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VSDA vs. QUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VSDA vs. QUS

Last updated Jun 4, 2026

VSDA (VictoryShares Dividend Accelerator ETF) and QUS (SPDR MSCI USA StrategicFactors ETF) are both Large Cap Growth Equities funds - VSDA tracks the Nasdaq Victory Dividend Accelerator Index while QUS tracks the MSCI USA Factor Mix A-Series Capped (USD). Both are passively managed. Over the past 5 years, VSDA returned 6.69%/yr vs 11.08%/yr for QUS. A 0.78 correlation means they provide meaningful diversification when combined. VSDA charges 0.35%/yr vs 0.15%/yr for QUS.

Performance

VSDA vs. QUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Dividend Accelerator ETF (VSDA) and SPDR MSCI USA StrategicFactors ETF (QUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VSDA achieves a 4.72% return, which is significantly lower than QUS's 6.67% return.

VSDA

1D
0.04%
1M
0.21%
YTD
4.72%
6M
4.63%
1Y
10.40%
3Y*
9.81%
5Y*
6.69%
10Y*
—

QUS

1D
-0.43%
1M
2.68%
YTD
6.67%
6M
6.93%
1Y
17.65%
3Y*
17.53%
5Y*
11.08%
10Y*
13.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSDA vs. QUS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VSDA
VictoryShares Dividend Accelerator ETF		4.72%6.67%9.40%8.74%-4.42%21.95%12.72%31.39%-1.40%14.27%
QUS
SPDR MSCI USA StrategicFactors ETF		6.67%14.13%18.99%21.78%-14.15%26.72%12.40%32.45%-3.66%15.73%

Correlation

The correlation between VSDA and QUS is 0.71, 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

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2017

0.78

The correlation between VSDA and QUS shifts across timeframes, from 0.71 (1 year) to 0.83 (5 years), reflecting how their relationship changes across market environments.

VSDA vs. QUS - Sectors Allocation Comparison

Sectors
VSDA
QUS

Consumer Defensive

31.5%
9.2%

Financial Services

21.0%
14.6%

Industrials

16.8%
8.6%

Basic Materials

8.0%
2.3%

Healthcare

7.6%
13.4%

Consumer Cyclical

5.1%
5.8%

Technology

4.7%
26.3%

Utilities

2.7%
3.6%

Energy

2.5%
4.6%

Communication Services

0.1%
10.2%

Real Estate

0.0%
1.4%

Consumer Defensive

VSDA
31.5%
QUS
9.2%

Financial Services

VSDA
21.0%
QUS
14.6%

Industrials

VSDA
16.8%
QUS
8.6%

Basic Materials

VSDA
8.0%
QUS
2.3%

Healthcare

VSDA
7.6%
QUS
13.4%

Consumer Cyclical

VSDA
5.1%
QUS
5.8%

Technology

VSDA
4.7%
QUS
26.3%

Utilities

VSDA
2.7%
QUS
3.6%

Energy

VSDA
2.5%
QUS
4.6%

Communication Services

VSDA
0.1%
QUS
10.2%

Real Estate

VSDA
0.0%
QUS
1.4%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

VictoryShares Dividend Accelerator ETF

SPDR MSCI USA StrategicFactors ETF

Often compared with VSDA:
VSDA vs. SCHDVSDA vs. DJDVSDA vs. CDCVSDA vs. SPHBVSDA vs. DSTLVSDA vs. SMHVSDA vs. DGRO
Often compared with QUS:
QUS vs. IVVQUS vs. QUALQUS vs. SPYQUS vs. JQUAQUS vs. VOOQUS vs. DGTQUS vs. BERZ

Return for Risk

VSDA vs. QUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VSDA
VSDA Risk / Return Rank: 2424
Overall Rank
VSDA Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VSDA Sortino Ratio Rank: 2626
Sortino Ratio Rank
VSDA Omega Ratio Rank: 2323
Omega Ratio Rank
VSDA Calmar Ratio Rank: 2424
Calmar Ratio Rank
VSDA Martin Ratio Rank: 2222
Martin Ratio Rank
QUS
QUS Risk / Return Rank: 5757
Overall Rank
QUS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
QUS Sortino Ratio Rank: 5858
Sortino Ratio Rank
QUS Omega Ratio Rank: 5555
Omega Ratio Rank
QUS Calmar Ratio Rank: 5252
Calmar Ratio Rank
QUS Martin Ratio Rank: 6363
Martin Ratio Rank
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. QUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Dividend Accelerator ETF (VSDA) and SPDR MSCI USA StrategicFactors ETF (QUS). 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.

