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TOV vs. QUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TOV vs. QUS

Last updated Aug 6, 2026
Documentation

TOV (JLens 500 Jewish Advocacy U.S. ETF) and QUS (State Street SPDR MSCI USA StrategicFactors ETF) are both Large Cap Blend Equities funds - TOV tracks the JLens 500 Jewish Advocacy U.S. Index while QUS tracks the MSCI USA Factor Mix A-Series Capped Index. Both are passively managed. Over the past year, TOV returned 23.75% vs 20.72% for QUS. Their correlation of 0.84 means they have usually moved in the same direction. TOV charges 0.18%/yr vs 0.15%/yr for QUS.

Performance

TOV vs. QUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JLens 500 Jewish Advocacy U.S. ETF (TOV) and State Street 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, TOV achieves a 13.69% return, which is significantly higher than QUS's 11.79% return.

TOV

1D
-0.08%
1M
2.47%
6M
13.10%
YTD
13.69%
1Y
23.75%
3Y*
—
5Y*
—
10Y*
—
ALL TIME*
20.48%

QUS

1D
0.02%
1M
2.61%
6M
9.40%
YTD
11.79%
1Y
20.72%
3Y*
17.66%
5Y*
11.08%
10Y*
13.70%
ALL TIME*
12.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

QUS

State Street SPDR MSCI USA StrategicFactors ETF
$3.07M$4.72M$3.42M

TOV

JLens 500 Jewish Advocacy U.S. ETF
$53.32K$104.73K$282.58K

TOV vs. QUS - Yearly Performance Comparison

2026 (YTD)2025
TOV
JLens 500 Jewish Advocacy U.S. ETF		13.69%14.91%
QUS
State Street SPDR MSCI USA StrategicFactors ETF		11.79%9.96%

Correlation

The correlation between TOV and QUS is 0.80, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.80

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2025

0.84

The correlation between TOV and QUS has been stable across timeframes, ranging from 0.80 to 0.84 - a consistent structural relationship.

TOV vs. QUS - Sectors Allocation Comparison

Sectors
TOV
QUS

Technology

38.3%
28.4%

Financial Services

11.8%
15.7%

Communication Services

10.1%
8.2%

Consumer Cyclical

9.2%
5.7%

Healthcare

9.1%
14.4%

Industrials

8.9%
8.1%

Consumer Defensive

4.4%
8.3%

Energy

3.0%
3.3%

Utilities

2.1%
3.9%

Real Estate

1.6%
1.6%

Basic Materials

1.6%
2.2%

Technology

TOV
38.3%
QUS
28.4%

Financial Services

TOV
11.8%
QUS
15.7%

Communication Services

TOV
10.1%
QUS
8.2%

Consumer Cyclical

TOV
9.2%
QUS
5.7%

Healthcare

TOV
9.1%
QUS
14.4%

Industrials

TOV
8.9%
QUS
8.1%

Consumer Defensive

TOV
4.4%
QUS
8.3%

Energy

TOV
3.0%
QUS
3.3%

Utilities

TOV
2.1%
QUS
3.9%

Real Estate

TOV
1.6%
QUS
1.6%

Basic Materials

TOV
1.6%
QUS
2.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

JLens 500 Jewish Advocacy U.S. ETF

State Street SPDR MSCI USA StrategicFactors ETF

Often compared with TOV:
TOV vs. BUFXTOV vs. IBIDTOV vs. SUPPTOV vs. BDGSTOV vs. IBICTOV vs. DDTLTOV vs. SCHB
Often compared with QUS:
QUS vs. IVVQUS vs. QUALQUS vs. JQUAQUS vs. SPYQUS vs. VOOQUS vs. DGTQUS vs. BERZ

