SQS vs GLOV
Comparison between SAPIENT QUALITY SELECT ETF (SQS, ETF) and GOLDMAN SACHS ACTIVEBETA(R) WORLD LOW VOL PLUS EQUITY ETF (GLOV, ETF).
SQS vs GLOV - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
SQS
$1.40B
Winner
GLOV
$1.50B
Expense Ratio
SQS
0.80%
Winner
GLOV
0.15%
Max Drawdown
Winner
SQS
7.18%
GLOV
18.80%
Sharpe Ratio
Winner
SQS
1.52
GLOV
1.11
5Y Beta
SQS
1.20
Winner
GLOV
0.58
P/E Ratio
SQS
28.34
Winner
GLOV
24.28
Forward P/E
SQS
22.28
Winner
GLOV
19.09
PEG Ratio
SQS
N/A
GLOV
0.19
5Y EPS CAGR
Winner
SQS
31.16%
GLOV
19.30%
Debt to Equity
SQS
N/A
GLOV
327.53%
P/S Ratio
SQS
4.10
Winner
GLOV
1.85
P/B Ratio
SQS
6.21
Winner
GLOV
4.40
SQS vs GLOV - Holdings Comparison
SQS and GLOV have 159 common holdings. Overlap is 21.01%
SQS's top 25 holdings weight is 80.67%. GLOV's top 25 holdings weight is 29.02%.
| Rank | SQS | GLOV |
|---|---|---|
| #1 | NVIDIA CORP (NVDA) - 8.42% | APPLE INC (AAPL) - 3.49% |
| #2 | ALPHABET INC CLASS A (GOOGL) - 7.39% | NVIDIA CORP (NVDA) - 2.90% |
| #3 | APPLE INC (AAPL) - 6.93% | MICROSOFT CORP (MSFT) - 2.65% |
| #4 | MICROSOFT CORP (MSFT) - 5.80% | WALMART INC (WMT) - 1.68% |
| #5 | VISTRA CORP (VST) - 4.58% | AMAZON.COM INC (AMZN) - 1.50% |
| #6 | BROADCOM INC (AVGO) - 4.58% | ALPHABET INC CLASS A (GOOGL) - 1.30% |
| #7 | AMAZON.COM INC (AMZN) - 4.48% | ALPHABET INC CLASS C (GOOG) - 1.16% |
| #8 | ELI LILLY AND CO (LLY) - 4.18% | O'REILLY AUTOMOTIVE INC (ORLY) - 1.08% |
| #9 | NETFLIX INC (NFLX) - 3.27% | INTERNATIONAL BUSINESS MACHINES CORP (IBM) - 1.08% |
| #10 | META PLATFORMS INC CLASS A (META) - 3.15% | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.02% |
| #11 | JPMORGAN CHASE & CO (JPM) - 2.95% | META PLATFORMS INC CLASS A (META) - 0.91% |
| #12 | VERTIV HOLDINGS CO CLASS A (VRT) - 2.69% | TJX COMPANIES INC (TJX) - 0.86% |
| #13 | GE VERNOVA INC (GEV) - 2.62% | KONINKLIJKE AHOLD DELHAIZE NV (n/a) - 0.84% |
| #14 | BOOKING HOLDINGS INC (BKNG) - 1.94% | AUTOZONE INC (AZO) - 0.81% |
| #15 | COSTCO WHOLESALE CORP (COST) - 1.94% | JPMORGAN CHASE & CO (JPM) - 0.80% |
| #16 | GE AEROSPACE (GE) - 1.90% | AMPHENOL CORP CLASS A (APH) - 0.75% |
| #17 | MONOLITHIC POWER SYSTEMS INC (MPWR) - 1.83% | MASTERCARD INC CLASS A (MA) - 0.73% |
| #18 | BANK OF AMERICA CORP (BAC) - 1.70% | JOHNSON & JOHNSON (JNJ) - 0.72% |
| #19 | PALO ALTO NETWORKS INC (PANW) - 1.56% | VISA INC CLASS A (V) - 0.71% |
| #20 | CHEVRON CORP (CVX) - 1.53% | LOWE'S COMPANIES INC (LOW) - 0.70% |
| #21 | WELLS FARGO & CO (WFC) - 1.52% | CISCO SYSTEMS INC (CSCO) - 0.70% |
| #22 | O'REILLY AUTOMOTIVE INC (ORLY) - 1.48% | CARDINAL HEALTH INC (CAH) - 0.67% |
| #23 | n/a (TSM) - 1.47% | W.W. GRAINGER INC (GWW) - 0.66% |
| #24 | INTUIT INC (INTU) - 1.39% | GILEAD SCIENCES INC (GILD) - 0.65% |
| #25 | KRATOS DEFENSE & SECURITY SOLUTIONS INC (KTOS) - 1.37% | GENERALI (n/a) - 0.65% |
| Total Holdings | 557 | 446 |
SQS vs GLOV - Historical Returns
Returns include dividend reinvestment.
