TUG vs. QVOY

Last updated Jun 4, 2026

TUG (STF Tactical Growth ETF) and QVOY (Q3 All-Season Active Rotation ETF) are both Diversified Portfolio funds. Both are actively managed. Over the past 3 years, TUG returned 23.61%/yr vs 15.66%/yr for QVOY. A 0.71 correlation means they provide meaningful diversification when combined. TUG charges 0.65%/yr vs 1.30%/yr for QVOY.

Performance

TUG vs. QVOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in STF Tactical Growth ETF (TUG) and Q3 All-Season Active Rotation ETF (QVOY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TUG achieves a 20.36% return, which is significantly higher than QVOY's 17.87% return.

TUG

• 1D: -0.48%
• 1M: 11.01%
• YTD: 20.36%
• 6M: 19.04%
• 1Y: 40.10%
• 3Y*: 23.61%
• 5Y*: —
• 10Y*: —

QVOY

• 1D: -0.40%
• 1M: 7.72%
• YTD: 17.87%
• 6M: 19.53%
• 1Y: 36.83%
• 3Y*: 15.66%
• 5Y*: —
• 10Y*: —

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

TUG vs. QVOY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TUG STF Tactical Growth ETF	20.36%	20.43%	19.37%	38.24%	-2.11%
QVOY Q3 All-Season Active Rotation ETF	17.87%	16.45%	1.55%	17.19%	-0.53%

Correlation

The correlation between TUG and QVOY is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.64
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (All Time) Calculated using the full available price history since Dec 8, 2022	0.71

The correlation between TUG and QVOY has been stable across timeframes, ranging from 0.64 to 0.71 - a consistent structural relationship.

TUG vs. QVOY - Sectors Allocation Comparison

Sectors	TUG	QVOY
Technology	54.6%	15.3%
Communication Services	15.4%	3.1%
Consumer Cyclical	12.0%	6.5%
Consumer Defensive	7.4%	3.6%
Healthcare	4.1%	5.8%
Industrials	3.0%	9.9%
Utilities	1.4%	18.7%
Basic Materials	1.1%	3.0%
Energy	0.7%	19.3%
Financial Services	0.3%	11.4%
Real Estate	0.1%	3.5%

Return for Risk

TUG vs. QVOY — Risk / Return Rank

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

TUG

TUG Risk / Return Rank: 70
TUG Sharpe Ratio Rank: 77
TUG Sortino Ratio Rank: 72
TUG Omega Ratio Rank: 70
TUG Calmar Ratio Rank: 66
TUG Martin Ratio Rank: 67

QVOY

QVOY Risk / Return Rank: 70
QVOY Sharpe Ratio Rank: 72
QVOY Sortino Ratio Rank: 63
QVOY Omega Ratio Rank: 71
QVOY Calmar Ratio Rank: 78
QVOY Martin Ratio Rank: 67

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.

TUG vs. QVOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STF Tactical Growth ETF (TUG) and Q3 All-Season Active Rotation ETF (QVOY). 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.

	TUG	QVOY	Difference
Sharpe ratio: Return per unit of total volatility	2.49	2.33	+0.17
Sortino ratio: Return per unit of downside risk	3.27	2.90	+0.37
Omega ratio: Gain probability vs. loss probability	1.42	1.42	0.00
Calmar ratio: Return relative to maximum drawdown	3.27	3.94	-0.67
Martin ratio: Return relative to average drawdown	12.47	12.07	+0.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TUG vs. QVOY - Sharpe Ratio Comparison

The current TUG Sharpe Ratio is 2.49, which is comparable to the QVOY Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of TUG and QVOY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TUG	QVOY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.49	2.33	+0.17
Sharpe Ratio (All Time) Calculated using the full available price history	1.12	1.01	+0.11

Drawdowns

TUG vs. QVOY - Drawdown Comparison

The maximum TUG drawdown since its inception was -22.27%, which is greater than QVOY's maximum drawdown of -17.05%. Use the drawdown chart below to compare losses from any high point for TUG and QVOY.

Drawdown Indicators

	TUG	QVOY	Difference
Max Drawdown Largest peak-to-trough decline	-22.27%	-17.05%	-5.22%
Max Drawdown (1Y) Largest decline over 1 year	-12.31%	-9.39%	-2.92%
Max Drawdown (3Y) Largest decline over 3 years	-22.27%	-17.05%	-5.22%
Current Drawdown Current decline from peak	-0.48%	-0.40%	-0.08%
Average Drawdown Average peak-to-trough decline	-4.31%	-3.74%	-0.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.22%	3.06%	+0.16%

Volatility

TUG vs. QVOY - Volatility Comparison

The current volatility for STF Tactical Growth ETF (TUG) is 4.30%, while Q3 All-Season Active Rotation ETF (QVOY) has a volatility of 4.58%. This indicates that TUG experiences smaller price fluctuations and is considered to be less risky than QVOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TUG	QVOY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.30%	4.58%	-0.28%
Volatility (6M) Calculated over the trailing 6-month period	12.23%	12.58%	-0.35%
Volatility (1Y) Calculated over the trailing 1-year period	16.16%	15.90%	+0.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.02%	14.93%	+3.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.02%	14.93%	+3.09%

TUG vs. QVOY - Expense Ratio Comparison

TUG has a 0.65% expense ratio, which is lower than QVOY's 1.30% expense ratio.

Dividends

TUG vs. QVOY - Dividend Comparison

TUG's dividend yield for the trailing twelve months is around 1.43%, less than QVOY's 7.89% yield.

Position	TTM	2025	2024	2023	2022
QVOY Q3 All-Season Active Rotation ETF	7.89%	9.30%	10.88%	6.03%	0.46%
TUG STF Tactical Growth ETF	1.43%	1.75%	4.97%	1.34%	1.14%

Frequently Asked Questions

Can I hold both TUG and QVOY in my portfolio?

TUG and QVOY have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TUG or QVOY?

QVOY has higher volatility (4.58%) compared to TUG (4.30%). In terms of maximum drawdown, TUG dropped -22.27% vs QVOY's -17.05%.

Which ETF is better, TUG or QVOY?

On 3-year performance, TUG leads with 23.61% vs 15.66% for QVOY. On fees, TUG is cheaper at 0.65% per year. On volatility, TUG has been the lower-risk option at 4.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TUG or QVOY?

Over the 3-year period, TUG has performed better with a 23.61% return vs 15.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TUG or QVOY?

TUG is cheaper with a 0.65% expense ratio, compared with 1.30% for QVOY.

Which ETF pays a higher dividend yield, TUG or QVOY?

QVOY has the higher dividend yield at 7.89%, compared with 1.43% for TUG.

What is the main difference between TUG and QVOY?

They also come from different issuers: STF and Q3. Their fees differ too: 0.65% for TUG and 1.30% for QVOY.

Which has better risk-adjusted returns?

TUG currently has the higher Sharpe Ratio (2.49 vs 2.33), 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.