QUS vs. IQM
Compare and contrast key facts about SPDR MSCI USA StrategicFactors ETF (QUS) and Franklin Intelligent Machines ETF (IQM).
QUS and IQM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QUS is a passively managed fund by State Street that tracks the performance of the MSCI USA Factor Mix A-Series Capped (USD). It was launched on Apr 16, 2015. IQM is an actively managed fund by Franklin Templeton. It was launched on Feb 25, 2020.
Performance
QUS vs. IQM - Performance Comparison
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QUS vs. IQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QUS SPDR MSCI USA StrategicFactors ETF | -1.11% | 14.13% | 18.99% | 21.78% | -14.15% | 26.72% | 20.93% |
IQM Franklin Intelligent Machines ETF | 3.20% | 30.76% | 31.03% | 41.06% | -33.36% | 25.18% | 78.48% |
Returns By Period
In the year-to-date period, QUS achieves a -1.11% return, which is significantly lower than IQM's 3.20% return.
QUS
- 1D
- 0.36%
- 1M
- -4.55%
- YTD
- -1.11%
- 6M
- 1.20%
- 1Y
- 11.64%
- 3Y*
- 15.88%
- 5Y*
- 10.63%
- 10Y*
- 12.92%
IQM
- 1D
- 1.99%
- 1M
- -3.98%
- YTD
- 3.20%
- 6M
- 2.05%
- 1Y
- 57.05%
- 3Y*
- 26.96%
- 5Y*
- 15.40%
- 10Y*
- —
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QUS vs. IQM - Expense Ratio Comparison
QUS has a 0.15% expense ratio, which is lower than IQM's 0.50% expense ratio.
Return for Risk
QUS vs. IQM — Risk / Return Rank
QUS
IQM
QUS vs. IQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI USA StrategicFactors ETF (QUS) and Franklin Intelligent Machines ETF (IQM). 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.
| QUS | IQM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.72 | -0.91 |
Sortino ratioReturn per unit of downside risk | 1.23 | 2.33 | -1.09 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.33 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 4.00 | -2.89 |
Martin ratioReturn relative to average drawdown | 5.43 | 12.47 | -7.04 |
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
| QUS | IQM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.72 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.54 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.78 | -0.05 |
Correlation
The correlation between QUS and IQM is 0.75, 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.
Dividends
QUS vs. IQM - Dividend Comparison
QUS's dividend yield for the trailing twelve months is around 1.40%, while IQM has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QUS SPDR MSCI USA StrategicFactors ETF | 1.40% | 1.38% | 1.49% | 1.57% | 1.68% | 1.27% | 1.73% | 1.81% | 2.12% | 1.86% | 2.07% | 1.48% |
IQM Franklin Intelligent Machines ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.17% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QUS vs. IQM - Drawdown Comparison
The maximum QUS drawdown since its inception was -33.78%, smaller than the maximum IQM drawdown of -44.91%. Use the drawdown chart below to compare losses from any high point for QUS and IQM.
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Drawdown Indicators
| QUS | IQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -44.91% | +11.13% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -14.71% | +4.29% |
Max Drawdown (5Y)Largest decline over 5 years | -22.30% | -44.91% | +22.61% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | — | — |
Current DrawdownCurrent decline from peak | -4.68% | -6.86% | +2.18% |
Average DrawdownAverage peak-to-trough decline | -3.75% | -12.55% | +8.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 4.72% | -2.59% |
Volatility
QUS vs. IQM - Volatility Comparison
The current volatility for SPDR MSCI USA StrategicFactors ETF (QUS) is 3.78%, while Franklin Intelligent Machines ETF (IQM) has a volatility of 12.71%. This indicates that QUS experiences smaller price fluctuations and is considered to be less risky than IQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUS | IQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 12.71% | -8.93% |
Volatility (6M)Calculated over the trailing 6-month period | 7.13% | 23.53% | -16.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.48% | 33.40% | -18.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.37% | 28.67% | -14.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 30.73% | -14.32% |