QINT vs. QWLD
Compare and contrast key facts about American Century Quality Diversified International ETF (QINT) and SPDR MSCI World StrategicFactors ETF (QWLD).
QINT and QWLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QINT is a passively managed fund by American Century Investments that tracks the performance of the Alpha Vee American Century Diversified International Equity Index. It was launched on Sep 10, 2018. QWLD is a passively managed fund by State Street that tracks the performance of the MSCI World Factor Mix A-Series (USD). It was launched on Jun 4, 2014. Both QINT and QWLD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QINT or QWLD.
Key characteristics
| QINT | QWLD | |
|---|---|---|
| YTD Return | 7.48% | 17.48% |
| 1Y Return | 14.56% | 23.99% |
| 3Y Return (Ann) | 0.97% | 7.23% |
| 5Y Return (Ann) | 6.72% | 10.98% |
| Sharpe Ratio | 1.35 | 2.74 |
| Sortino Ratio | 1.90 | 3.88 |
| Omega Ratio | 1.24 | 1.50 |
| Calmar Ratio | 1.34 | 4.74 |
| Martin Ratio | 8.00 | 18.18 |
| Ulcer Index | 2.15% | 1.44% |
| Daily Std Dev | 12.75% | 9.55% |
| Max Drawdown | -33.84% | -31.89% |
| Current Drawdown | -6.11% | -1.29% |
Correlation
The correlation between QINT and QWLD is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
QINT vs. QWLD - Performance Comparison
In the year-to-date period, QINT achieves a 7.48% return, which is significantly lower than QWLD's 17.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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QINT vs. QWLD - Expense Ratio Comparison
QINT has a 0.39% expense ratio, which is higher than QWLD's 0.30% expense ratio.
Risk-Adjusted Performance
QINT vs. QWLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century Quality Diversified International ETF (QINT) and SPDR MSCI World StrategicFactors ETF (QWLD). 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.
Dividends
QINT vs. QWLD - Dividend Comparison
QINT's dividend yield for the trailing twelve months is around 3.35%, more than QWLD's 1.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
QINT American Century Quality Diversified International ETF | 3.35% | 3.12% | 3.56% | 2.30% | 1.61% | 1.83% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% |
QWLD SPDR MSCI World StrategicFactors ETF | 1.49% | 1.78% | 2.02% | 1.77% | 1.77% | 2.13% | 2.33% | 2.73% | 2.22% | 3.42% | 1.02% |
Drawdowns
QINT vs. QWLD - Drawdown Comparison
The maximum QINT drawdown since its inception was -33.84%, which is greater than QWLD's maximum drawdown of -31.89%. Use the drawdown chart below to compare losses from any high point for QINT and QWLD. For additional features, visit the drawdowns tool.
Volatility
QINT vs. QWLD - Volatility Comparison
American Century Quality Diversified International ETF (QINT) has a higher volatility of 3.72% compared to SPDR MSCI World StrategicFactors ETF (QWLD) at 2.49%. This indicates that QINT's price experiences larger fluctuations and is considered to be riskier than QWLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.