QINT vs. QWLD

Last updated Jun 4, 2026

QINT (American Century Quality Diversified International ETF) and QWLD (SPDR MSCI World StrategicFactors ETF) are both exchange-traded funds - QINT is a Foreign Large Cap Equities fund tracking the Alpha Vee American Century Diversified International Equity Index, while QWLD is a Large Cap Growth Equities fund tracking the MSCI World Factor Mix A-Series (USD). Both are passively managed. Over the past 5 years, QINT returned 8.81%/yr vs 9.96%/yr for QWLD. Their correlation of 0.85 suggests significant overlap in exposure. QINT charges 0.39%/yr vs 0.30%/yr for QWLD.

Performance

QINT vs. QWLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Quality Diversified International ETF (QINT) and SPDR MSCI World StrategicFactors ETF (QWLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QINT achieves a 9.42% return, which is significantly higher than QWLD's 6.55% return.

QINT

• 1D: -0.76%
• 1M: 3.10%
• YTD: 9.42%
• 6M: 12.42%
• 1Y: 25.73%
• 3Y*: 20.67%
• 5Y*: 8.81%
• 10Y*: —

QWLD

• 1D: -0.56%
• 1M: 2.55%
• YTD: 6.55%
• 6M: 7.32%
• 1Y: 17.09%
• 3Y*: 16.35%
• 5Y*: 9.96%
• 10Y*: 11.68%

*Multi-year figures are annualized to reflect compound growth (CAGR)

QINT vs. QWLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
QINT American Century Quality Diversified International ETF	9.42%	38.12%	6.53%	20.36%	-19.75%	9.29%	17.95%	23.46%	-14.13%
QWLD SPDR MSCI World StrategicFactors ETF	6.55%	17.93%	14.44%	19.59%	-13.30%	21.57%	10.24%	27.59%	-10.05%

Correlation

The correlation between QINT and QWLD is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since Sep 13, 2018	0.85

The correlation between QINT and QWLD has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.

QINT vs. QWLD - Sectors Allocation Comparison

Sectors	QINT	QWLD
Financial Services	19.8%	13.8%
Industrials	19.0%	8.6%
Consumer Cyclical	13.6%	5.0%
Healthcare	10.2%	12.6%
Basic Materials	9.4%	2.9%
Technology	8.9%	22.3%
Energy	6.4%	4.5%
Consumer Defensive	5.8%	7.6%
Communication Services	4.4%	9.6%
Utilities	1.6%	3.7%
Real Estate	1.0%	0.8%

Return for Risk

QINT vs. QWLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QINT

QINT Risk / Return Rank: 50
QINT Sharpe Ratio Rank: 50
QINT Sortino Ratio Rank: 51
QINT Omega Ratio Rank: 50
QINT Calmar Ratio Rank: 46
QINT Martin Ratio Rank: 53

QWLD

QWLD Risk / Return Rank: 50
QWLD Sharpe Ratio Rank: 51
QWLD Sortino Ratio Rank: 52
QWLD Omega Ratio Rank: 49
QWLD Calmar Ratio Rank: 45
QWLD Martin Ratio Rank: 55

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.

QINT vs. QWLD - Risk-Adjusted Trends 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.

	QINT	QWLD	Difference
Sharpe ratio: Return per unit of total volatility	1.74	1.77	-0.03
Sortino ratio: Return per unit of downside risk	2.47	2.55	-0.08
Omega ratio: Gain probability vs. loss probability	1.32	1.31	0.00
Calmar ratio: Return relative to maximum drawdown	2.26	2.24	+0.02
Martin ratio: Return relative to average drawdown	9.14	9.70	-0.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QINT vs. QWLD - Sharpe Ratio Comparison

The current QINT Sharpe Ratio is 1.74, which is comparable to the QWLD Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of QINT and QWLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	QINT	QWLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.74	1.77	-0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	0.74	-0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.77	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.69	-0.13

Drawdowns

QINT vs. QWLD - Drawdown Comparison

The maximum QINT drawdown since its inception was -33.86%, 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.

Drawdown Indicators

	QINT	QWLD	Difference
Max Drawdown Largest peak-to-trough decline	-33.86%	-31.89%	-1.97%
Max Drawdown (1Y) Largest decline over 1 year	-11.41%	-7.66%	-3.75%
Max Drawdown (3Y) Largest decline over 3 years	-13.56%	-12.40%	-1.16%
Max Drawdown (5Y) Largest decline over 5 years	-33.86%	-22.84%	-11.02%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.89%	—
Current Drawdown Current decline from peak	-0.95%	-0.56%	-0.39%
Average Drawdown Average peak-to-trough decline	-7.55%	-3.71%	-3.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.82%	1.77%	+1.05%

Volatility

QINT vs. QWLD - Volatility Comparison

American Century Quality Diversified International ETF (QINT) has a higher volatility of 4.84% compared to SPDR MSCI World StrategicFactors ETF (QWLD) at 2.26%. 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.

Volatility by Period

	QINT	QWLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.84%	2.26%	+2.58%
Volatility (6M) Calculated over the trailing 6-month period	12.35%	7.51%	+4.84%
Volatility (1Y) Calculated over the trailing 1-year period	14.84%	9.68%	+5.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.22%	13.53%	+2.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.06%	15.18%	+2.88%

QINT vs. QWLD - Expense Ratio Comparison

QINT has a 0.39% expense ratio, which is higher than QWLD's 0.30% expense ratio.

Dividends

QINT vs. QWLD - Dividend Comparison

QINT's dividend yield for the trailing twelve months is around 2.50%, more than QWLD's 1.84% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QINT American Century Quality Diversified International ETF	2.50%	2.66%	3.49%	3.12%	3.56%	2.30%	1.61%	1.83%	0.42%	0.00%	0.00%	0.00%
QWLD SPDR MSCI World StrategicFactors ETF	1.84%	1.85%	1.74%	1.78%	2.02%	1.77%	1.77%	2.13%	2.33%	2.73%	2.22%	3.42%

Frequently Asked Questions

Can I hold both QINT and QWLD in my portfolio?

QINT and QWLD have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QINT or QWLD?

QINT has higher volatility (4.84%) compared to QWLD (2.26%). In terms of maximum drawdown, QINT dropped -33.86% vs QWLD's -31.89%.

Which ETF is better, QINT or QWLD?

On 5-year performance, QWLD leads with 9.96% vs 8.81% for QINT. On fees, QWLD is cheaper at 0.30% per year. On volatility, QWLD has been the lower-risk option at 2.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QINT or QWLD?

Over the 5-year period, QWLD has performed better with a 9.96% return vs 8.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QINT or QWLD?

QWLD is cheaper with a 0.30% expense ratio, compared with 0.39% for QINT.

Which ETF pays a higher dividend yield, QINT or QWLD?

QINT has the higher dividend yield at 2.50%, compared with 1.84% for QWLD.

What is the main difference between QINT and QWLD?

QINT is categorized as Foreign Large Cap Equities, while QWLD is Large Cap Growth Equities. QINT tracks Alpha Vee American Century Diversified International Equity Index, while QWLD tracks MSCI World Factor Mix A-Series (USD). They also come from different issuers: American Century and State Street. Their fees differ too: 0.39% for QINT and 0.30% for QWLD.

Which has better risk-adjusted returns?

QWLD currently has the higher Sharpe Ratio (1.77 vs 1.74), 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.