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STXG vs. QUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STXG vs. QUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 1000 Growth ETF (STXG) and SPDR MSCI USA StrategicFactors ETF (QUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STXG achieves a 11.15% return, which is significantly higher than QUS's 7.13% return.


STXG

1D
0.10%
1M
6.55%
YTD
11.15%
6M
10.91%
1Y
29.72%
3Y*
24.12%
5Y*
10Y*

QUS

1D
-0.06%
1M
2.61%
YTD
7.13%
6M
7.86%
1Y
18.57%
3Y*
17.71%
5Y*
11.37%
10Y*
13.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STXG vs. QUS - Yearly Performance Comparison


2026 (YTD)2025202420232022
STXG
Strive 1000 Growth ETF
11.15%17.82%28.53%35.95%-3.74%
QUS
SPDR MSCI USA StrategicFactors ETF
7.13%14.13%18.99%21.78%-1.36%

Correlation

The correlation between STXG and QUS is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2022

0.84

The correlation between STXG and QUS has been stable across timeframes, ranging from 0.76 to 0.84 - a consistent structural relationship.

STXG vs. QUS - Sectors Allocation Comparison


Sectors
STXG
QUS

Technology

45.0%
26.3%

Communication Services

12.6%
10.2%

Consumer Cyclical

11.4%
5.8%

Industrials

9.3%
8.6%

Financial Services

7.6%
14.6%

Healthcare

6.0%
13.4%

Consumer Defensive

3.4%
9.2%

Real Estate

1.7%
1.4%

Basic Materials

1.5%
2.3%

Utilities

0.7%
3.6%

Energy

0.6%
4.6%

Technology

STXG
45.0%
QUS
26.3%

Communication Services

STXG
12.6%
QUS
10.2%

Consumer Cyclical

STXG
11.4%
QUS
5.8%

Industrials

STXG
9.3%
QUS
8.6%

Financial Services

STXG
7.6%
QUS
14.6%

Healthcare

STXG
6.0%
QUS
13.4%

Consumer Defensive

STXG
3.4%
QUS
9.2%

Real Estate

STXG
1.7%
QUS
1.4%

Basic Materials

STXG
1.5%
QUS
2.3%

Utilities

STXG
0.7%
QUS
3.6%

Energy

STXG
0.6%
QUS
4.6%

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Return for Risk

STXG vs. QUS — Risk / Return Rank

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

STXG
STXG Risk / Return Rank: 5656
Overall Rank
STXG Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
STXG Sortino Ratio Rank: 5959
Sortino Ratio Rank
STXG Omega Ratio Rank: 5858
Omega Ratio Rank
STXG Calmar Ratio Rank: 4747
Calmar Ratio Rank
STXG Martin Ratio Rank: 5555
Martin Ratio Rank

QUS
QUS Risk / Return Rank: 6161
Overall Rank
QUS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
QUS Sortino Ratio Rank: 6262
Sortino Ratio Rank
QUS Omega Ratio Rank: 6060
Omega Ratio Rank
QUS Calmar Ratio Rank: 5555
Calmar Ratio Rank
QUS Martin Ratio Rank: 6666
Martin Ratio Rank
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.

STXG vs. QUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive 1000 Growth ETF (STXG) and SPDR MSCI USA StrategicFactors ETF (QUS). 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.


STXGQUSDifference

Sharpe ratio

Return per unit of total volatility

2.07

2.06

+0.02

Sortino ratio

Return per unit of downside risk

2.83

2.94

-0.11

Omega ratio

Gain probability vs. loss probability

1.36

1.37

0.00

Calmar ratio

Return relative to maximum drawdown

2.39

2.77

-0.38

Martin ratio

Return relative to average drawdown

9.70

12.37

-2.67

STXG vs. QUS - Sharpe Ratio Comparison

The current STXG Sharpe Ratio is 2.07, which is comparable to the QUS Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of STXG and QUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


STXGQUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

2.06

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

1.43

0.77

+0.66

Drawdowns

STXG vs. QUS - Drawdown Comparison

The maximum STXG drawdown since its inception was -21.22%, smaller than the maximum QUS drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for STXG and QUS.


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Drawdown Indicators


STXGQUSDifference

Max Drawdown

Largest peak-to-trough decline

-21.22%

-33.78%

+12.56%

Max Drawdown (1Y)

Largest decline over 1 year

-12.62%

-6.85%

-5.77%

Max Drawdown (3Y)

Largest decline over 3 years

-21.22%

-13.94%

-7.28%

Max Drawdown (5Y)

Largest decline over 5 years

-22.30%

Max Drawdown (10Y)

Largest decline over 10 years

-33.78%

Current Drawdown

Current decline from peak

0.00%

-0.07%

+0.07%

Average Drawdown

Average peak-to-trough decline

-2.62%

-3.70%

+1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

1.53%

+1.58%

Volatility

STXG vs. QUS - Volatility Comparison

Strive 1000 Growth ETF (STXG) has a higher volatility of 3.49% compared to SPDR MSCI USA StrategicFactors ETF (QUS) at 1.80%. This indicates that STXG's price experiences larger fluctuations and is considered to be riskier than QUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STXGQUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

1.80%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

11.05%

6.68%

+4.37%

Volatility (1Y)

Calculated over the trailing 1-year period

14.41%

9.08%

+5.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.53%

14.32%

+3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.53%

16.42%

+1.11%

STXG vs. QUS - Expense Ratio Comparison

STXG has a 0.18% expense ratio, which is higher than QUS's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

STXG vs. QUS - Dividend Comparison

STXG's dividend yield for the trailing twelve months is around 0.45%, less than QUS's 1.31% yield.


PositionTTM20252024202320222021202020192018201720162015
QUS
SPDR MSCI USA StrategicFactors ETF
1.31%1.38%1.49%1.57%1.68%1.27%1.73%1.81%2.12%1.86%2.07%1.48%
STXG
Strive 1000 Growth ETF
0.45%0.48%0.51%0.55%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


STXG and QUS have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STXG has higher volatility (3.49%) compared to QUS (1.80%). In terms of maximum drawdown, STXG dropped -21.22% vs QUS's -33.78%.

On 3-year performance, STXG leads with 24.12% vs 17.71% for QUS. On fees, QUS is cheaper at 0.15% per year. On volatility, QUS has been the lower-risk option at 1.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, STXG has performed better with a 24.12% return vs 17.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QUS is cheaper with a 0.15% expense ratio, compared with 0.18% for STXG.

QUS has the higher dividend yield at 1.31%, compared with 0.45% for STXG.

STXG tracks Bloomberg US 1000 Growth, while QUS tracks MSCI USA Factor Mix A-Series Capped (USD). They also come from different issuers: Strive and State Street. Their fees differ too: 0.18% for STXG and 0.15% for QUS.

STXG currently has the higher Sharpe Ratio (2.07 vs 2.06), 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.

Portfolio Optimizer

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