TSEL vs. GQGU

Last updated Jun 24, 2026

TSEL (Touchstone Sands Capital US Select Growth ETF) and GQGU (GQG US Equity ETF) are both Large Cap Growth Equities funds. Both are actively managed. At a correlation of -0.34, they often move in opposite directions. TSEL charges 0.67%/yr vs 0.49%/yr for GQGU.

Performance

TSEL vs. GQGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Sands Capital US Select Growth ETF (TSEL) 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, TSEL achieves a 0.87% return, which is significantly lower than GQGU's 4.84% return.

TSEL

• 1D: -3.15%
• 1M: -0.21%
• YTD: 0.87%
• 6M: -1.22%
• 1Y: 5.74%
• 3Y*: —
• 5Y*: —
• 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)

TSEL vs. GQGU - Yearly Performance Comparison

	2026 (YTD)	2025
TSEL Touchstone Sands Capital US Select Growth ETF	0.87%	1.40%
GQGU GQG US Equity ETF	4.84%	-1.12%

Correlation

The correlation between TSEL and GQGU is -0.34, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025	-0.34

Return for Risk

TSEL vs. GQGU — Risk / Return Rank

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

TSEL

TSEL Risk / Return Rank: 12
TSEL Sharpe Ratio Rank: 13
TSEL Sortino Ratio Rank: 12
TSEL Omega Ratio Rank: 12
TSEL Calmar Ratio Rank: 11
TSEL Martin Ratio Rank: 11

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.

TSEL vs. GQGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital US Select Growth ETF (TSEL) 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.

	TSEL	GQGU	Difference
Sharpe ratio: Return per unit of total volatility	0.27	—	—
Sortino ratio: Return per unit of downside risk	0.50	—	—
Omega ratio: Gain probability vs. loss probability	1.06	—	—
Calmar ratio: Return relative to maximum drawdown	0.25	—	—
Martin ratio: Return relative to average drawdown	0.60	—	—

Drawdowns

TSEL vs. GQGU - Drawdown Comparison

The maximum TSEL drawdown since its inception was -28.95%, which is greater than GQGU's maximum drawdown of -8.41%. Use the drawdown chart below to compare losses from any high point for TSEL and GQGU.

Drawdown Indicators

	TSEL	GQGU	Difference
Max Drawdown Largest peak-to-trough decline	-28.95%	-8.41%	-20.54%
Max Drawdown (1Y) Largest decline over 1 year	-23.47%	—	—
Current Drawdown Current decline from peak	-7.60%	-6.23%	-1.37%
Average Drawdown Average peak-to-trough decline	-8.18%	-2.71%	-5.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.58%	—	—

Volatility

Volatility by Period

	TSEL	GQGU	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.25%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.76%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	21.47%	10.54%	+10.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.98%	10.54%	+16.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.98%	10.54%	+16.44%

TSEL vs. GQGU - Expense Ratio Comparison

TSEL has a 0.67% expense ratio, which is higher than GQGU's 0.49% expense ratio.

Dividends

TSEL vs. GQGU - Dividend Comparison

TSEL has not paid dividends to shareholders, while GQGU's dividend yield for the trailing twelve months is around 0.97%.

Position	TTM	2025
GQGU GQG US Equity ETF	0.97%	1.02%
TSEL Touchstone Sands Capital US Select Growth ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both TSEL and GQGU in my portfolio?

TSEL and GQGU have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TSEL 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, TSEL or GQGU?

GQGU is cheaper with a 0.49% expense ratio, compared with 0.67% for TSEL.

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

GQGU has the higher dividend yield at 0.97%, compared with 0.00% for TSEL.

What is the main difference between TSEL and GQGU?

They also come from different issuers: Touchstone and GQG Partners. Their fees differ too: 0.67% for TSEL and 0.49% for GQGU.