1M
SQS
+0.92%
Winner
GLOV
+2.42%
3M
SQS
+3.08%
Winner
GLOV
+5.81%
6M
SQS
N/A
GLOV
+8.62%
1Y
SQS
N/A
GLOV
+17.40%
Max(CAGR)
Winner
SQS
+31.71%
GLOV
+11.69%
SQS vs GLOV - Annual Returns (2022 - 2026)
Returns include dividend reinvestment.
| Year | SQS | GLOV |
|---|---|---|
| 2026 | +9.72% | +2.79% |
| 2025 | N/A | +18.96% |
| 2024 | N/A | +15.96% |
| 2023 | N/A | +16.40% |
| 2022 | N/A | -6.17% |
SQS vs GLOV Drawdown Comparison
The maximum drawdown for SQS was -7.18%, occurring on Mar 30, 2026. Recovery took 15 trading sessions.
The maximum drawdown for GLOV was -17.78%, occurring on Oct 12, 2022. Recovery took 323 trading sessions.
The current SQS drawdown is -2.80%.
| Rank | SQS | GLOV |
|---|---|---|
| #1 | -7.18% Mar 17, 2026 - Apr 8, 2026 | -17.78% Mar 29, 2022 - Jul 13, 2023 |
| #2 | -6.55% Jun 2, 2026 - Jun 10, 2026 | -9.97% Feb 13, 2025 - May 2, 2025 |
| #3 | -2.86% May 14, 2026 - May 26, 2026 | -7.71% Jul 25, 2023 - Nov 22, 2023 |
| #4 | -1.71% Apr 27, 2026 - May 1, 2026 | -5.68% Dec 5, 2024 - Feb 11, 2025 |
| #5 | -1.10% Apr 17, 2026 - Apr 22, 2026 | -4.68% Jul 17, 2024 - Aug 15, 2024 |
| #6 | -0.86% May 6, 2026 - May 13, 2026 | -4.67% Mar 28, 2024 - Jun 12, 2024 |
| #7 | -0.40% Apr 22, 2026 - Apr 24, 2026 | -3.36% Oct 18, 2024 - Nov 7, 2024 |
| #8 | -0.25% May 26, 2026 - May 28, 2026 | -2.77% Nov 12, 2025 - Nov 26, 2025 |
| #9 | -0.17% May 1, 2026 - May 5, 2026 | -2.75% Nov 7, 2024 - Nov 29, 2024 |
| #10 | -0.11% Apr 15, 2026 - Apr 17, 2026 | -2.26% Jul 23, 2025 - Aug 12, 2025 |
| #11 | -0.02% May 28, 2026 - Jun 1, 2026 | -2.04% Aug 30, 2024 - Sep 13, 2024 |
| #12 | N/A | -1.92% Oct 6, 2025 - Oct 27, 2025 |
| #13 | N/A | -1.80% Jan 12, 2026 - Jan 26, 2026 |
| #14 | N/A | -1.72% Jul 3, 2025 - Jul 23, 2025 |
| #15 | N/A | -1.71% Oct 27, 2025 - Nov 11, 2025 |
Correlation
Correlation between SQS and GLOV is 0.00 which considered as a very weak or no correlation - the stocks move independently of each other.
0.00
-101
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