SPDR MSCI World StrategicFactors ETF (QWLD)
QWLD is a passive ETF by State Street tracking the investment results of the MSCI World Factor Mix A-Series (USD). QWLD launched on Jun 4, 2014 and has a 0.30% expense ratio.
ETF Info
US78463X4189
78463X418
Jun 4, 2014
Developed Markets (Broad)
1x
MSCI World Factor Mix A-Series (USD)
Large-Cap
Blend
Expense Ratio
QWLD has an expense ratio of 0.30%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
SPDR MSCI World StrategicFactors ETF (QWLD) returned 6.72% year-to-date (YTD) and 11.01% over the past 12 months. Over the past 10 years, QWLD delivered an annualized return of 12.26%, outperforming the S&P 500 benchmark at 10.89%.
QWLD
6.72%
7.08%
5.47%
11.01%
13.66%
12.26%
^GSPC (Benchmark)
1.30%
12.79%
1.49%
12.35%
15.12%
10.89%
Monthly Returns
The table below presents the monthly returns of QWLD, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.74% | 1.48% | -2.07% | 0.41% | 3.09% | 6.72% | |||||||
| 2024 | 1.63% | 3.62% | 3.40% | -3.80% | 4.21% | 0.88% | 2.80% | 3.65% | 0.48% | -2.28% | 3.42% | -3.96% | 14.44% |
| 2023 | 5.28% | -2.89% | 3.64% | 2.27% | -1.49% | 5.11% | 2.61% | -1.63% | -3.67% | -1.85% | 7.00% | 4.39% | 19.59% |
| 2022 | -4.34% | -2.57% | 2.87% | -6.90% | 0.81% | -7.14% | 6.17% | -4.27% | -8.41% | 7.00% | 8.04% | -3.57% | -13.30% |
| 2021 | -1.18% | 2.04% | 4.36% | 3.49% | 2.60% | 1.07% | 2.18% | 2.26% | -4.45% | 4.85% | -2.09% | 5.03% | 21.58% |
| 2020 | 0.34% | -8.66% | -12.03% | 9.43% | 4.49% | 1.33% | 3.33% | 5.34% | -2.75% | -3.35% | 11.30% | 3.62% | 10.24% |
| 2019 | 7.27% | 3.15% | 1.09% | 3.44% | -4.40% | 5.97% | 0.30% | -0.78% | 2.13% | 2.26% | 2.26% | 2.42% | 27.59% |
| 2018 | 4.55% | -3.29% | -1.38% | -0.10% | 0.67% | -0.31% | 3.08% | 0.90% | 0.93% | -6.00% | 0.81% | -6.49% | -7.02% |
| 2017 | 1.29% | 1.28% | 3.98% | 1.35% | 1.08% | 1.27% | 1.60% | 0.18% | 2.44% | 1.81% | 1.48% | 2.72% | 22.47% |
| 2016 | -5.00% | 0.44% | 7.50% | 0.85% | -0.44% | 1.17% | 3.06% | -0.60% | -0.80% | -1.48% | 0.55% | 2.71% | 7.74% |
| 2015 | -0.43% | 3.87% | -1.30% | 1.72% | 0.84% | -0.31% | -0.47% | -5.75% | -0.90% | 6.54% | -0.83% | -0.47% | 2.04% |
| 2014 | 1.30% | -1.43% | 2.50% | -2.19% | 0.95% | 2.02% | -0.44% | 2.64% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 77, QWLD is among the top 23% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for SPDR MSCI World StrategicFactors ETF (QWLD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
SPDR MSCI World StrategicFactors ETF provided a 1.63% dividend yield over the last twelve months, with an annual payout of $2.16 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.16 | $2.16 | $1.96 | $1.90 | $1.95 | $1.63 | $1.83 | $1.60 | $2.06 | $1.41 | $2.06 | $0.62 |
Dividend yield | 1.63% | 1.74% | 1.78% | 2.02% | 1.77% | 1.77% | 2.13% | 2.33% | 2.73% | 2.22% | 3.42% | 1.02% |
Monthly Dividends
The table displays the monthly dividend distributions for SPDR MSCI World 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.97 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.19 | $2.16 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.94 | $1.96 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.89 | $1.90 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.92 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.03 | $1.95 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.85 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.79 | $1.63 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.83 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.99 | $1.83 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.63 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.97 | $1.60 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.83 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.22 | $2.06 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.74 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.67 | $1.41 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.72 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.33 | $2.06 |
| 2014 | $0.04 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.58 | $0.62 |
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 World 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 World StrategicFactors ETF was 31.89%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.89% | Feb 13, 2020 | 27 | Mar 23, 2020 | 161 | Nov 9, 2020 | 188 |
| -22.84% | Dec 30, 2021 | 198 | Oct 12, 2022 | 292 | Dec 11, 2023 | 490 |
| -16.49% | Oct 9, 2018 | 46 | Dec 24, 2018 | 68 | Apr 12, 2019 | 114 |
| -14.09% | May 26, 2015 | 65 | Jan 20, 2016 | 29 | Apr 20, 2016 | 94 |
| -12.4% | Feb 21, 2025 | 33 | Apr 8, 2025 | 26 | May 15, 2025 | 59 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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