VSDAQUSDifference
Sharpe ratioReturn per unit of total volatility
0.93
1.95

-1.02

Sortino ratioReturn per unit of downside risk
1.44
2.81

-1.37

Omega ratioGain probability vs. loss probability

1.16

1.35

-0.19

Calmar ratioReturn relative to maximum drawdown

1.11

2.59

-1.48

Martin ratioReturn relative to average drawdown

2.84

11.54

-8.69

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VSDA vs. QUS - Sharpe Ratio Comparison

The current VSDA Sharpe Ratio is 0.93, which is lower than the QUS Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of VSDA and QUS, 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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Sharpe Ratios by Period

VSDAQUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.95

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.78

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.83

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.77

-0.11

Drawdowns

VSDA vs. QUS - Drawdown Comparison

The maximum VSDA drawdown since its inception was -32.12%, roughly equal to the maximum QUS drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for VSDA and QUS.

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Drawdown Indicators

VSDAQUSDifference

Max Drawdown

Largest peak-to-trough decline

-32.12%

-33.78%

+1.66%

Max Drawdown (1Y)

Largest decline over 1 year

-9.44%

-6.85%

-2.59%

Max Drawdown (3Y)

Largest decline over 3 years

-15.54%

-13.94%

-1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-16.14%

-22.30%

+6.16%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.78%

—

Current Drawdown

Current decline from peak

-6.28%

-0.50%

-5.78%

Average Drawdown

Average peak-to-trough decline

-3.64%

-3.70%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

1.53%

+2.14%

Volatility

VSDA vs. QUS - Volatility Comparison

VictoryShares Dividend Accelerator ETF (VSDA) has a higher volatility of 2.84% compared to SPDR MSCI USA StrategicFactors ETF (QUS) at 1.78%. This indicates that VSDA's price experiences larger fluctuations and is considered to be riskier than QUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VSDAQUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.84%

1.78%

+1.06%

Volatility (6M)

Calculated over the trailing 6-month period

8.12%

6.66%

+1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

11.23%

9.09%

+2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.03%

14.33%

-0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.59%

16.42%

+0.17%

VSDA vs. QUS - Expense Ratio Comparison

VSDA has a 0.35% expense ratio, which is higher than QUS's 0.15% expense ratio.

Dividends

VSDA vs. QUS - Dividend Comparison

VSDA's dividend yield for the trailing twelve months is around 2.61%, more than QUS's 1.31% yield.

PositionTTM20252024202320222021202020192018201720162015
QUS
SPDR MSCI USA StrategicFactors ETF		1.31%1.38%1.49%1.57%1.68%1.27%1.73%1.81%2.12%1.86%2.07%1.48%
VSDA
VictoryShares Dividend Accelerator ETF		2.61%2.65%2.36%1.92%1.83%1.40%1.49%1.36%1.69%1.23%0.00%0.00%

Frequently Asked Questions

VSDA and QUS have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VSDA has higher volatility (2.84%) compared to QUS (1.78%). In terms of maximum drawdown, VSDA dropped -32.12% vs QUS's -33.78%.

On 5-year performance, QUS leads with 11.08% vs 6.69% for VSDA. On fees, QUS is cheaper at 0.15% per year. On volatility, QUS has been the lower-risk option at 1.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, QUS has performed better with a 11.08% return vs 6.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QUS is cheaper with a 0.15% expense ratio, compared with 0.35% for VSDA.

VSDA has the higher dividend yield at 2.61%, compared with 1.31% for QUS.

VSDA tracks Nasdaq Victory Dividend Accelerator Index, while QUS tracks MSCI USA Factor Mix A-Series Capped (USD). They also come from different issuers: Crestview and State Street. Their fees differ too: 0.35% for VSDA and 0.15% for QUS.

QUS currently has the higher Sharpe Ratio (1.95 vs 0.93), 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.

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