- ISIN
- US78468R8126
- CUSIP
- 78468R812
- Issuer
- State Street
- Inception Date
- Apr 15, 2015
- Region
- North America (U.S.)
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI USA Factor Mix A-Series Capped Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $2B
Highlights
- Avg. Volume (1M)
- 25K
- Avg. Volume Value (1M)
- $4.78M
Share Price Chart
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Performance
QUS Performance Chart
State Street SPDR MSCI USA StrategicFactors ETF (QUS) is up 11.8% since the beginning of the year. QUS is currently trading at $194 per share. Investors who bought $1,000 worth of QUS shares 5 years ago would now be looking at an investment worth $1,693.
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Compare this symbol against anything
Returns By Period
State Street SPDR MSCI USA StrategicFactors ETF (QUS) has returned 11.77% so far this year and 19.92% over the past 12 months. Over the last decade, QUS has posted an annualized return of 13.70%, slightly higher than the S&P 500 Index benchmark’s 13.49%.
State Street SPDR MSCI USA StrategicFactors ETF
- 1D
- 1.40%
- 1M
- 2.71%
- 6M
- 9.58%
- YTD
- 11.77%
- 1Y
- 19.92%
- 3Y*
- 17.65%
- 5Y*
- 11.10%
- 10Y*
- 13.70%
- ALL TIME*
- 12.89%
Benchmark (S&P 500 Index)
- 1D
- 1.79%
- 1M
- 3.38%
- 6M
- 11.83%
- YTD
- 13.02%
- 1Y
- 22.22%
- 3Y*
- 19.99%
- 5Y*
- 11.80%
- 10Y*
- 13.49%
- ALL TIME*
- 8.15%
QUS Monthly Returns History
Based on dividend-adjusted daily data since Apr 16, 2015, QUS's average daily return is +0.05%, while the average monthly return is +1.08%. At this rate, an investment would double in approximately 5.4 years.
Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +11.2%, while the worst month was Mar 2020 at -12.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, QUS closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +9.4%, while the worst single day was Mar 16, 2020 at -11.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.81% | 1.91% | -5.02% | 6.05% | 2.47% | 0.72% | 1.35% | 2.24% | 11.77% | ||||
| 2025 | 3.89% | 0.71% | -3.28% | -1.37% | 2.98% | 3.12% | 0.01% | 2.48% | 2.42% | 0.37% | 2.10% | 0.11% | 14.13% |
| 2024 | 2.20% | 4.29% | 3.42% | -4.13% | 4.06% | 2.17% | 2.56% | 3.36% | 0.80% | -1.26% | 5.29% | -4.66% | 18.99% |
| 2023 | 4.55% | -2.77% | 3.39% | 1.69% | -0.59% | 5.70% | 3.07% | -1.08% | -3.74% | -1.69% | 7.69% | 4.37% | 21.78% |
| 2022 | -5.14% | -3.33% | 4.03% | -6.86% | 0.69% | -6.94% | 7.05% | -3.96% | -8.55% | 8.32% | 6.24% | -4.70% | -14.15% |
| 2021 | -1.64% | 3.02% | 4.93% | 4.19% | 1.57% | 2.26% | 2.57% | 2.54% | -5.05% | 5.96% | -1.38% | 5.54% | 26.72% |
Benchmark Metrics
State Street SPDR MSCI USA StrategicFactors ETF has an annualized alpha of 2.56%, beta of 0.83, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since April 16, 2015.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (91.25%) than losses (86.05%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 2.56% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.56%
- Beta
- 0.83
- R²
- 0.83
- Upside Capture
- 91.25%
- Downside Capture
- 86.05%
Expense Ratio
QUS has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
QUS ranks 82 for risk / return — above 82% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for State Street SPDR MSCI USA StrategicFactors ETF (QUS) and compare them to S&P 500 Index.
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.
| QUS | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.31 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 2.45 | +0.47 |
| Martin ratioReturn relative to average drawdown | 13.04 | 10.40 | +2.64 |
Dividends
Dividend History
State Street SPDR MSCI USA StrategicFactors ETF provided a 1.25% dividend yield over the last twelve months, with an annual payout of $2.43 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.43 | $2.41 | $2.31 | $2.08 | $1.86 | $1.66 | $1.81 | $1.72 | $1.55 | $1.44 | $1.34 | $0.89 |
Dividend yield | 1.25% | 1.38% | 1.49% | 1.57% | 1.68% | 1.27% | 1.73% | 1.81% | 2.12% | 1.86% | 2.07% | 1.48% |
Monthly Dividends
The table displays the monthly dividend distributions for State Street SPDR MSCI USA StrategicFactors ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.01 | $0.00 | $0.00 | $1.01 | ||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.99 | $0.00 | $0.00 | $0.00 | $0.00 | $1.42 | $0.00 | $2.41 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.97 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.34 | $2.31 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.86 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.21 | $2.08 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.76 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.09 | $1.86 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.74 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.92 | $1.66 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the State Street SPDR MSCI USA StrategicFactors ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the State Street SPDR MSCI USA StrategicFactors ETF was 33.78%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-33.78%Mar 2020 | 1mo 2d | 5mo 13d | 6mo 15dFeb 2020 - Sep 2020 | COVID crash2020 |
-22.30%Oct 2022 | 9mo 16d | 1y 1mo | 1y 11moDec 2021 - Dec 2023 | Bear market2022 |
-17.42%Dec 2018 | 3mo 1d | 3mo 8d | 6mo 9dSep 2018 - Apr 2019 | Rate-hike selloffLate 2018 |
-13.94%Apr 2025 | 1mo 17d | 2mo 23d | 4mo 10dFeb 2025 - Jun 2025 | 2025 selloff2025 |
-11.50%Jan 2016 | 2mo 8d | 2mo 10d | 4mo 18dNov 2015 - Mar 2016 | — |
Drawdown Indicators
| QUS | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -56.78% | +23.00% |
Max Drawdown (1Y)Largest decline over 1 year | -6.85% | -9.10% | +2.25% |
Max Drawdown (3Y)Largest decline over 3 years | -13.94% | -18.90% | +4.96% |
Max Drawdown (5Y)Largest decline over 5 years | -22.30% | -25.43% | +3.13% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | -33.92% | +0.14% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.66% | -10.70% | +7.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 2.14% | -0.61% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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