SQS vs. MOOD
SQS (Sapient Quality Select ETF) and MOOD (Relative Sentiment Tactical Allocation ETF) are both exchange-traded funds - SQS is a Quality Factor fund actively managed by Alpha Architect, while MOOD is a Tactical Allocation fund actively managed by Alpha Architect. Both are actively managed. Their correlation of 0.81 means they have usually moved in the same direction. SQS charges 0.80%/yr vs 0.73%/yr for MOOD.
Performance
SQS vs. MOOD - Performance Comparison
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Returns By Period
SQS
- 1D
- 1.43%
- 1M
- -0.43%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
MOOD
- 1D
- 0.04%
- 1M
- -0.12%
- 6M
- 5.83%
- YTD
- 13.27%
- 1Y
- 32.12%
- 3Y*
- 19.14%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $594.91K | $566.29K | $735.34K | |
| $368.93K | $275.74K | $458.12K |
SQS vs. MOOD - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SQS Sapient Quality Select ETF | 8.23% |
MOOD Relative Sentiment Tactical Allocation ETF | 5.32% |
Correlation
The correlation between SQS and MOOD is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 16, 2026 | 0.81 |
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Return for Risk
SQS vs. MOOD — Risk / Return Rank
SQS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MOOD
SQS vs. MOOD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sapient Quality Select ETF (SQS) and Relative Sentiment Tactical Allocation ETF (MOOD). 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 | MOOD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.42 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.23 | — |
| Martin ratioReturn relative to average drawdown | — | 9.79 | — |
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Drawdowns
SQS vs. MOOD - Drawdown Comparison
The maximum SQS drawdown since its inception was -7.90%, smaller than the maximum MOOD drawdown of -14.34%. Use the drawdown chart below to compare losses from any high point for SQS and MOOD.
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Drawdown Indicators
| SQS | MOOD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.90% | -14.34% | +6.44% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.71% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -9.71% | — |
Current DrawdownCurrent decline from peak | -3.23% | -2.08% | -1.15% |
Average DrawdownAverage peak-to-trough decline | -2.12% | -2.30% | +0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.20% | — |
Volatility
SQS vs. MOOD - Volatility Comparison
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Volatility by Period
| SQS | MOOD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.45% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 12.23% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 14.69% | +3.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.52% | 12.09% | +6.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.52% | 12.09% | +6.43% |
SQS vs. MOOD - Expense Ratio Comparison
SQS has a 0.80% expense ratio, which is higher than MOOD's 0.73% expense ratio.
Dividends
SQS vs. MOOD - Dividend Comparison
SQS has not paid dividends to shareholders, while MOOD's dividend yield for the trailing twelve months is around 0.36%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
MOOD Relative Sentiment Tactical Allocation ETF | 0.36% | 0.40% | 1.33% | 1.34% | 1.43% |
SQS Sapient Quality Select ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SQS and MOOD have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MOOD is cheaper at 0.73% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MOOD is cheaper with a 0.73% expense ratio, compared with 0.80% for SQS.
MOOD has the higher dividend yield at 0.36%, compared with 0.00% for SQS.
SQS is categorized as Quality Factor, while MOOD is Tactical Allocation. Their fees differ too: 0.80% for SQS and 0.73% for MOOD.
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