STNC vs. GQGU

Last updated Jun 24, 2026

STNC (Stance Equity ESG Large Cap Core ETF) and GQGU (GQG US Equity ETF) are both Large Cap Growth Equities funds. Both are actively managed. At a 0.10 correlation, their price movements are largely independent. STNC charges 0.85%/yr vs 0.49%/yr for GQGU.

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.

Returns By Period

In the year-to-date period, STNC achieves a 13.06% return, which is significantly higher than GQGU's 4.84% return.

STNC

• 1D: -1.64%
• 1M: 3.18%
• YTD: 13.06%
• 6M: 12.47%
• 1Y: 24.99%
• 3Y*: 13.47%
• 5Y*: 8.11%
• 10Y*: —

GQGU

• 1D: 1.90%
• 1M: -3.53%
• YTD: 4.84%
• 6M: 4.93%
• 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	13.06%	7.47%
GQGU GQG US Equity ETF	4.84%	-1.12%

Correlation

The correlation between STNC and GQGU is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025	0.10

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: 60
STNC Sharpe Ratio Rank: 57
STNC Sortino Ratio Rank: 60
STNC Omega Ratio Rank: 51
STNC Calmar Ratio Rank: 68
STNC Martin Ratio Rank: 64

GQGU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

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.

	STNC	GQGU	Difference
Sharpe ratio: Return per unit of total volatility	1.75	—	—
Sortino ratio: Return per unit of downside risk	2.57	—	—
Omega ratio: Gain probability vs. loss probability	1.30	—	—
Calmar ratio: Return relative to maximum drawdown	3.10	—	—
Martin ratio: Return relative to average drawdown	10.66	—	—

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 -8.41%. Use the drawdown chart below to compare losses from any high point for STNC and GQGU.

Drawdown Indicators

	STNC	GQGU	Difference
Max Drawdown Largest peak-to-trough decline	-22.33%	-8.41%	-13.92%
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	-1.64%	-6.23%	+4.59%
Average Drawdown Average peak-to-trough decline	-5.87%	-2.71%	-3.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.35%	—	—

Volatility

Volatility by Period

	STNC	GQGU	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.87%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.47%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.33%	10.54%	+3.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.67%	10.54%	+5.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.48%	10.54%	+4.94%

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 0.90%, less than GQGU's 0.97% yield.

Position	TTM	2025	2024	2023	2022	2021
GQGU GQG US Equity ETF	0.97%	1.02%	0.00%	0.00%	0.00%	0.00%
STNC Stance Equity ESG Large Cap Core ETF	0.90%	1.02%	0.96%	0.08%	0.58%	0.41%

Frequently Asked Questions

Can I hold both STNC and GQGU in my portfolio?

STNC and GQGU have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, STNC or GQGU?

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.

Which ETF is cheaper, STNC or GQGU?

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

Which ETF pays a higher dividend yield, STNC or GQGU?

GQGU has the higher dividend yield at 0.97%, compared with 0.90% for STNC.

What is the main difference between STNC and GQGU?

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.