SQS vs. SQLV
SQS (Sapient Quality Select ETF) and SQLV (Royce Quant Small-Cap Quality Value ETF) are both Quality Factor funds. Both are actively managed. Their 0.39 correlation means their historical movements had little consistent relationship. SQS charges 0.80%/yr vs 0.60%/yr for SQLV.
Performance
SQS vs. SQLV - Performance Comparison
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Returns By Period
SQS
- 1D
- 1.43%
- 1M
- -0.43%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
SQLV
- 1D
- -0.45%
- 1M
- 1.00%
- 6M
- 18.55%
- YTD
- 23.57%
- 1Y
- 37.64%
- 3Y*
- 12.11%
- 5Y*
- 8.18%
- 10Y*
- —
- ALL TIME*
- 9.92%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.18M | $614.27K | $248.07K | |
| $368.93K | $275.74K | $458.12K |
SQS vs. SQLV - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SQS Sapient Quality Select ETF | 8.23% |
SQLV Royce Quant Small-Cap Quality Value ETF | 22.74% |
Correlation
The correlation between SQS and SQLV is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 16, 2026 | 0.39 |
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Return for Risk
SQS vs. SQLV — Risk / Return Rank
SQS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SQLV
SQS vs. SQLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sapient Quality Select ETF (SQS) and Royce Quant Small-Cap Quality Value ETF (SQLV). 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 | SQLV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.34 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.95 | — |
| Martin ratioReturn relative to average drawdown | — | 12.39 | — |
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Drawdowns
SQS vs. SQLV - Drawdown Comparison
The maximum SQS drawdown since its inception was -7.90%, smaller than the maximum SQLV drawdown of -48.34%. Use the drawdown chart below to compare losses from any high point for SQS and SQLV.
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Drawdown Indicators
| SQS | SQLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.90% | -48.34% | +40.44% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.84% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.86% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.86% | — |
Current DrawdownCurrent decline from peak | -3.23% | -1.74% | -1.49% |
Average DrawdownAverage peak-to-trough decline | -2.12% | -8.80% | +6.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.81% | — |
Volatility
SQS vs. SQLV - Volatility Comparison
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Volatility by Period
| SQS | SQLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.34% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.60% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 17.33% | +1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.52% | 20.87% | -2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.52% | 23.24% | -4.72% |
SQS vs. SQLV - Expense Ratio Comparison
SQS has a 0.80% expense ratio, which is higher than SQLV's 0.60% expense ratio.
Dividends
SQS vs. SQLV - Dividend Comparison
SQS has not paid dividends to shareholders, while SQLV's dividend yield for the trailing twelve months is around 0.95%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SQLV Royce Quant Small-Cap Quality Value ETF | 0.95% | 1.15% | 1.11% | 1.09% | 1.24% | 1.12% | 1.22% | 1.20% | 1.08% | 0.40% |
SQS Sapient Quality Select ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SQS and SQLV have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SQLV is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SQLV is cheaper with a 0.60% expense ratio, compared with 0.80% for SQS.
SQLV has the higher dividend yield at 0.95%, compared with 0.00% for SQS.
They also come from different issuers: Alpha Architect and Franklin Templeton. Their fees differ too: 0.80% for SQS and 0.60% for SQLV.
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