PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IWFG vs. QUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IWFG vs. QUS

Last updated Jun 4, 2026

IWFG (NYLI Winslow Focused Large Cap Growth ETF) and QUS (SPDR MSCI USA StrategicFactors ETF) are both Large Cap Growth Equities funds. IWFG is actively managed, while QUS is passively managed. Over the past 3 years, IWFG returned 23.02%/yr vs 17.53%/yr for QUS. A 0.79 correlation means they provide meaningful diversification when combined. IWFG charges 0.46%/yr vs 0.15%/yr for QUS.

Performance

IWFG vs. QUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYLI Winslow Focused Large Cap Growth ETF (IWFG) and SPDR MSCI USA StrategicFactors ETF (QUS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IWFG achieves a 2.08% return, which is significantly lower than QUS's 6.67% return.

IWFG

1D
-1.30%
1M
4.41%
YTD
2.08%
6M
1.13%
1Y
11.87%
3Y*
23.02%
5Y*
—
10Y*
—

QUS

1D
-0.43%
1M
2.68%
YTD
6.67%
6M
6.93%
1Y
17.65%
3Y*
17.53%
5Y*
11.08%
10Y*
13.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWFG vs. QUS - Yearly Performance Comparison

2026 (YTD)2025202420232022
IWFG
NYLI Winslow Focused Large Cap Growth ETF		2.08%14.33%37.56%38.40%3.75%
QUS
SPDR MSCI USA StrategicFactors ETF		6.67%14.13%18.99%21.78%3.22%

Correlation

The correlation between IWFG and QUS is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2022

0.79

The correlation between IWFG and QUS shifts across timeframes, from 0.64 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

IWFG vs. QUS - Sectors Allocation Comparison

Sectors
IWFG
QUS

Technology

52.4%
26.3%

Communication Services

13.3%
10.2%

Consumer Cyclical

11.0%
5.8%

Industrials

7.5%
8.6%

Healthcare

5.5%
13.4%

Financial Services

4.8%
14.6%

Utilities

4.0%
3.6%

Basic Materials

-

2.3%

Consumer Defensive

-

9.2%

Energy

-

4.6%

Real Estate

-

1.4%

Technology

IWFG
52.4%
QUS
26.3%

Communication Services

IWFG
13.3%
QUS
10.2%

Consumer Cyclical

IWFG
11.0%
QUS
5.8%

Industrials

IWFG
7.5%
QUS
8.6%

Healthcare

IWFG
5.5%
QUS
13.4%

Financial Services

IWFG
4.8%
QUS
14.6%

Utilities

IWFG
4.0%
QUS
3.6%

Basic Materials

IWFG

-

QUS
2.3%

Consumer Defensive

IWFG

-

QUS
9.2%

Energy

IWFG

-

QUS
4.6%

Real Estate

IWFG

-

QUS
1.4%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

NYLI Winslow Focused Large Cap Growth ETF

SPDR MSCI USA StrategicFactors ETF

Often compared with IWFG:
IWFG vs. QAIIWFG vs. MMINIWFG vs. SCHXIWFG vs. MMITIWFG vs. FTCSIWFG vs. CSNDX.MIIWFG vs. ACSI
Often compared with QUS:
QUS vs. IVVQUS vs. QUALQUS vs. SPYQUS vs. JQUAQUS vs. VOOQUS vs. DGTQUS vs. BERZ

Return for Risk

IWFG vs. QUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IWFG
IWFG Risk / Return Rank: 1919
Overall Rank
IWFG Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IWFG Sortino Ratio Rank: 2121
Sortino Ratio Rank
IWFG Omega Ratio Rank: 2121
Omega Ratio Rank
IWFG Calmar Ratio Rank: 1616
Calmar Ratio Rank
IWFG Martin Ratio Rank: 1717
Martin Ratio Rank
QUS
QUS Risk / Return Rank: 5757
Overall Rank
QUS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
QUS Sortino Ratio Rank: 5858
Sortino Ratio Rank
QUS Omega Ratio Rank: 5555
Omega Ratio Rank
QUS Calmar Ratio Rank: 5252
Calmar Ratio Rank
QUS Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IWFG vs. QUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NYLI Winslow Focused Large Cap Growth ETF (IWFG) and SPDR MSCI USA StrategicFactors ETF (QUS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

