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TSEL vs. TUSI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSEL vs. TUSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Sands Capital US Select Growth ETF (TSEL) and Touchstone Ultra Short Income ETF (TUSI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSEL achieves a 3.62% return, which is significantly higher than TUSI's 1.58% return.


TSEL

1D
-1.53%
1M
4.36%
YTD
3.62%
6M
2.58%
1Y
9.55%
3Y*
5Y*
10Y*

TUSI

1D
-0.06%
1M
0.40%
YTD
1.58%
6M
1.89%
1Y
4.67%
3Y*
5.78%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSEL vs. TUSI - Yearly Performance Comparison


Correlation

The correlation between TSEL and TUSI is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

Correlation (All Time)
Calculated using the full available price history since Jan 6, 2025

-0.06

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Return for Risk

TSEL vs. TUSI — Risk / Return Rank

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

TSEL
TSEL Risk / Return Rank: 1616
Overall Rank
TSEL Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
TSEL Sortino Ratio Rank: 1616
Sortino Ratio Rank
TSEL Omega Ratio Rank: 1717
Omega Ratio Rank
TSEL Calmar Ratio Rank: 1414
Calmar Ratio Rank
TSEL Martin Ratio Rank: 1414
Martin Ratio Rank

TUSI
TUSI Risk / Return Rank: 9898
Overall Rank
TUSI Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
TUSI Sortino Ratio Rank: 9898
Sortino Ratio Rank
TUSI Omega Ratio Rank: 9898
Omega Ratio Rank
TUSI Calmar Ratio Rank: 9999
Calmar Ratio Rank
TUSI Martin Ratio Rank: 9898
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.

TSEL vs. TUSI - Risk-Adjusted Trends Comparison

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


TSELTUSIDifference

Sharpe ratio

Return per unit of total volatility

0.47

4.52

-4.05

Sortino ratio

Return per unit of downside risk

0.76

7.73

-6.97

Omega ratio

Gain probability vs. loss probability

1.09

2.14

-1.05

Calmar ratio

Return relative to maximum drawdown

0.41

19.89

-19.48

Martin ratio

Return relative to average drawdown

1.01

84.37

-83.36

TSEL vs. TUSI - Sharpe Ratio Comparison

The current TSEL Sharpe Ratio is 0.47, which is lower than the TUSI Sharpe Ratio of 4.52. The chart below compares the historical Sharpe Ratios of TSEL and TUSI, 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


TSELTUSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

4.52

-4.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

5.60

-5.20

Drawdowns

TSEL vs. TUSI - Drawdown Comparison

The maximum TSEL drawdown since its inception was -28.95%, which is greater than TUSI's maximum drawdown of -0.40%. Use the drawdown chart below to compare losses from any high point for TSEL and TUSI.


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Drawdown Indicators


TSELTUSIDifference

Max Drawdown

Largest peak-to-trough decline

-28.95%

-0.40%

-28.55%

Max Drawdown (1Y)

Largest decline over 1 year

-23.47%

-0.24%

-23.23%

Max Drawdown (3Y)

Largest decline over 3 years

-0.39%

Current Drawdown

Current decline from peak

-5.07%

-0.08%

-4.99%

Average Drawdown

Average peak-to-trough decline

-8.25%

-0.04%

-8.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.44%

0.06%

+9.38%

Volatility

TSEL vs. TUSI - Volatility Comparison

Touchstone Sands Capital US Select Growth ETF (TSEL) has a higher volatility of 4.90% compared to Touchstone Ultra Short Income ETF (TUSI) at 0.38%. This indicates that TSEL's price experiences larger fluctuations and is considered to be riskier than TUSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSELTUSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

0.38%

+4.52%

Volatility (6M)

Calculated over the trailing 6-month period

15.63%

0.66%

+14.97%

Volatility (1Y)

Calculated over the trailing 1-year period

20.34%

1.04%

+19.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.78%

0.97%

+25.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.78%

0.97%

+25.81%

TSEL vs. TUSI - Expense Ratio Comparison

TSEL has a 0.67% expense ratio, which is higher than TUSI's 0.25% expense ratio.


Dividends

TSEL vs. TUSI - Dividend Comparison

TSEL has not paid dividends to shareholders, while TUSI's dividend yield for the trailing twelve months is around 4.57%.


PositionTTM2025202420232022
TSEL
Touchstone Sands Capital US Select Growth ETF
0.00%0.00%0.00%0.00%0.00%
TUSI
Touchstone Ultra Short Income ETF
4.57%4.85%5.50%5.41%1.38%

Frequently Asked Questions


TSEL and TUSI have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSEL has higher volatility (4.90%) compared to TUSI (0.38%). In terms of maximum drawdown, TSEL dropped -28.95% vs TUSI's -0.40%.

On 1-year performance, TSEL leads with 9.55% vs 4.67% for TUSI. On fees, TUSI is cheaper at 0.25% per year. On volatility, TUSI has been the lower-risk option at 0.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TSEL has performed better with a 9.55% return vs 4.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TUSI is cheaper with a 0.25% expense ratio, compared with 0.67% for TSEL.

TUSI has the higher dividend yield at 4.57%, compared with 0.00% for TSEL.

TSEL is categorized as Large Cap Growth Equities, while TUSI is Ultrashort Bond. Their fees differ too: 0.67% for TSEL and 0.25% for TUSI.

TUSI currently has the higher Sharpe Ratio (4.52 vs 0.47), 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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