USSE vs. SPCT

Last updated Aug 2, 2026

USSE (Segall Bryant & Hamill Select Equity ETF) and SPCT (Liberty One Spectrum ETF) are both Large Cap Blend Equities funds. Both are actively managed. Their 0.33 correlation means their historical movements had little consistent relationship. USSE charges 0.65%/yr vs 0.85%/yr for SPCT.

Performance

USSE vs. SPCT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill Select Equity ETF (USSE) and Liberty One Spectrum ETF (SPCT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, USSE achieves a 18.60% return, which is significantly higher than SPCT's 10.25% return.

USSE

• 1D: 2.44%
• 1M: 0.84%
• 6M: 15.94%
• YTD: 18.60%
• 1Y: 26.51%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 17.18%

SPCT

• 1D: 0.21%
• 1M: 1.34%
• 6M: 5.95%
• YTD: 10.25%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SPCT Liberty One Spectrum ETF	$159.06K	$187.55K	$230.72K
USSE Segall Bryant & Hamill Select Equity ETF	$1.27M	$1.17M	$1.07M

USSE vs. SPCT - Yearly Performance Comparison

	2026 (YTD)	2025
USSE Segall Bryant & Hamill Select Equity ETF	18.60%	1.42%
SPCT Liberty One Spectrum ETF	10.25%	1.93%

Correlation

The correlation between USSE and SPCT is 0.33, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025	0.33

Return for Risk

USSE vs. SPCT — Risk / Return Rank

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

USSE

USSE Risk / Return Rank: 60
USSE Sharpe Ratio Rank: 56
USSE Sortino Ratio Rank: 55
USSE Omega Ratio Rank: 52
USSE Calmar Ratio Rank: 71
USSE Martin Ratio Rank: 67

SPCT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

USSE vs. SPCT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Select Equity ETF (USSE) and Liberty One Spectrum ETF (SPCT). 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.

	USSE	SPCT	Difference
Sharpe ratio: Return per unit of total volatility	1.36	—	—
Sortino ratio: Return per unit of downside risk	1.96	—	—
Omega ratio: Gain probability vs. loss probability	1.24	—	—
Calmar ratio: Return relative to maximum drawdown	2.52	—	—
Martin ratio: Return relative to average drawdown	8.18	—	—

Drawdowns

USSE vs. SPCT - Drawdown Comparison

The maximum USSE drawdown since its inception was -22.36%, which is greater than SPCT's maximum drawdown of -7.17%. Use the drawdown chart below to compare losses from any high point for USSE and SPCT.

Drawdown Indicators

	USSE	SPCT	Difference
Max Drawdown Largest peak-to-trough decline	-22.36%	-7.17%	-15.19%
Max Drawdown (1Y) Largest decline over 1 year	-9.11%	—	—
Current Drawdown Current decline from peak	-2.40%	-1.49%	-0.91%
Average Drawdown Average peak-to-trough decline	-3.58%	-1.44%	-2.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.81%	—	—

Volatility

Volatility by Period

	USSE	SPCT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.19%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.57%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.86%	9.38%	+7.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.71%	9.38%	+7.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.71%	9.38%	+7.33%

USSE vs. SPCT - Expense Ratio Comparison

USSE has a 0.65% expense ratio, which is lower than SPCT's 0.85% expense ratio.

Dividends

USSE vs. SPCT - Dividend Comparison

USSE has not paid dividends to shareholders, while SPCT's dividend yield for the trailing twelve months is around 0.77%.

Position	TTM	2025	2024	2023
SPCT Liberty One Spectrum ETF	0.77%	0.16%	0.00%	0.00%
USSE Segall Bryant & Hamill Select Equity ETF	0.00%	0.00%	0.11%	0.13%

Frequently Asked Questions

Can I hold both USSE and SPCT in my portfolio?

USSE and SPCT have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, USSE or SPCT?

On fees, USSE is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, USSE or SPCT?

USSE is cheaper with a 0.65% expense ratio, compared with 0.85% for SPCT.

Which ETF pays a higher dividend yield, USSE or SPCT?

SPCT has the higher dividend yield at 0.77%, compared with 0.00% for USSE.

What is the main difference between USSE and SPCT?

They also come from different issuers: Segall Bryant & Hamill and Liberty One. Their fees differ too: 0.65% for USSE and 0.85% for SPCT.