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SXQG vs. OUSA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SXQG vs. OUSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETC 6 Meridian Quality Growth ETF (SXQG) and OShares U.S. Quality Dividend ETF (OUSA). The values are adjusted to include any dividend payments, if applicable.

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SXQG vs. OUSA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SXQG
ETC 6 Meridian Quality Growth ETF
-9.05%4.43%18.77%28.32%-23.93%12.62%
OUSA
OShares U.S. Quality Dividend ETF
-3.17%10.23%17.09%13.44%-9.33%13.09%

Returns By Period

In the year-to-date period, SXQG achieves a -9.05% return, which is significantly lower than OUSA's -3.17% return.


SXQG

1D
2.60%
1M
-6.35%
YTD
-9.05%
6M
-10.36%
1Y
0.50%
3Y*
10.12%
5Y*
10Y*

OUSA

1D
1.44%
1M
-6.28%
YTD
-3.17%
6M
-0.83%
1Y
6.15%
3Y*
11.51%
5Y*
8.66%
10Y*
9.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SXQG vs. OUSA - Expense Ratio Comparison

SXQG has a 1.00% expense ratio, which is higher than OUSA's 0.48% expense ratio.


Return for Risk

SXQG vs. OUSA — Risk / Return Rank

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

SXQG
SXQG Risk / Return Rank: 1313
Overall Rank
SXQG Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SXQG Sortino Ratio Rank: 1212
Sortino Ratio Rank
SXQG Omega Ratio Rank: 1212
Omega Ratio Rank
SXQG Calmar Ratio Rank: 1313
Calmar Ratio Rank
SXQG Martin Ratio Rank: 1414
Martin Ratio Rank

OUSA
OUSA Risk / Return Rank: 3030
Overall Rank
OUSA Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
OUSA Sortino Ratio Rank: 2727
Sortino Ratio Rank
OUSA Omega Ratio Rank: 2626
Omega Ratio Rank
OUSA Calmar Ratio Rank: 3232
Calmar Ratio Rank
OUSA Martin Ratio Rank: 3636
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.

SXQG vs. OUSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETC 6 Meridian Quality Growth ETF (SXQG) 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.


SXQGOUSADifference

Sharpe ratio

Return per unit of total volatility

0.03

0.45

-0.42

Sortino ratio

Return per unit of downside risk

0.17

0.74

-0.57

Omega ratio

Gain probability vs. loss probability

1.02

1.10

-0.08

Calmar ratio

Return relative to maximum drawdown

0.08

0.75

-0.67

Martin ratio

Return relative to average drawdown

0.26

3.10

-2.84

SXQG vs. OUSA - Sharpe Ratio Comparison

The current SXQG Sharpe Ratio is 0.03, which is lower than the OUSA Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of SXQG and OUSA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SXQGOUSADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

0.45

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.66

-0.41

Correlation

The correlation between SXQG and OUSA is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SXQG vs. OUSA - Dividend Comparison

SXQG's dividend yield for the trailing twelve months is around 0.16%, less than OUSA's 1.46% yield.


TTM20252024202320222021202020192018201720162015
SXQG
ETC 6 Meridian Quality Growth ETF
0.16%0.15%0.00%0.02%0.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OUSA
OShares U.S. Quality Dividend ETF
1.46%1.39%1.50%1.81%1.92%1.56%2.03%2.31%3.06%2.15%2.32%1.17%

Drawdowns

SXQG vs. OUSA - Drawdown Comparison

The maximum SXQG drawdown since its inception was -33.97%, roughly equal to the maximum OUSA drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for SXQG and OUSA.


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Drawdown Indicators


SXQGOUSADifference

Max Drawdown

Largest peak-to-trough decline

-33.97%

-33.12%

-0.85%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

-9.80%

-4.23%

Max Drawdown (5Y)

Largest decline over 5 years

-19.54%

Max Drawdown (10Y)

Largest decline over 10 years

-33.12%

Current Drawdown

Current decline from peak

-11.72%

-6.65%

-5.07%

Average Drawdown

Average peak-to-trough decline

-10.23%

-3.53%

-6.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

2.39%

+1.78%

Volatility

SXQG vs. OUSA - Volatility Comparison

ETC 6 Meridian Quality Growth ETF (SXQG) has a higher volatility of 4.97% compared to OShares U.S. Quality Dividend ETF (OUSA) at 3.78%. This indicates that SXQG's price experiences larger fluctuations and is considered to be riskier than OUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXQGOUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

3.78%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

8.71%

7.27%

+1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

17.26%

13.88%

+3.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.15%

13.31%

+4.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.15%

15.15%

+3.00%