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XLSR vs. GQGU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLSR vs. GQGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSGA US Sector Rotation ETF (XLSR) and GQG US Equity ETF (GQGU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with XLSR having a 6.52% return and GQGU slightly higher at 6.60%.


XLSR

1D
-0.45%
1M
5.12%
YTD
6.52%
6M
6.27%
1Y
25.83%
3Y*
17.65%
5Y*
10.06%
10Y*

GQGU

1D
-1.06%
1M
-1.65%
YTD
6.60%
6M
7.16%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLSR vs. GQGU - Yearly Performance Comparison


2026 (YTD)2025
XLSR
SPDR SSGA US Sector Rotation ETF
6.52%12.90%
GQGU
GQG US Equity ETF
6.60%-1.14%

Correlation

The correlation between XLSR and GQGU is -0.12, 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 (All Time)
Calculated using the full available price history since Jul 15, 2025

-0.12

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Return for Risk

XLSR vs. GQGU — Risk / Return Rank

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

XLSR
XLSR Risk / Return Rank: 5959
Overall Rank
XLSR Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
XLSR Sortino Ratio Rank: 6363
Sortino Ratio Rank
XLSR Omega Ratio Rank: 6363
Omega Ratio Rank
XLSR Calmar Ratio Rank: 4747
Calmar Ratio Rank
XLSR Martin Ratio Rank: 5959
Martin Ratio Rank

GQGU
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.

XLSR vs. GQGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA US Sector Rotation ETF (XLSR) 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.


XLSRGQGUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

2.35

Martin ratioReturn relative to average drawdown

10.44

XLSR vs. GQGU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XLSRGQGUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.60

+0.06

Drawdowns

XLSR vs. GQGU - Drawdown Comparison

The maximum XLSR drawdown since its inception was -32.94%, which is greater than GQGU's maximum drawdown of -6.65%. Use the drawdown chart below to compare losses from any high point for XLSR and GQGU.


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Drawdown Indicators


XLSRGQGUDifference

Max Drawdown

Largest peak-to-trough decline

-32.94%

-6.65%

-26.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.06%

Max Drawdown (3Y)

Largest decline over 3 years

-20.57%

Max Drawdown (5Y)

Largest decline over 5 years

-23.32%

Current Drawdown

Current decline from peak

-0.45%

-4.66%

+4.21%

Average Drawdown

Average peak-to-trough decline

-5.33%

-2.54%

-2.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

Volatility

XLSR vs. GQGU - Volatility Comparison


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Volatility by Period


XLSRGQGUDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

Volatility (6M)

Calculated over the trailing 6-month period

9.23%

Volatility (1Y)

Calculated over the trailing 1-year period

12.26%

10.14%

+2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.08%

10.14%

+6.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.04%

10.14%

+9.90%

XLSR vs. GQGU - Expense Ratio Comparison

XLSR has a 0.70% expense ratio, which is higher than GQGU's 0.49% expense ratio.


Dividends

XLSR vs. GQGU - Dividend Comparison

XLSR's dividend yield for the trailing twelve months is around 0.52%, less than GQGU's 0.96% yield.


PositionTTM2025202420232022202120202019
GQGU
GQG US Equity ETF
0.96%1.02%0.00%0.00%0.00%0.00%0.00%0.00%
XLSR
SPDR SSGA US Sector Rotation ETF
0.52%0.58%0.66%1.04%1.80%3.44%1.25%0.94%

Frequently Asked Questions


XLSR and GQGU have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GQGU is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GQGU is cheaper with a 0.49% expense ratio, compared with 0.70% for XLSR.

GQGU has the higher dividend yield at 0.96%, compared with 0.52% for XLSR.

They also come from different issuers: State Street and GQG Partners. Their fees differ too: 0.70% for XLSR and 0.49% for GQGU.

Portfolio Optimizer

Find the right allocation for XLSR and GQGU

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