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STNC vs. GQGU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STNC vs. GQGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stance Equity ESG Large Cap Core ETF (STNC) and GQG US Equity ETF (GQGU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STNC achieves a 9.57% return, which is significantly higher than GQGU's 6.60% return.


STNC

1D
0.53%
1M
3.49%
YTD
9.57%
6M
11.33%
1Y
20.51%
3Y*
12.63%
5Y*
7.71%
10Y*

GQGU

1D
-1.06%
1M
-1.65%
YTD
6.60%
6M
7.16%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

STNC vs. GQGU - Yearly Performance Comparison


2026 (YTD)2025
STNC
Stance Equity ESG Large Cap Core ETF
9.57%6.63%
GQGU
GQG US Equity ETF
6.60%-1.14%

Correlation

The correlation between STNC and GQGU is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 15, 2025

0.16

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Return for Risk

STNC vs. GQGU — Risk / Return Rank

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

STNC
STNC Risk / Return Rank: 4747
Overall Rank
STNC Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
STNC Sortino Ratio Rank: 4545
Sortino Ratio Rank
STNC Omega Ratio Rank: 4141
Omega Ratio Rank
STNC Calmar Ratio Rank: 5353
Calmar Ratio Rank
STNC Martin Ratio Rank: 5252
Martin Ratio Rank

GQGU
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.

STNC vs. GQGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stance Equity ESG Large Cap Core ETF (STNC) 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.


STNCGQGUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.55

Martin ratioReturn relative to average drawdown

8.78

STNC vs. GQGU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


STNCGQGUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.60

-0.07

Drawdowns

STNC vs. GQGU - Drawdown Comparison

The maximum STNC drawdown since its inception was -22.33%, which is greater than GQGU's maximum drawdown of -6.65%. Use the drawdown chart below to compare losses from any high point for STNC and GQGU.


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Drawdown Indicators


STNCGQGUDifference

Max Drawdown

Largest peak-to-trough decline

-22.33%

-6.65%

-15.68%

Max Drawdown (1Y)

Largest decline over 1 year

-8.09%

Max Drawdown (3Y)

Largest decline over 3 years

-17.90%

Max Drawdown (5Y)

Largest decline over 5 years

-22.33%

Current Drawdown

Current decline from peak

-1.08%

-4.66%

+3.58%

Average Drawdown

Average peak-to-trough decline

-5.92%

-2.54%

-3.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

Volatility

STNC vs. GQGU - Volatility Comparison


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Volatility by Period


STNCGQGUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

Volatility (6M)

Calculated over the trailing 6-month period

10.47%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

10.14%

+3.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.53%

10.14%

+5.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.39%

10.14%

+5.25%

STNC vs. GQGU - Expense Ratio Comparison

STNC has a 0.85% expense ratio, which is higher than GQGU's 0.49% expense ratio.


Dividends

STNC vs. GQGU - Dividend Comparison

STNC's dividend yield for the trailing twelve months is around 0.93%, less than GQGU's 0.96% yield.


PositionTTM20252024202320222021
GQGU
GQG US Equity ETF
0.96%1.02%0.00%0.00%0.00%0.00%
STNC
Stance Equity ESG Large Cap Core ETF
0.93%1.02%0.96%0.08%0.58%0.41%

Frequently Asked Questions


STNC and GQGU have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GQGU is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GQGU is cheaper with a 0.49% expense ratio, compared with 0.85% for STNC.

GQGU has the higher dividend yield at 0.96%, compared with 0.93% for STNC.

They also come from different issuers: Red Gate Advisers LLC and GQG Partners. Their fees differ too: 0.85% for STNC and 0.49% for GQGU.

Portfolio Optimizer

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