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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SPDR MSCI USA StrategicFactors ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
SPDR MSCI USA StrategicFactors ETF (QUS) has returned -1.46% so far this year and 11.14% over the past 12 months. Looking at the last ten years, QUS has achieved an annualized return of 12.88%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.
SPDR MSCI USA StrategicFactors ETF
- 1D
- 1.86%
- 1M
- -5.02%
- YTD
- -1.46%
- 6M
- 1.09%
- 1Y
- 11.14%
- 3Y*
- 15.75%
- 5Y*
- 10.55%
- 10Y*
- 12.88%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Apr 16, 2015, QUS's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, your investment would double in approximately 5.6 years.
Historically, 68% of months were positive and 32% 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% | -1.46% | |||||||||
| 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 2.72%, 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 (93.92%) than losses (87.74%) — typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 2.72% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.72%
- Beta
- 0.84
- R²
- 0.84
- Upside Capture
- 93.92%
- 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 45 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 a chosen benchmark (S&P 500 Index).
| QUS | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.90 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.39 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.17 | 1.40 | -0.23 |
Martin ratioReturn relative to average drawdown | 5.79 | 6.61 | -0.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore QUS risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
SPDR MSCI USA StrategicFactors ETF provided a 1.40% dividend yield over the last twelve months, with an annual payout of $2.41 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 | $2.41 | $2.41 | $2.31 | $2.08 | $1.86 | $1.66 | $1.81 | $1.72 | $1.55 | $1.44 | $1.34 | $0.89 |
Dividend yield | 1.40% | 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 | |||||||||
| 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 5.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.78% | Feb 20, 2020 | 23 | Mar 23, 2020 | 114 | Sep 2, 2020 | 137 |
| -22.3% | Dec 30, 2021 | 198 | Oct 12, 2022 | 286 | Dec 1, 2023 | 484 |
| -17.42% | Sep 24, 2018 | 64 | Dec 24, 2018 | 66 | Apr 1, 2019 | 130 |
| -13.94% | Feb 20, 2025 | 34 | Apr 8, 2025 | 56 | Jun 30, 2025 | 90 |
| -11.5% | Nov 13, 2015 | 45 | Jan 20, 2016 | 48 | Mar 30, 2016 | 93 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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