TTAC vs. GQGU

Last updated Jul 15, 2026

TTAC (TrimTabs US Free Cash Flow Quality ETF) and GQGU (GQG US Equity ETF) are both Large Cap Growth Equities funds. Both are actively managed. Over the past year, TTAC returned 20.59% vs 4.74% for GQGU. At a correlation of -0.16, they often move in opposite directions. TTAC charges 0.59%/yr vs 0.49%/yr for GQGU.

Performance

TTAC vs. GQGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrimTabs US Free Cash Flow Quality ETF (TTAC) 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, TTAC achieves a 17.43% return, which is significantly higher than GQGU's 5.95% return.

TTAC

• 1D: 1.05%
• 1M: 1.30%
• 6M: 14.71%
• YTD: 17.43%
• 1Y: 20.59%
• 3Y*: 17.18%
• 5Y*: 12.05%
• 10Y*: —

GQGU

• 1D: -0.15%
• 1M: -0.42%
• 6M: 6.34%
• YTD: 5.95%
• 1Y: 4.74%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TTAC vs. GQGU - Yearly Performance Comparison

	2026 (YTD)	2025
TTAC TrimTabs US Free Cash Flow Quality ETF	17.43%	3.80%
GQGU GQG US Equity ETF	5.95%	-1.12%

Correlation

The correlation between TTAC and GQGU is -0.16, 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 (1Y) Calculated over the trailing 1-year period	-0.16
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025	-0.16

Return for Risk

TTAC vs. GQGU — Risk / Return Rank

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

TTAC

TTAC Risk / Return Rank: 52
TTAC Sharpe Ratio Rank: 43
TTAC Sortino Ratio Rank: 41
TTAC Omega Ratio Rank: 40
TTAC Calmar Ratio Rank: 72
TTAC Martin Ratio Rank: 64

GQGU

GQGU Risk / Return Rank: 17
GQGU Sharpe Ratio Rank: 17
GQGU Sortino Ratio Rank: 16
GQGU Omega Ratio Rank: 16
GQGU Calmar Ratio Rank: 17
GQGU Martin Ratio Rank: 17

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.

TTAC vs. GQGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrimTabs US Free Cash Flow Quality ETF (TTAC) 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.

	TTAC	GQGU	Difference
Sharpe ratio: Return per unit of total volatility	1.24	0.44	+0.80
Sortino ratio: Return per unit of downside risk	1.76	0.71	+1.04
Omega ratio: Gain probability vs. loss probability	1.22	1.08	+0.14
Calmar ratio: Return relative to maximum drawdown	2.89	0.57	+2.32
Martin ratio: Return relative to average drawdown	9.07	1.38	+7.70

TTAC vs. GQGU - Sharpe Ratio Comparison

The current TTAC Sharpe Ratio is 1.24, which is higher than the GQGU Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of TTAC and GQGU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TTAC vs. GQGU - Drawdown Comparison

The maximum TTAC drawdown since its inception was -34.95%, which is greater than GQGU's maximum drawdown of -8.41%. Use the drawdown chart below to compare losses from any high point for TTAC and GQGU.

Drawdown Indicators

	TTAC	GQGU	Difference
Max Drawdown Largest peak-to-trough decline	-34.95%	-8.41%	-26.54%
Max Drawdown (1Y) Largest decline over 1 year	-7.17%	-8.41%	+1.24%
Max Drawdown (3Y) Largest decline over 3 years	-19.92%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-21.88%	—	—
Current Drawdown Current decline from peak	-2.75%	-5.24%	+2.49%
Average Drawdown Average peak-to-trough decline	-4.95%	-2.89%	-2.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.28%	3.45%	-1.17%

Volatility

TTAC vs. GQGU - Volatility Comparison

TrimTabs US Free Cash Flow Quality ETF (TTAC) has a higher volatility of 6.23% compared to GQG US Equity ETF (GQGU) at 4.59%. This indicates that TTAC's price experiences larger fluctuations and is considered to be riskier than GQGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TTAC	GQGU	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.23%	4.59%	+1.64%
Volatility (6M) Calculated over the trailing 6-month period	13.51%	8.53%	+4.98%
Volatility (1Y) Calculated over the trailing 1-year period	16.67%	10.72%	+5.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.39%	10.72%	+6.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.77%	10.72%	+8.05%

TTAC vs. GQGU - Expense Ratio Comparison

TTAC has a 0.59% expense ratio, which is higher than GQGU's 0.49% expense ratio.

Dividends

TTAC vs. GQGU - Dividend Comparison

TTAC's dividend yield for the trailing twelve months is around 0.53%, less than GQGU's 0.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
GQGU GQG US Equity ETF	0.96%	1.02%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TTAC TrimTabs US Free Cash Flow Quality ETF	0.53%	0.62%	0.70%	0.94%	1.36%	9.63%	0.41%	0.72%	0.62%	0.40%

Frequently Asked Questions

Can I hold both TTAC and GQGU in my portfolio?

TTAC and GQGU have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TTAC or GQGU?

TTAC has higher volatility (6.23%) compared to GQGU (4.59%). In terms of maximum drawdown, TTAC dropped -34.95% vs GQGU's -8.41%.

Which ETF is better, TTAC or GQGU?

On 1-year performance, TTAC leads with 20.59% vs 4.74% for GQGU. On fees, GQGU is cheaper at 0.49% per year. On volatility, GQGU has been the lower-risk option at 4.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TTAC or GQGU?

Over the 1-year period, TTAC has performed better with a 20.59% return vs 4.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TTAC or GQGU?

GQGU is cheaper with a 0.49% expense ratio, compared with 0.59% for TTAC.

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

GQGU has the higher dividend yield at 0.96%, compared with 0.53% for TTAC.

What is the main difference between TTAC and GQGU?

They also come from different issuers: TrimTabs and GQG Partners. Their fees differ too: 0.59% for TTAC and 0.49% for GQGU.

Which has better risk-adjusted returns?

TTAC currently has the higher Sharpe Ratio (1.24 vs 0.44), 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.