STNC vs. OUSA

Last updated Aug 2, 2026

STNC (Hennessy Stance ESG ETF) and OUSA (OShares U.S. Quality Dividend ETF) are both exchange-traded funds - STNC is a Large Cap Growth Equities fund actively managed by Hennessy, while OUSA is a Quality Factor fund tracking the O'Shares US Quality Dividend Index. STNC is actively managed, while OUSA is passively managed. Over the past 5 years, STNC returned 7.12%/yr vs 8.87%/yr for OUSA. Their correlation of 0.83 means they have usually moved in the same direction. STNC charges 0.85%/yr vs 0.48%/yr for OUSA.

Performance

STNC vs. OUSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hennessy Stance ESG ETF (STNC) and OShares U.S. Quality Dividend ETF (OUSA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STNC achieves a 11.50% return, which is significantly higher than OUSA's 6.53% return.

STNC

• 1D: -0.02%
• 1M: -0.41%
• 6M: 6.93%
• YTD: 11.50%
• 1Y: 20.36%
• 3Y*: 11.71%
• 5Y*: 7.12%
• 10Y*: —
• ALL TIME*: 8.09%

OUSA

• 1D: 0.11%
• 1M: 1.87%
• 6M: 4.63%
• YTD: 6.53%
• 1Y: 15.60%
• 3Y*: 12.64%
• 5Y*: 8.87%
• 10Y*: 10.36%
• ALL TIME*: 10.68%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
OUSA OShares U.S. Quality Dividend ETF	$914.72K	$1.31M	$1.45M
STNC Hennessy Stance ESG ETF	$80.91K	$76.39K	$55.00K

STNC vs. OUSA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
STNC Hennessy Stance ESG ETF	11.50%	10.33%	8.92%	11.49%	-13.10%	17.04%
OUSA OShares U.S. Quality Dividend ETF	6.53%	10.23%	17.09%	13.44%	-9.33%	21.26%

Correlation

The correlation between STNC and OUSA is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.56
Correlation (3Y) Balances recent behavior with more history.	0.76
Correlation (5Y) Shows whether the relationship held over a longer period.	0.83
Correlation (All Time) Calculated using the full available price history since Mar 16, 2021	0.83

Over the past year, the correlation between STNC and OUSA has dropped to 0.56 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.

STNC vs. OUSA - Sectors Allocation Comparison

Sectors	STNC	OUSA
Technology	27.3%	23.7%
Consumer Cyclical	17.9%	13.1%
Healthcare	12.7%	15.1%
Industrials	11.6%	11.9%
Consumer Defensive	6.9%	7.4%
Financial Services	6.3%	18.6%
Communication Services	6.2%	10.3%
Utilities	4.6%	-
Basic Materials	3.5%	-
Real Estate	3.0%	-
Energy	-	-

Return for Risk

STNC vs. OUSA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

STNC

STNC Risk / Return Rank: 58
STNC Sharpe Ratio Rank: 54
STNC Sortino Ratio Rank: 58
STNC Omega Ratio Rank: 50
STNC Calmar Ratio Rank: 68
STNC Martin Ratio Rank: 60

OUSA

OUSA Risk / Return Rank: 59
OUSA Sharpe Ratio Rank: 63
OUSA Sortino Ratio Rank: 68
OUSA Omega Ratio Rank: 60
OUSA Calmar Ratio Rank: 50
OUSA Martin Ratio Rank: 53

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

STNC vs. OUSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hennessy Stance ESG ETF (STNC) and OShares U.S. Quality Dividend ETF (OUSA). 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	OUSA	Difference
Sharpe ratio: Return per unit of total volatility	1.32	1.46	-0.14
Sortino ratio: Return per unit of downside risk	1.99	2.22	-0.23
Omega ratio: Gain probability vs. loss probability	1.23	1.26	-0.03
Calmar ratio: Return relative to maximum drawdown	2.39	1.78	+0.60
Martin ratio: Return relative to average drawdown	7.25	6.23	+1.02

STNC vs. OUSA - Sharpe Ratio Comparison

The current STNC Sharpe Ratio is 1.32, which is comparable to the OUSA Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of STNC and OUSA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

STNC vs. OUSA - Drawdown Comparison

The maximum STNC drawdown since its inception was -22.33%, smaller than the maximum OUSA drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for STNC and OUSA.

Drawdown Indicators

	STNC	OUSA	Difference
Max Drawdown Largest peak-to-trough decline	-22.33%	-33.12%	+10.79%
Max Drawdown (1Y) Largest decline over 1 year	-8.09%	-8.36%	+0.27%
Max Drawdown (3Y) Largest decline over 3 years	-17.90%	-13.14%	-4.76%
Max Drawdown (5Y) Largest decline over 5 years	-22.33%	-19.54%	-2.79%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.12%	—
Current Drawdown Current decline from peak	-4.06%	-0.75%	-3.31%
Average Drawdown Average peak-to-trough decline	-5.82%	-3.50%	-2.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.66%	2.39%	+0.27%

Volatility

STNC vs. OUSA - Volatility Comparison

The current volatility for Hennessy Stance ESG ETF (STNC) is 3.41%, while OShares U.S. Quality Dividend ETF (OUSA) has a volatility of 4.00%. This indicates that STNC experiences smaller price fluctuations and is considered to be less risky than OUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STNC	OUSA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.41%	4.00%	-0.59%
Volatility (6M) Calculated over the trailing 6-month period	12.08%	8.11%	+3.97%
Volatility (1Y) Calculated over the trailing 1-year period	14.71%	10.27%	+4.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.74%	13.38%	+2.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.46%	15.19%	+0.27%

STNC vs. OUSA - Expense Ratio Comparison

STNC has a 0.85% expense ratio, which is higher than OUSA's 0.48% expense ratio.

Dividends

STNC vs. OUSA - Dividend Comparison

STNC's dividend yield for the trailing twelve months is around 0.91%, less than OUSA's 1.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OUSA OShares U.S. Quality Dividend ETF	1.36%	1.39%	1.50%	1.81%	1.92%	1.56%	2.03%	2.31%	3.06%	2.15%	2.32%	1.17%
STNC Hennessy Stance ESG ETF	0.91%	1.02%	0.96%	0.08%	0.58%	0.41%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both STNC and OUSA in my portfolio?

STNC and OUSA have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STNC or OUSA?

OUSA has higher volatility (4.00%) compared to STNC (3.41%). In terms of maximum drawdown, STNC dropped -22.33% vs OUSA's -33.12%.

Which ETF is better, STNC or OUSA?

On 5-year performance, OUSA leads with 8.87% vs 7.12% for STNC. On fees, OUSA is cheaper at 0.48% per year. On volatility, STNC has been the lower-risk option at 3.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STNC or OUSA?

Over the 5-year period, OUSA has performed better with a 8.87% return vs 7.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STNC or OUSA?

OUSA is cheaper with a 0.48% expense ratio, compared with 0.85% for STNC.

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

OUSA has the higher dividend yield at 1.36%, compared with 0.91% for STNC.

What is the main difference between STNC and OUSA?

STNC is categorized as Large Cap Growth Equities, while OUSA is Quality Factor. They also come from different issuers: Hennessy and O'Shares Investments. Their fees differ too: 0.85% for STNC and 0.48% for OUSA.

Which has better risk-adjusted returns?

OUSA currently has the higher Sharpe Ratio (1.46 vs 1.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.