QUS vs. WDIV

Last updated Aug 4, 2026

QUS (State Street SPDR MSCI USA StrategicFactors ETF) and WDIV (SPDR S&P Global Dividend ETF) are both exchange-traded funds - QUS is a Large Cap Blend Equities fund tracking the MSCI USA Factor Mix A-Series Capped Index, while WDIV is a Global Equities fund tracking the S&P Global Dividend Aristocrats Index. Both are passively managed. Over the past 10 years, QUS returned 13.54%/yr vs 7.54%/yr for WDIV. Their 0.67 correlation means they have sometimes moved together and sometimes differently. QUS charges 0.15%/yr vs 0.40%/yr for WDIV.

Performance

QUS vs. WDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR MSCI USA StrategicFactors ETF (QUS) and SPDR S&P Global Dividend ETF (WDIV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QUS achieves a 10.23% return, which is significantly lower than WDIV's 13.43% return. Over the past 10 years, QUS has outperformed WDIV with an annualized return of 13.54%, while WDIV has yielded a comparatively lower 7.54% annualized return.

QUS

• 1D: 0.83%
• 1M: 1.29%
• 6M: 7.60%
• YTD: 10.23%
• 1Y: 19.80%
• 3Y*: 17.10%
• 5Y*: 10.91%
• 10Y*: 13.54%
• ALL TIME*: 12.75%

WDIV

• 1D: 0.27%
• 1M: 3.76%
• 6M: 8.16%
• YTD: 13.43%
• 1Y: 24.52%
• 3Y*: 18.35%
• 5Y*: 9.43%
• 10Y*: 7.54%
• ALL TIME*: 7.26%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
QUS State Street SPDR MSCI USA StrategicFactors ETF	$3.01M	$4.81M	$3.43M
WDIV SPDR S&P Global Dividend ETF	$812.08K	$912.77K	$617.95K

QUS vs. WDIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
QUS State Street SPDR MSCI USA StrategicFactors ETF	10.23%	14.13%	18.99%	21.78%	-14.15%	26.72%	12.40%	32.45%	-3.66%	21.67%
WDIV SPDR S&P Global Dividend ETF	13.43%	27.16%	7.61%	8.21%	-6.92%	14.44%	-10.18%	20.12%	-8.81%	19.03%

Correlation

The correlation between QUS and WDIV is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.65
Correlation (3Y) Balances recent behavior with more history.	0.66
Correlation (5Y) Shows whether the relationship held over a longer period.	0.70
Correlation (10Y) Provides a long-term view across more market conditions.	0.71
Correlation (All Time) Calculated using the full available price history since Apr 16, 2015	0.67

The correlation between QUS and WDIV has been stable across timeframes, ranging from 0.65 to 0.71 - a consistent structural relationship.

QUS vs. WDIV - Sectors Allocation Comparison

Sectors	QUS	WDIV
Technology	28.4%	4.6%
Financial Services	15.7%	22.5%
Healthcare	14.4%	3.9%
Consumer Defensive	8.3%	6.6%
Communication Services	8.2%	9.4%
Industrials	8.1%	11.8%
Consumer Cyclical	5.7%	4.2%
Utilities	3.9%	13.8%
Energy	3.3%	7.1%
Basic Materials	2.2%	3.4%
Real Estate	1.6%	12.8%

Return for Risk

QUS vs. WDIV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QUS

QUS Risk / Return Rank: 85
QUS Sharpe Ratio Rank: 87
QUS Sortino Ratio Rank: 88
QUS Omega Ratio Rank: 86
QUS Calmar Ratio Rank: 78
QUS Martin Ratio Rank: 86

WDIV

WDIV Risk / Return Rank: 87
WDIV Sharpe Ratio Rank: 92
WDIV Sortino Ratio Rank: 92
WDIV Omega Ratio Rank: 92
WDIV Calmar Ratio Rank: 78
WDIV Martin Ratio Rank: 79

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QUS vs. WDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI USA StrategicFactors ETF (QUS) and SPDR S&P Global Dividend ETF (WDIV). 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.

