SPDR MSCI USA StrategicFactors ETF (QUS)
QUS is a passive ETF by State Street tracking the investment results of the MSCI USA Factor Mix A-Series Capped (USD). QUS launched on Apr 16, 2015 and has a 0.15% expense ratio.
ETF Info
| ISIN | US78468R8126 |
|---|---|
| CUSIP | 78468R812 |
| Issuer | State Street |
| Inception Date | Apr 16, 2015 |
| Region | North America (U.S.) |
| Category | Large Cap Growth Equities |
| Leveraged | 1x |
| Index Tracked | MSCI USA Factor Mix A-Series Capped (USD) |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
QUS has an expense ratio of 0.15%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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Popular comparisons: QUS vs. IVV, QUS vs. DGT, QUS vs. QUAL, QUS vs. QVML, QUS vs. BERZ, QUS vs. SPY, QUS vs. VOO, QUS vs. JQUA, QUS vs. RSP, QUS vs. IOO
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.
Returns By Period
SPDR MSCI USA StrategicFactors ETF had a return of 23.38% year-to-date (YTD) and 32.97% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 23.38% | 25.45% |
| 1 month | 1.65% | 2.91% |
| 6 months | 12.45% | 14.05% |
| 1 year | 32.97% | 35.64% |
| 5 years (annualized) | 13.96% | 14.13% |
| 10 years (annualized) | N/A | 11.39% |
Monthly Returns
The table below presents the monthly returns of QUS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.20% | 4.29% | 3.42% | -4.13% | 4.06% | 2.17% | 2.56% | 3.36% | 0.80% | -1.26% | 23.38% | ||
| 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% | 2.27% | 2.57% | 2.54% | -5.05% | 5.96% | -1.38% | 5.54% | 26.73% |
| 2020 | 0.25% | -8.33% | -12.23% | 11.22% | 4.84% | 0.02% | 4.28% | 5.41% | -2.51% | -2.87% | 11.23% | 3.21% | 12.40% |
| 2019 | 7.64% | 3.71% | 2.18% | 3.99% | -5.48% | 6.33% | 2.17% | -0.99% | 1.87% | 1.66% | 3.14% | 2.83% | 32.45% |
| 2018 | 4.52% | -2.42% | -2.57% | -0.64% | 1.88% | 0.85% | 3.67% | 2.77% | 0.81% | -5.39% | 2.06% | -8.45% | -3.66% |
| 2017 | 1.10% | 4.70% | -0.03% | 1.19% | 1.43% | 0.11% | 2.08% | 0.13% | 1.94% | 2.46% | 3.54% | 1.23% | 21.66% |
| 2016 | -8.09% | 3.78% | 5.95% | 0.36% | 0.23% | 1.20% | 3.62% | -0.38% | 0.10% | -1.97% | 3.31% | 1.91% | 9.71% |
| 2015 | -0.77% | 2.16% | -1.68% | -0.45% | -3.09% | -3.55% | 9.91% | -0.03% | 0.24% | 2.14% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of QUS is 92, placing it in the top 8% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for SPDR MSCI USA StrategicFactors ETF (QUS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
SPDR MSCI USA StrategicFactors ETF provided a 1.35% dividend yield over the last twelve months, with an annual payout of $2.18 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.18 | $2.08 | $1.86 | $1.67 | $1.81 | $1.72 | $1.55 | $1.44 | $1.34 | $0.89 |
Dividend yield | 1.35% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.97 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.97 | |
| 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 | $1.67 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.77 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.03 | $1.81 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.72 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.00 | $1.72 |
| 2018 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.92 | $1.55 |
| 2017 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.43 | $1.44 |
| 2016 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.40 | $1.34 |
| 2015 | $0.24 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.36 | $0.89 |
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.
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 0.31%.
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 |
| -11.5% | Nov 13, 2015 | 24 | Jan 20, 2016 | 20 | Mar 30, 2016 | 44 |
| -10.55% | Jun 29, 2015 | 5 | Aug 24, 2015 | 15 | Oct 23, 2015 | 20 |
Volatility
Volatility Chart
The current SPDR MSCI USA StrategicFactors ETF volatility is 3.31%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.