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QUAL vs. SPMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QUAL vs. SPMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Quality Factor ETF (QUAL) and SPDR Portfolio S&P 400 Mid Cap ETF (SPMD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QUAL achieves a 9.44% return, which is significantly lower than SPMD's 15.51% return. Over the past 10 years, QUAL has outperformed SPMD with an annualized return of 14.46%, while SPMD has yielded a comparatively lower 11.78% annualized return.


QUAL

1D
0.47%
1M
2.14%
YTD
9.44%
6M
9.29%
1Y
22.87%
3Y*
19.30%
5Y*
11.97%
10Y*
14.46%

SPMD

1D
0.73%
1M
3.56%
YTD
15.51%
6M
14.03%
1Y
27.96%
3Y*
15.42%
5Y*
8.28%
10Y*
11.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QUAL vs. SPMD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QUAL
iShares MSCI USA Quality Factor ETF
9.44%12.65%22.29%30.88%-20.50%26.94%17.04%33.89%-5.70%22.26%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
15.51%7.44%13.91%16.48%-13.13%24.76%13.46%25.19%-10.34%15.12%

Correlation

The correlation between QUAL and SPMD is 0.79, 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

0.79

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

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (10Y)
Calculated over the trailing 10-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2013

0.80

The correlation between QUAL and SPMD has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.

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Return for Risk

QUAL vs. SPMD — Risk / Return Rank

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

QUAL
QUAL Risk / Return Rank: 5959
Overall Rank
QUAL Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
QUAL Sortino Ratio Rank: 6060
Sortino Ratio Rank
QUAL Omega Ratio Rank: 5656
Omega Ratio Rank
QUAL Calmar Ratio Rank: 5353
Calmar Ratio Rank
QUAL Martin Ratio Rank: 6767
Martin Ratio Rank

SPMD
SPMD Risk / Return Rank: 6060
Overall Rank
SPMD Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SPMD Sortino Ratio Rank: 5858
Sortino Ratio Rank
SPMD Omega Ratio Rank: 5353
Omega Ratio Rank
SPMD Calmar Ratio Rank: 6767
Calmar Ratio Rank
SPMD Martin Ratio Rank: 6767
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.

QUAL vs. SPMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Quality Factor ETF (QUAL) and SPDR Portfolio S&P 400 Mid Cap ETF (SPMD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QUALSPMDDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.31

1.29

+0.02

Calmar ratioReturn relative to maximum drawdown

2.32

2.95

-0.62

Martin ratioReturn relative to average drawdown

10.60

10.81

-0.21

QUAL vs. SPMD - Sharpe Ratio Comparison

The current QUAL Sharpe Ratio is 1.74, which is comparable to the SPMD Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of QUAL and SPMD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QUAL vs. SPMD - Drawdown Comparison

The maximum QUAL drawdown since its inception was -34.06%, smaller than the maximum SPMD drawdown of -57.62%. Use the drawdown chart below to compare losses from any high point for QUAL and SPMD.


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Drawdown Indicators


QUALSPMDDifference

Max Drawdown

Largest peak-to-trough decline

-34.06%

-57.62%

+23.56%

Max Drawdown (1Y)

Largest decline over 1 year

-9.03%

-8.86%

-0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-18.00%

-24.08%

+6.08%

Max Drawdown (5Y)

Largest decline over 5 years

-28.23%

-24.08%

-4.15%

Max Drawdown (10Y)

Largest decline over 10 years

-34.06%

-41.86%

+7.80%

Current Drawdown

Current decline from peak

-0.19%

0.00%

-0.19%

Average Drawdown

Average peak-to-trough decline

-4.10%

-8.11%

+4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

2.41%

-0.42%

Volatility

QUAL vs. SPMD - Volatility Comparison

The current volatility for iShares MSCI USA Quality Factor ETF (QUAL) is 3.63%, while SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) has a volatility of 5.07%. This indicates that QUAL experiences smaller price fluctuations and is considered to be less risky than SPMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QUALSPMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

5.07%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

11.77%

-2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

12.10%

15.91%

-3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.36%

19.75%

-2.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

21.20%

-3.09%

QUAL vs. SPMD - Expense Ratio Comparison

QUAL has a 0.15% expense ratio, which is higher than SPMD's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

QUAL vs. SPMD - Dividend Comparison

QUAL's dividend yield for the trailing twelve months is around 0.87%, less than SPMD's 1.21% yield.


PositionTTM20252024202320222021202020192018201720162015
QUAL
iShares MSCI USA Quality Factor ETF
0.87%0.94%1.02%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
1.21%1.39%1.42%1.47%1.64%1.24%1.30%1.57%1.85%1.97%2.13%5.33%

Frequently Asked Questions


QUAL and SPMD have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPMD has higher volatility (5.07%) compared to QUAL (3.63%). In terms of maximum drawdown, QUAL dropped -34.06% vs SPMD's -57.62%.

On 10-year performance, QUAL leads with 14.46% vs 11.78% for SPMD. On fees, SPMD is cheaper at 0.05% per year. On volatility, QUAL has been the lower-risk option at 3.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, QUAL has performed better with a 14.46% return vs 11.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPMD is cheaper with a 0.05% expense ratio, compared with 0.15% for QUAL.

SPMD has the higher dividend yield at 1.21%, compared with 0.87% for QUAL.

QUAL is categorized as Large Cap Blend Equities, while SPMD is Mid Cap Blend Equities. QUAL tracks MSCI USA Sector Neutral Quality Index, while SPMD tracks S&P MidCap 400 Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.15% for QUAL and 0.05% for SPMD.

QUAL currently has the higher Sharpe Ratio (1.74 vs 1.64), 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

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