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TSPY vs. QUSA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSPY vs. QUSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TappAlpha S&P 500 Growth & Daily Income ETF (TSPY) and VistaShares Target 15™ USA Quality Income ETF (QUSA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with TSPY having a 8.08% return and QUSA slightly higher at 8.12%.


TSPY

1D
0.53%
1M
0.29%
6M
6.27%
YTD
8.08%
1Y
20.20%
3Y*
5Y*
10Y*
ALL TIME*
16.62%

QUSA

1D
0.38%
1M
-1.27%
6M
6.29%
YTD
8.12%
1Y
5.22%
3Y*
5Y*
10Y*
ALL TIME*
3.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$284.17K$298.42K$273.69K
$5.19M$4.92M$5.63M

TSPY vs. QUSA - Yearly Performance Comparison


Correlation

The correlation between TSPY and QUSA is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.76

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

0.68

The correlation between TSPY and QUSA has been stable across timeframes, ranging from 0.68 to 0.76 - a consistent structural relationship.

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Return for Risk

TSPY vs. QUSA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TSPY
TSPY Risk / Return Rank: 5959
Overall Rank
TSPY Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
TSPY Sortino Ratio Rank: 5959
Sortino Ratio Rank
TSPY Omega Ratio Rank: 6060
Omega Ratio Rank
TSPY Calmar Ratio Rank: 5353
Calmar Ratio Rank
TSPY Martin Ratio Rank: 6565
Martin Ratio Rank

QUSA
QUSA Risk / Return Rank: 1818
Overall Rank
QUSA Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
QUSA Sortino Ratio Rank: 1818
Sortino Ratio Rank
QUSA Omega Ratio Rank: 1818
Omega Ratio Rank
QUSA Calmar Ratio Rank: 1818
Calmar Ratio Rank
QUSA Martin Ratio Rank: 1818
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.

TSPY vs. QUSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TappAlpha S&P 500 Growth & Daily Income ETF (TSPY) and VistaShares Target 15™ USA Quality Income ETF (QUSA). 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.


TSPYQUSADifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.26

1.07

+0.18

Calmar ratioReturn relative to maximum drawdown

1.86

0.42

+1.45

Martin ratioReturn relative to average drawdown

7.80

1.05

+6.75

TSPY vs. QUSA - Sharpe Ratio Comparison

The current TSPY Sharpe Ratio is 1.41, which is higher than the QUSA Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of TSPY and QUSA, 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

TSPY vs. QUSA - Drawdown Comparison

The maximum TSPY drawdown since its inception was -18.02%, which is greater than QUSA's maximum drawdown of -10.64%. Use the drawdown chart below to compare losses from any high point for TSPY and QUSA.


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Drawdown Indicators


TSPYQUSADifference

Max Drawdown

Largest peak-to-trough decline

-18.02%

-10.64%

-7.38%

Max Drawdown (1Y)

Largest decline over 1 year

-9.63%

-9.49%

-0.14%

Current Drawdown

Current decline from peak

-1.16%

-3.15%

+1.99%

Average Drawdown

Average peak-to-trough decline

-2.46%

-3.59%

+1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

3.76%

-1.46%

Volatility

TSPY vs. QUSA - Volatility Comparison

TappAlpha S&P 500 Growth & Daily Income ETF (TSPY) has a higher volatility of 3.92% compared to VistaShares Target 15™ USA Quality Income ETF (QUSA) at 2.92%. This indicates that TSPY's price experiences larger fluctuations and is considered to be riskier than QUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSPYQUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

2.92%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.88%

8.96%

+0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

12.74%

10.95%

+1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.95%

10.75%

+5.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.95%

10.75%

+5.20%

TSPY vs. QUSA - Expense Ratio Comparison

TSPY has a 0.68% expense ratio, which is lower than QUSA's 0.95% expense ratio.


Dividends

TSPY vs. QUSA - Dividend Comparison

TSPY's dividend yield for the trailing twelve months is around 14.02%, less than QUSA's 15.54% yield.


PositionTTM20252024
QUSA
VistaShares Target 15™ USA Quality Income ETF
15.54%6.61%0.00%
TSPY
TappAlpha S&P 500 Growth & Daily Income ETF
14.02%13.69%3.45%

Frequently Asked Questions


TSPY and QUSA 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.

TSPY has higher volatility (3.92%) compared to QUSA (2.92%). In terms of maximum drawdown, TSPY dropped -18.02% vs QUSA's -10.64%.

On 1-year performance, TSPY leads with 20.20% vs 5.22% for QUSA. On fees, TSPY is cheaper at 0.68% per year. On volatility, QUSA has been the lower-risk option at 2.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TSPY has performed better with a 20.20% return vs 5.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TSPY is cheaper with a 0.68% expense ratio, compared with 0.95% for QUSA.

QUSA has the higher dividend yield at 15.54%, compared with 14.02% for TSPY.

TSPY is categorized as Derivative Income, while QUSA is Quality Factor. They also come from different issuers: TappAlpha and VistaShares. Their fees differ too: 0.68% for TSPY and 0.95% for QUSA.

TSPY currently has the higher Sharpe Ratio (1.41 vs 0.36), 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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