%	1.81%	2.12%	1.86%	2.07%	1.48%
SNPG Xtrackers S&P 500 Growth ESG ETF	0.47%	0.49%	0.57%	0.95%	0.20%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SNPG and QUS in my portfolio?

SNPG and QUS have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SNPG or QUS?

SNPG has higher volatility (7.75%) compared to QUS (2.84%). In terms of maximum drawdown, SNPG dropped -21.69% vs QUS's -33.78%.

Which ETF is better, SNPG or QUS?

On 3-year performance, SNPG leads with 24.34% vs 16.79% for QUS. Both ETFs have the same 0.15% expense ratio. On volatility, QUS has been the lower-risk option at 2.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SNPG or QUS?

Over the 3-year period, SNPG has performed better with a 24.34% return vs 16.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SNPG or QUS?

SNPG and QUS have the same expense ratio: 0.15% per year.

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

QUS has the higher dividend yield at 1.32%, compared with 0.47% for SNPG.

What is the main difference between SNPG and QUS?

SNPG tracks S&P 500 Growth ESG Index, while QUS tracks MSCI USA Factor Mix A-Series Capped (USD). They also come from different issuers: Xtrackers and State Street.

Which has better risk-adjusted returns?

SNPG currently has the higher Sharpe Ratio (1.86 vs 1.81), 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.