IWLG vs. QUS
IWLG (NYLI Winslow Large Cap Growth ETF) and QUS (SPDR MSCI USA StrategicFactors ETF) are both Large Cap Growth Equities funds. IWLG is actively managed, while QUS is passively managed. Over the past 3 years, IWLG returned 23.06%/yr vs 16.73%/yr for QUS. Their correlation of 0.80 suggests significant overlap in exposure. IWLG charges 0.50%/yr vs 0.15%/yr for QUS.
Performance
IWLG vs. QUS - Performance Comparison
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Returns By Period
In the year-to-date period, IWLG achieves a -3.87% return, which is significantly lower than QUS's 2.20% return.
IWLG
- 1D
- 1.84%
- 1M
- 5.77%
- YTD
- -3.87%
- 6M
- -2.71%
- 1Y
- 24.45%
- 3Y*
- 23.06%
- 5Y*
- —
- 10Y*
- —
QUS
- 1D
- 0.45%
- 1M
- 2.39%
- YTD
- 2.20%
- 6M
- 5.31%
- 1Y
- 19.73%
- 3Y*
- 16.73%
- 5Y*
- 10.71%
- 10Y*
- 13.24%
IWLG vs. QUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IWLG NYLI Winslow Large Cap Growth ETF | -3.87% | 14.73% | 31.47% | 43.25% | -0.01% |
QUS SPDR MSCI USA StrategicFactors ETF | 2.20% | 14.13% | 18.99% | 21.78% | 3.22% |
Correlation
The correlation between IWLG and QUS is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 2022 | 0.80 |
The correlation between IWLG and QUS shifts across timeframes, from 0.67 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IWLG vs. QUS — Risk / Return Rank
IWLG
QUS
IWLG vs. QUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NYLI Winslow Large Cap Growth ETF (IWLG) 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.
| IWLG | QUS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 1.92 | -0.52 |
Sortino ratioReturn per unit of downside risk | 2.00 | 2.78 | -0.78 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.35 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 3.33 | -1.94 |
Martin ratioReturn relative to average drawdown | 4.34 | 14.43 | -10.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IWLG | QUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 1.92 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.75 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.81 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.75 | +0.26 |
Drawdowns
IWLG vs. QUS - Drawdown Comparison
The maximum IWLG drawdown since its inception was -23.19%, smaller than the maximum QUS drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for IWLG and QUS.
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Drawdown Indicators
| IWLG | QUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.19% | -33.78% | +10.59% |
Max Drawdown (1Y)Largest decline over 1 year | -19.45% | -6.85% | -12.60% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.30% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -8.69% | -1.49% | -7.20% |
Average DrawdownAverage peak-to-trough decline | -4.61% | -3.75% | -0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.20% | 1.58% | +4.62% |
Volatility
IWLG vs. QUS - Volatility Comparison
NYLI Winslow Large Cap Growth ETF (IWLG) has a higher volatility of 7.44% compared to SPDR MSCI USA StrategicFactors ETF (QUS) at 4.18%. This indicates that IWLG'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.
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Volatility by Period
| IWLG | QUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.44% | 4.18% | +3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 12.84% | 7.24% | +5.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.57% | 10.38% | +7.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.13% | 14.40% | +6.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.13% | 16.43% | +4.70% |
IWLG vs. QUS - Expense Ratio Comparison
IWLG has a 0.50% expense ratio, which is higher than QUS's 0.15% expense ratio.
Dividends
IWLG vs. QUS - Dividend Comparison
IWLG has not paid dividends to shareholders, while QUS's dividend yield for the trailing twelve months is around 1.35%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWLG NYLI Winslow Large Cap Growth ETF | 0.00% | 0.00% | 1.34% | 0.01% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QUS SPDR MSCI USA StrategicFactors ETF | 1.35% | 1.38% | 1.49% | 1.57% | 1.68% | 1.27% | 1.73% | 1.81% | 2.12% | 1.86% | 2.07% | 1.48% |