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SQS vs. HAIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SQS vs. HAIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sapient Quality Select ETF (SQS) and SPDR S&P Kensho Smart Mobility ETF (HAIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SQS

1D
-3.19%
1M
-1.11%
YTD
6M
1Y
3Y*
5Y*
10Y*

HAIL

1D
-8.01%
1M
5.85%
YTD
21.08%
6M
17.54%
1Y
43.45%
3Y*
11.72%
5Y*
-6.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SQS vs. HAIL - Yearly Performance Comparison


Correlation

The correlation between SQS and HAIL is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 17, 2026

0.76

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Return for Risk

SQS vs. HAIL — Risk / Return Rank

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

SQS

HAIL
HAIL Risk / Return Rank: 4646
Overall Rank
HAIL Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
HAIL Sortino Ratio Rank: 4343
Sortino Ratio Rank
HAIL Omega Ratio Rank: 4242
Omega Ratio Rank
HAIL Calmar Ratio Rank: 5353
Calmar Ratio Rank
HAIL Martin Ratio Rank: 4848
Martin Ratio Rank
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.

SQS vs. HAIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sapient Quality Select ETF (SQS) and SPDR S&P Kensho Smart Mobility ETF (HAIL). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SQS vs. HAIL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SQSHAILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

2.24

0.17

+2.07

Drawdowns

SQS vs. HAIL - Drawdown Comparison

The maximum SQS drawdown since its inception was -7.18%, smaller than the maximum HAIL drawdown of -65.98%. Use the drawdown chart below to compare losses from any high point for SQS and HAIL.


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Drawdown Indicators


SQSHAILDifference

Max Drawdown

Largest peak-to-trough decline

-7.18%

-65.98%

+58.80%

Max Drawdown (1Y)

Largest decline over 1 year

-18.64%

Max Drawdown (3Y)

Largest decline over 3 years

-40.96%

Max Drawdown (5Y)

Largest decline over 5 years

-63.12%

Current Drawdown

Current decline from peak

-4.14%

-36.14%

+32.00%

Average Drawdown

Average peak-to-trough decline

-1.20%

-31.60%

+30.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.19%

Volatility

SQS vs. HAIL - Volatility Comparison


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Volatility by Period


SQSHAILDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.79%

Volatility (6M)

Calculated over the trailing 6-month period

23.81%

Volatility (1Y)

Calculated over the trailing 1-year period

18.82%

30.37%

-11.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.82%

31.99%

-13.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.82%

31.84%

-13.02%

SQS vs. HAIL - Expense Ratio Comparison

SQS has a 0.80% expense ratio, which is higher than HAIL's 0.45% expense ratio.


Dividends

SQS vs. HAIL - Dividend Comparison

SQS has not paid dividends to shareholders, while HAIL's dividend yield for the trailing twelve months is around 1.56%.


PositionTTM20252024202320222021202020192018
HAIL
SPDR S&P Kensho Smart Mobility ETF
1.56%2.00%2.98%2.62%2.09%1.36%0.52%1.17%2.54%
SQS
Sapient Quality Select ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SQS and HAIL 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, HAIL is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HAIL is cheaper with a 0.45% expense ratio, compared with 0.80% for SQS.

HAIL has the higher dividend yield at 1.56%, compared with 0.00% for SQS.

They also come from different issuers: Sapient and State Street. Their fees differ too: 0.80% for SQS and 0.45% for HAIL.

Portfolio Optimizer

Find the right allocation for SQS and HAIL

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