IWFGQUSDifference
Sharpe ratioReturn per unit of total volatility
0.72
1.95

-1.23

Sortino ratioReturn per unit of downside risk
1.07
2.81

-1.73

Omega ratioGain probability vs. loss probability

1.13

1.35

-0.21

Calmar ratioReturn relative to maximum drawdown

0.59

2.59

-2.00

Martin ratioReturn relative to average drawdown

1.73

11.54

-9.81

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IWFG vs. QUS - Sharpe Ratio Comparison

The current IWFG Sharpe Ratio is 0.72, which is lower than the QUS Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of IWFG and QUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

IWFGQUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

1.95

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.78

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.83

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

0.77

+0.39

Drawdowns

IWFG vs. QUS - Drawdown Comparison

The maximum IWFG drawdown since its inception was -21.97%, smaller than the maximum QUS drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for IWFG and QUS.

Loading charts...

Drawdown Indicators

IWFGQUSDifference

Max Drawdown

Largest peak-to-trough decline

-21.97%

-33.78%

+11.81%

Max Drawdown (1Y)

Largest decline over 1 year

-20.20%

-6.85%

-13.35%

Max Drawdown (3Y)

Largest decline over 3 years

-21.97%

-13.94%

-8.03%

Max Drawdown (5Y)

Largest decline over 5 years

—

-22.30%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.78%

—

Current Drawdown

Current decline from peak

-2.79%

-0.50%

-2.29%

Average Drawdown

Average peak-to-trough decline

-4.13%

-3.70%

-0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.89%

1.53%

+5.36%

Volatility

IWFG vs. QUS - Volatility Comparison

NYLI Winslow Focused Large Cap Growth ETF (IWFG) has a higher volatility of 3.85% compared to SPDR MSCI USA StrategicFactors ETF (QUS) at 1.78%. This indicates that IWFG's price experiences larger fluctuations and is considered to be riskier than QUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

IWFGQUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

1.78%

+2.07%

Volatility (6M)

Calculated over the trailing 6-month period

12.59%

6.66%

+5.93%

Volatility (1Y)

Calculated over the trailing 1-year period

16.50%

9.09%

+7.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.48%

14.33%

+6.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.48%

16.42%

+4.06%

IWFG vs. QUS - Expense Ratio Comparison

IWFG has a 0.46% expense ratio, which is higher than QUS's 0.15% expense ratio.

Dividends

IWFG vs. QUS - Dividend Comparison

IWFG has not paid dividends to shareholders, while QUS's dividend yield for the trailing twelve months is around 1.31%.

PositionTTM20252024202320222021202020192018201720162015
IWFG
NYLI Winslow Focused Large Cap Growth ETF		0.00%0.00%5.44%1.01%0.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QUS
SPDR MSCI USA StrategicFactors ETF		1.31%1.38%1.49%1.57%1.68%1.27%1.73%1.81%2.12%1.86%2.07%1.48%

Frequently Asked Questions

IWFG and QUS have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWFG has higher volatility (3.85%) compared to QUS (1.78%). In terms of maximum drawdown, IWFG dropped -21.97% vs QUS's -33.78%.

On 3-year performance, IWFG leads with 23.02% vs 17.53% for QUS. On fees, QUS is cheaper at 0.15% per year. On volatility, QUS has been the lower-risk option at 1.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IWFG has performed better with a 23.02% return vs 17.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QUS is cheaper with a 0.15% expense ratio, compared with 0.46% for IWFG.

QUS has the higher dividend yield at 1.31%, compared with 0.00% for IWFG.

They also come from different issuers: New York Life and State Street. Their fees differ too: 0.46% for IWFG and 0.15% for QUS.

QUS currently has the higher Sharpe Ratio (1.95 vs 0.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for IWFG and QUS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer