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
| ISIN | US78463X4189 |
|---|---|
| CUSIP | 78463X418 |
| Issuer | State Street |
| Inception Date | Jun 4, 2014 |
| Region | Developed Markets (Broad) |
| Category | Large Cap Growth Equities |
| Leveraged | 1x |
| Index Tracked | MSCI World Factor Mix A-Series (USD) |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
QWLD features an expense ratio of 0.30%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SPDR MSCI World 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 World StrategicFactors ETF had a return of 17.69% year-to-date (YTD) and 26.40% in the last 12 months. Over the past 10 years, SPDR MSCI World StrategicFactors ETF had an annualized return of 12.96%, outperforming the S&P 500 benchmark which had an annualized return of 11.39%.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 17.69% | 25.45% |
| 1 month | -0.52% | 2.91% |
| 6 months | 8.01% | 14.05% |
| 1 year | 26.40% | 35.64% |
| 5 years (annualized) | 11.15% | 14.13% |
| 10 years (annualized) | 12.96% | 11.39% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.63% | 3.62% | 3.40% | -3.80% | 4.21% | 0.88% | 2.80% | 3.65% | 0.48% | -2.28% | 17.69% | ||
| 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% | 0.91% | 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
The current risk-adjusted rank of QWLD is 82, placing it in the top 18% 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 World StrategicFactors ETF (QWLD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
SPDR MSCI World StrategicFactors ETF provided a 1.48% dividend yield over the last twelve months, with an annual payout of $1.91 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.91 | $1.96 | $1.90 | $1.95 | $1.63 | $1.83 | $1.60 | $2.06 | $1.41 | $2.06 | $0.62 |
Dividend yield | 1.48% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $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.
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.
The current SPDR MSCI World StrategicFactors ETF drawdown is 1.12%.
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 |
| -9.27% | Jun 16, 2014 | 80 | Oct 15, 2014 | 52 | Feb 18, 2015 | 132 |
Volatility
Volatility Chart
The current SPDR MSCI World StrategicFactors ETF volatility is 2.64%, 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.