VSDA vs. GQGU

Last updated Apr 1, 2026

Compare and contrast key facts about VictoryShares Dividend Accelerator ETF (VSDA) and GQG US Equity ETF (GQGU).

VSDA and GQGU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VSDA is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory Dividend Accelerator Index. It was launched on Apr 18, 2017. GQGU is an actively managed fund by GQG Partners. It was launched on Jul 14, 2025.

Performance

VSDA vs. GQGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Dividend Accelerator ETF (VSDA) and GQG US Equity ETF (GQGU). The values are adjusted to include any dividend payments, if applicable.

VSDA vs. GQGU - Yearly Performance Comparison

	2026 (YTD)	2025
VSDA VictoryShares Dividend Accelerator ETF	3.70%	1.54%
GQGU GQG US Equity ETF	9.61%	-1.14%

Returns By Period

In the year-to-date period, VSDA achieves a 3.70% return, which is significantly lower than GQGU's 9.61% return.

VSDA

• 1D: 0.98%
• 1M: -6.88%
• YTD: 3.70%
• 6M: 3.36%
• 1Y: 8.38%
• 3Y*: 8.99%
• 5Y*: 7.80%
• 10Y*: —

GQGU

• 1D: -0.22%
• 1M: -1.96%
• YTD: 9.61%
• 6M: 7.66%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

VSDA vs. GQGU - Expense Ratio Comparison

VSDA has a 0.35% expense ratio, which is lower than GQGU's 0.49% expense ratio.

GQGU

GQG US Equity ETF

VSDA

VictoryShares Dividend Accelerator ETF

Return for Risk

VSDA vs. GQGU — Risk / Return Rank

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

VSDA

VSDA Risk / Return Rank: 33
VSDA Sharpe Ratio Rank: 32
VSDA Sortino Ratio Rank: 33
VSDA Omega Ratio Rank: 30
VSDA Calmar Ratio Rank: 37
VSDA Martin Ratio Rank: 33

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.

VSDA vs. GQGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Dividend Accelerator ETF (VSDA) 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.

	VSDA	GQGU	Difference
Sharpe ratio Return per unit of total volatility	0.57	—	—
Sortino ratio Return per unit of downside risk	0.92	—	—
Omega ratio Gain probability vs. loss probability	1.12	—	—
Calmar ratio Return relative to maximum drawdown	0.90	—	—
Martin ratio Return relative to average drawdown	2.89	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	VSDA	GQGU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.57	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	1.25	-0.58

Correlation

The correlation between VSDA and GQGU is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

VSDA vs. GQGU - Dividend Comparison

VSDA's dividend yield for the trailing twelve months is around 2.64%, more than GQGU's 0.93% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
VSDA VictoryShares Dividend Accelerator ETF	2.64%	2.65%	2.36%	1.92%	1.83%	1.40%	1.49%	1.36%	1.69%	1.23%
GQGU GQG US Equity ETF	0.93%	1.02%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

VSDA vs. GQGU - Drawdown Comparison

The maximum VSDA drawdown since its inception was -32.12%, which is greater than GQGU's maximum drawdown of -6.65%. Use the drawdown chart below to compare losses from any high point for VSDA and GQGU.

Drawdown Indicators

	VSDA	GQGU	Difference
Max Drawdown Largest peak-to-trough decline	-32.12%	-6.65%	-25.47%
Max Drawdown (1Y) Largest decline over 1 year	-10.75%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-16.14%	—	—
Current Drawdown Current decline from peak	-7.18%	-1.96%	-5.22%
Average Drawdown Average peak-to-trough decline	-3.60%	-2.20%	-1.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.36%	—	—

Volatility

Volatility by Period

	VSDA	GQGU	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.53%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.92%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.76%	9.55%	+5.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.99%	9.55%	+4.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.67%	9.55%	+7.12%