- ISIN
- US78468R8126
- CUSIP
- 78468R812
- Issuer
- State Street
- Inception Date
- Apr 16, 2015
- Region
- North America (U.S.)
- Category
- Large Cap Growth Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI USA Factor Mix A-Series Capped (USD)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $2B
Share Price Chart
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Performance
QUS Performance Chart
SPDR MSCI USA StrategicFactors ETF (QUS) is up 7.1% since the beginning of the year. QUS is currently trading at $186 per share. Investors who bought $1,000 worth of QUS shares 5 years ago would now be looking at an investment worth $1,713.
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Returns By Period
SPDR MSCI USA StrategicFactors ETF (QUS) has returned 7.13% so far this year and 18.57% over the past 12 months. Over the last ten years, QUS has had an annualized return of 13.72%, just under the S&P 500 Index benchmark’s 13.75%.
SPDR MSCI USA StrategicFactors ETF
- 1D
- -0.06%
- 1M
- 2.61%
- YTD
- 7.13%
- 6M
- 7.86%
- 1Y
- 18.57%
- 3Y*
- 17.71%
- 5Y*
- 11.37%
- 10Y*
- 13.72%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
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 +1.07%. 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 50% 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% | 0.04% | 7.13% | ||||||
| 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
SPDR MSCI USA StrategicFactors ETF has an annualized alpha of 2.28%, beta of 0.84, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since April 17, 2015.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (91.45%) than losses (87.74%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 2.28% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.28%
- Beta
- 0.84
- R²
- 0.84
- Upside Capture
- 91.45%
- Downside Capture
- 87.74%
Expense Ratio
QUS has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
QUS ranks 60 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SPDR MSCI USA StrategicFactors ETF (QUS) and compare them to S&P 500 Index.
| QUS | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.06 | 2.39 | -0.33 |
Sortino ratioReturn per unit of downside risk | 2.94 | 3.25 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.43 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.72 | 3.11 | -0.39 |
Martin ratioReturn relative to average drawdown | 12.14 | 14.38 | -2.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
SPDR MSCI USA StrategicFactors ETF provided a 1.31% 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 | 1.31% | 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 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 | $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 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 SPDR MSCI USA StrategicFactors ETF was 33.78%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current SPDR MSCI USA StrategicFactors ETF drawdown is 0.07%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -33.78%Mar 2020 | 1mo 2d | 5mo 13d | 6mo 15dFeb 2020 - Sep 2020 |
Bear market2022 | -22.30%Oct 2022 | 9mo 16d | 1y 1mo | 1y 11moDec 2021 - Dec 2023 |
Rate-hike selloffLate 2018 | -17.42%Dec 2018 | 3mo 1d | 3mo 8d | 6mo 9dSep 2018 - Apr 2019 |
2025 selloff2025 | -13.94%Apr 2025 | 1mo 17d | 2mo 23d | 4mo 10dFeb 2025 - Jun 2025 |
2016 correction2016 | -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 | -0.07% | 0.00% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -3.70% | -10.72% | +7.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 1.97% | -0.44% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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