SQS vs. HIDE
SQS (Sapient Quality Select ETF) and HIDE (Alpha Architect High Inflation And Deflation ETF) are both exchange-traded funds - SQS is a Quality Factor fund actively managed by Alpha Architect, while HIDE is a Diversified Portfolio fund actively managed by Alpha Architect. Both are actively managed. Their -0.08 correlation means they have often moved in opposite directions in the past. SQS charges 0.80%/yr vs 0.29%/yr for HIDE.
Performance
SQS vs. HIDE - Performance Comparison
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Returns By Period
SQS
- 1D
- 1.43%
- 1M
- -0.43%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
HIDE
- 1D
- -0.04%
- 1M
- 1.84%
- 6M
- 4.51%
- YTD
- 7.48%
- 1Y
- 10.38%
- 3Y*
- 4.49%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.44M | $1.27M | $1.13M | |
| $368.93K | $275.74K | $458.12K |
SQS vs. HIDE - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SQS Sapient Quality Select ETF | 8.23% |
HIDE Alpha Architect High Inflation And Deflation ETF | 1.12% |
Correlation
The correlation between SQS and HIDE is -0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 16, 2026 | -0.08 |
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Return for Risk
SQS vs. HIDE — Risk / Return Rank
SQS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
HIDE
SQS vs. HIDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sapient Quality Select ETF (SQS) and Alpha Architect High Inflation And Deflation ETF (HIDE). 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.
| SQS | HIDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.46 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.28 | — |
| Martin ratioReturn relative to average drawdown | — | 10.56 | — |
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Drawdowns
SQS vs. HIDE - Drawdown Comparison
The maximum SQS drawdown since its inception was -7.90%, which is greater than HIDE's maximum drawdown of -5.15%. Use the drawdown chart below to compare losses from any high point for SQS and HIDE.
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Drawdown Indicators
| SQS | HIDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.90% | -5.15% | -2.75% |
Max Drawdown (1Y)Largest decline over 1 year | — | -3.31% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -5.15% | — |
Current DrawdownCurrent decline from peak | -3.23% | -1.10% | -2.13% |
Average DrawdownAverage peak-to-trough decline | -2.12% | -0.98% | -1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.03% | — |
Volatility
SQS vs. HIDE - Volatility Comparison
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Volatility by Period
| SQS | HIDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.31% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 4.07% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 4.73% | +13.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.52% | 4.30% | +14.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.52% | 4.30% | +14.22% |
SQS vs. HIDE - Expense Ratio Comparison
SQS has a 0.80% expense ratio, which is higher than HIDE's 0.29% expense ratio.
Dividends
SQS vs. HIDE - Dividend Comparison
SQS has not paid dividends to shareholders, while HIDE's dividend yield for the trailing twelve months is around 2.94%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
HIDE Alpha Architect High Inflation And Deflation ETF | 2.94% | 3.16% | 2.86% | 3.90% | 6.25% |
SQS Sapient Quality Select ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SQS and HIDE have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, HIDE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
HIDE is cheaper with a 0.29% expense ratio, compared with 0.80% for SQS.
HIDE has the higher dividend yield at 2.94%, compared with 0.00% for SQS.
SQS is categorized as Quality Factor, while HIDE is Diversified Portfolio. Their fees differ too: 0.80% for SQS and 0.29% for HIDE.
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