SSUS vs. GQGU

Last updated Apr 1, 2026

Compare and contrast key facts about Day Hagan/Ned Davis Research Smart Sector ETF (SSUS) and GQG US Equity ETF (GQGU).

SSUS and GQGU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SSUS is an actively managed fund by Donald L. Hagan LLC. It was launched on Jan 17, 2020. GQGU is an actively managed fund by GQG Partners. It was launched on Jul 14, 2025.

Performance

SSUS vs. GQGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Day Hagan/Ned Davis Research Smart Sector ETF (SSUS) and GQG US Equity ETF (GQGU). The values are adjusted to include any dividend payments, if applicable.

SSUS vs. GQGU - Yearly Performance Comparison

	2026 (YTD)	2025
SSUS Day Hagan/Ned Davis Research Smart Sector ETF	-4.23%	8.06%
GQGU GQG US Equity ETF	9.61%	-1.14%

Returns By Period

In the year-to-date period, SSUS achieves a -4.23% return, which is significantly lower than GQGU's 9.61% return.

SSUS

• 1D: 2.97%
• 1M: -5.41%
• YTD: -4.23%
• 6M: -2.87%
• 1Y: 15.26%
• 3Y*: 13.09%
• 5Y*: 9.09%
• 10Y*: —

GQGU

• 1D: -0.22%
• 1M: -1.96%
• YTD: 9.61%
• 6M: 7.66%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SSUS vs. GQGU - Expense Ratio Comparison

SSUS has a 0.81% expense ratio, which is higher than GQGU's 0.49% expense ratio.

SSUS

Day Hagan/Ned Davis Research Smart Sector ETF

GQGU

GQG US Equity ETF

Return for Risk

SSUS vs. GQGU — Risk / Return Rank

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

SSUS

SSUS Risk / Return Rank: 52
SSUS Sharpe Ratio Rank: 47
SSUS Sortino Ratio Rank: 48
SSUS Omega Ratio Rank: 52
SSUS Calmar Ratio Rank: 52
SSUS Martin Ratio Rank: 62

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.

SSUS vs. GQGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Day Hagan/Ned Davis Research Smart Sector ETF (SSUS) and GQG US Equity ETF (GQGU). 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.

	SSUS	GQGU	Difference
Sharpe ratio Return per unit of total volatility	0.85	—	—
Sortino ratio Return per unit of downside risk	1.32	—	—
Omega ratio Gain probability vs. loss probability	1.20	—	—
Calmar ratio Return relative to maximum drawdown	1.34	—	—
Martin ratio Return relative to average drawdown	6.23	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SSUS	GQGU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.85	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	1.25	-0.58

Correlation

The correlation between SSUS and GQGU is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

SSUS vs. GQGU - Dividend Comparison

SSUS's dividend yield for the trailing twelve months is around 0.54%, less than GQGU's 0.93% yield.

	TTM	2025	2024	2023	2022	2021	2020
SSUS Day Hagan/Ned Davis Research Smart Sector ETF	0.54%	0.52%	0.68%	1.07%	0.63%	0.55%	0.50%
GQGU GQG US Equity ETF	0.93%	1.02%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SSUS vs. GQGU - Drawdown Comparison

The maximum SSUS drawdown since its inception was -23.75%, which is greater than GQGU's maximum drawdown of -6.65%. Use the drawdown chart below to compare losses from any high point for SSUS and GQGU.

Drawdown Indicators

	SSUS	GQGU	Difference
Max Drawdown Largest peak-to-trough decline	-23.75%	-6.65%	-17.10%
Max Drawdown (1Y) Largest decline over 1 year	-11.83%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.45%	—	—
Current Drawdown Current decline from peak	-6.35%	-1.96%	-4.39%
Average Drawdown Average peak-to-trough decline	-5.36%	-2.20%	-3.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.55%	—	—

Volatility

Volatility by Period

	SSUS	GQGU	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.58%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.61%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.93%	9.55%	+8.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.22%	9.55%	+5.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.96%	9.55%	+7.41%