Return for Risk

TOV vs. QUS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
TOV
TOV Risk / Return Rank: 6969
Overall Rank
TOV Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
TOV Sortino Ratio Rank: 6767
Sortino Ratio Rank
TOV Omega Ratio Rank: 6666
Omega Ratio Rank
TOV Calmar Ratio Rank: 6767
Calmar Ratio Rank
TOV Martin Ratio Rank: 7676
Martin Ratio Rank
QUS
QUS Risk / Return Rank: 8484
Overall Rank
QUS Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
QUS Sortino Ratio Rank: 8787
Sortino Ratio Rank
QUS Omega Ratio Rank: 8686
Omega Ratio Rank
QUS Calmar Ratio Rank: 7676
Calmar Ratio Rank
QUS Martin Ratio Rank: 8585
Martin Ratio Rank
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.

TOV vs. QUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JLens 500 Jewish Advocacy U.S. ETF (TOV) and State Street 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.

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.

TOVQUSDifference
Sharpe ratioReturn per unit of total volatility
1.81
2.27

-0.46

Sortino ratioReturn per unit of downside risk
2.51
3.20

-0.68

Omega ratioGain probability vs. loss probability

1.32

1.41

-0.09

Calmar ratioReturn relative to maximum drawdown

2.68

3.04

-0.36

Martin ratioReturn relative to average drawdown

10.97

13.56

-2.59

TOV vs. QUS - Sharpe Ratio Comparison

The current TOV Sharpe Ratio is 1.81, which is comparable to the QUS Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of TOV 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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Drawdowns

TOV vs. QUS - Drawdown Comparison

The maximum TOV drawdown since its inception was -16.97%, smaller than the maximum QUS drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for TOV and QUS.

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Drawdown Indicators

TOVQUSDifference

Max Drawdown

Largest peak-to-trough decline

-16.97%

-33.78%

+16.81%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-6.85%

-2.04%

Max Drawdown (3Y)

Largest decline over 3 years

—

-13.94%

—

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

-0.08%

0.00%

-0.08%

Average Drawdown

Average peak-to-trough decline

-2.16%

-3.66%

+1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

1.53%

+0.64%

Volatility

TOV vs. QUS - Volatility Comparison

JLens 500 Jewish Advocacy U.S. ETF (TOV) has a higher volatility of 4.15% compared to State Street SPDR MSCI USA StrategicFactors ETF (QUS) at 2.76%. This indicates that TOV'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

TOVQUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

2.76%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

10.59%

7.06%

+3.53%

Volatility (1Y)

Calculated over the trailing 1-year period

13.21%

9.21%

+4.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.66%

14.33%

+3.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.66%

16.40%

+1.26%

TOV vs. QUS - Expense Ratio Comparison

TOV 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

TOV vs. QUS - Dividend Comparison

TOV's dividend yield for the trailing twelve months is around 0.83%, less than QUS's 1.25% yield.

PositionTTM20252024202320222021202020192018201720162015
QUS
State Street SPDR MSCI USA StrategicFactors ETF		1.25%1.38%1.49%1.57%1.68%1.27%1.73%1.81%2.12%1.86%2.07%1.48%
TOV
JLens 500 Jewish Advocacy U.S. ETF		0.83%0.76%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

TOV and QUS have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TOV has higher volatility (4.15%) compared to QUS (2.76%). In terms of maximum drawdown, TOV dropped -16.97% vs QUS's -33.78%.

On 1-year performance, TOV leads with 23.75% vs 20.72% for QUS. On fees, QUS is cheaper at 0.15% per year. On volatility, QUS has been the lower-risk option at 2.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TOV has performed better with a 23.75% return vs 20.72%. 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 TOV.

QUS has the higher dividend yield at 1.25%, compared with 0.83% for TOV.

TOV tracks JLens 500 Jewish Advocacy U.S. Index, while QUS tracks MSCI USA Factor Mix A-Series Capped Index. They also come from different issuers: JLens and State Street. Their fees differ too: 0.18% for TOV and 0.15% for QUS.

QUS currently has the higher Sharpe Ratio (2.27 vs 1.81), 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.

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