	QUS	WDIV	Difference
Sharpe ratio: Return per unit of total volatility	2.16	2.44	-0.28
Sortino ratio: Return per unit of downside risk	3.05	3.49	-0.44
Omega ratio: Gain probability vs. loss probability	1.39	1.45	-0.06
Calmar ratio: Return relative to maximum drawdown	2.90	2.86	+0.04
Martin ratio: Return relative to average drawdown	12.95	10.65	+2.30

QUS vs. WDIV - Sharpe Ratio Comparison

The current QUS Sharpe Ratio is 2.16, which is comparable to the WDIV Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of QUS and WDIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QUS vs. WDIV - Drawdown Comparison

The maximum QUS drawdown since its inception was -33.78%, smaller than the maximum WDIV drawdown of -42.34%. Use the drawdown chart below to compare losses from any high point for QUS and WDIV.

Drawdown Indicators

	QUS	WDIV	Difference
Max Drawdown Largest peak-to-trough decline	-33.78%	-42.34%	+8.56%
Max Drawdown (1Y) Largest decline over 1 year	-6.85%	-8.61%	+1.76%
Max Drawdown (3Y) Largest decline over 3 years	-13.94%	-9.20%	-4.74%
Max Drawdown (5Y) Largest decline over 5 years	-22.30%	-22.12%	-0.18%
Max Drawdown (10Y) Largest decline over 10 years	-33.78%	-42.34%	+8.56%
Current Drawdown Current decline from peak	0.00%	-0.68%	+0.68%
Average Drawdown Average peak-to-trough decline	-3.66%	-5.79%	+2.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.53%	2.31%	-0.78%

Volatility

QUS vs. WDIV - Volatility Comparison

State Street SPDR MSCI USA StrategicFactors ETF (QUS) and SPDR S&P Global Dividend ETF (WDIV) have volatilities of 2.42% and 2.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QUS	WDIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.42%	2.36%	+0.06%
Volatility (6M) Calculated over the trailing 6-month period	6.97%	8.32%	-1.35%
Volatility (1Y) Calculated over the trailing 1-year period	9.22%	10.12%	-0.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.32%	12.73%	+1.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.40%	15.15%	+1.25%

QUS vs. WDIV - Expense Ratio Comparison

QUS has a 0.15% expense ratio, which is lower than WDIV's 0.40% expense ratio.

Dividends

QUS vs. WDIV - Dividend Comparison

QUS's dividend yield for the trailing twelve months is around 1.27%, less than WDIV's 4.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QUS State Street SPDR MSCI USA StrategicFactors ETF	1.27%	1.38%	1.49%	1.57%	1.68%	1.27%	1.73%	1.81%	2.12%	1.86%	2.07%	1.48%
WDIV SPDR S&P Global Dividend ETF	4.08%	4.27%	4.63%	4.73%	5.12%	4.15%	5.55%	3.99%	4.42%	3.62%	4.32%	5.03%

Frequently Asked Questions

Can I hold both QUS and WDIV in my portfolio?

QUS and WDIV have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QUS or WDIV?

QUS has higher volatility (2.42%) compared to WDIV (2.36%). In terms of maximum drawdown, QUS dropped -33.78% vs WDIV's -42.34%.

Which ETF is better, QUS or WDIV?

On 10-year performance, QUS leads with 13.54% vs 7.54% for WDIV. On fees, QUS is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QUS or WDIV?

Over the 10-year period, QUS has performed better with a 13.54% return vs 7.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QUS or WDIV?

QUS is cheaper with a 0.15% expense ratio, compared with 0.40% for WDIV.

Which ETF pays a higher dividend yield, QUS or WDIV?

WDIV has the higher dividend yield at 4.08%, compared with 1.27% for QUS.

What is the main difference between QUS and WDIV?

QUS is categorized as Large Cap Blend Equities, while WDIV is Global Equities. QUS tracks MSCI USA Factor Mix A-Series Capped Index, while WDIV tracks S&P Global Dividend Aristocrats Index. Their fees differ too: 0.15% for QUS and 0.40% for WDIV.

Which has better risk-adjusted returns?

WDIV currently has the higher Sharpe Ratio (2.44 vs 2.16), 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.