SPQH.DE vs. GAUG
Compare and contrast key facts about Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.DE) and FT Cboe Vest U.S. Equity Moderate Buffer ETF - August (GAUG).
SPQH.DE and GAUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPQH.DE is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 15% WHT Quarterly 9% (-3% to -12%) Buffer Protect Index. It was launched on Feb 21, 2023. GAUG is a passively managed fund by FT Vest that tracks the performance of the S&P 500. It was launched on Aug 17, 2023. Both SPQH.DE and GAUG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SPQH.DE vs. GAUG - Performance Comparison
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SPQH.DE vs. GAUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SPQH.DE Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating | -1.86% | -4.41% | 21.88% | 0.32% |
GAUG FT Cboe Vest U.S. Equity Moderate Buffer ETF - August | 0.57% | -1.92% | 19.16% | 4.50% |
Different Trading Currencies
SPQH.DE is traded in EUR, while GAUG is traded in USD. To make them comparable, the GAUG values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SPQH.DE achieves a -1.86% return, which is significantly lower than GAUG's 0.57% return.
SPQH.DE
- 1D
- -1.05%
- 1M
- -2.14%
- YTD
- -1.86%
- 6M
- 0.93%
- 1Y
- 0.99%
- 3Y*
- 6.74%
- 5Y*
- —
- 10Y*
- —
GAUG
- 1D
- 0.36%
- 1M
- -0.69%
- YTD
- 0.57%
- 6M
- 2.03%
- 1Y
- 4.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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SPQH.DE vs. GAUG - Expense Ratio Comparison
SPQH.DE has a 0.50% expense ratio, which is lower than GAUG's 0.85% expense ratio.
Return for Risk
SPQH.DE vs. GAUG — Risk / Return Rank
SPQH.DE
GAUG
SPQH.DE vs. GAUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.DE) and FT Cboe Vest U.S. Equity Moderate Buffer ETF - August (GAUG). 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.
| SPQH.DE | GAUG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.07 | 0.32 | -0.25 |
Sortino ratioReturn per unit of downside risk | 0.20 | 0.53 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.08 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.12 | 0.44 | -0.31 |
Martin ratioReturn relative to average drawdown | 0.42 | 1.84 | -1.43 |
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
| SPQH.DE | GAUG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.07 | 0.32 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.79 | -0.19 |
Correlation
The correlation between SPQH.DE and GAUG is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SPQH.DE vs. GAUG - Dividend Comparison
Neither SPQH.DE nor GAUG has paid dividends to shareholders.
Drawdowns
SPQH.DE vs. GAUG - Drawdown Comparison
The maximum SPQH.DE drawdown since its inception was -17.68%, roughly equal to the maximum GAUG drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for SPQH.DE and GAUG.
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Drawdown Indicators
| SPQH.DE | GAUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.68% | -10.08% | -7.60% |
Max Drawdown (1Y)Largest decline over 1 year | -10.50% | -7.14% | -3.36% |
Current DrawdownCurrent decline from peak | -8.22% | -2.00% | -6.22% |
Average DrawdownAverage peak-to-trough decline | -3.98% | -0.76% | -3.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 1.28% | +1.82% |
Volatility
SPQH.DE vs. GAUG - Volatility Comparison
The current volatility for Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.DE) is 2.16%, while FT Cboe Vest U.S. Equity Moderate Buffer ETF - August (GAUG) has a volatility of 2.47%. This indicates that SPQH.DE experiences smaller price fluctuations and is considered to be less risky than GAUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPQH.DE | GAUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.16% | 2.47% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 5.38% | 5.90% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.87% | 13.28% | +1.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.03% | 10.37% | +0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.03% | 10.37% | +0.66% |