QWLD vs. URTH
Compare and contrast key facts about SPDR MSCI World StrategicFactors ETF (QWLD) and iShares MSCI World ETF (URTH).
QWLD and URTH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012. Both QWLD and URTH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
QWLD vs. URTH - Performance Comparison
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QWLD vs. URTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QWLD SPDR MSCI World StrategicFactors ETF | 0.53% | 17.93% | 14.44% | 19.59% | -13.30% | 21.57% | 10.24% | 27.59% | -7.02% | 22.44% |
URTH iShares MSCI World ETF | -2.13% | 21.36% | 18.66% | 23.95% | -17.97% | 22.27% | 15.78% | 28.15% | -8.56% | 22.95% |
Returns By Period
In the year-to-date period, QWLD achieves a 0.53% return, which is significantly higher than URTH's -2.13% return. Over the past 10 years, QWLD has underperformed URTH with an annualized return of 11.14%, while URTH has yielded a comparatively higher 12.17% annualized return.
QWLD
- 1D
- 0.61%
- 1M
- -4.33%
- YTD
- 0.53%
- 6M
- 3.21%
- 1Y
- 15.02%
- 3Y*
- 15.26%
- 5Y*
- 9.99%
- 10Y*
- 11.14%
URTH
- 1D
- 0.99%
- 1M
- -4.40%
- YTD
- -2.13%
- 6M
- 0.51%
- 1Y
- 20.24%
- 3Y*
- 17.49%
- 5Y*
- 10.46%
- 10Y*
- 12.17%
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QWLD vs. URTH - Expense Ratio Comparison
QWLD has a 0.30% expense ratio, which is higher than URTH's 0.24% expense ratio.
Return for Risk
QWLD vs. URTH — Risk / Return Rank
QWLD
URTH
QWLD vs. URTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World StrategicFactors ETF (QWLD) and iShares MSCI World ETF (URTH). 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.
| QWLD | URTH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.17 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.61 | 1.75 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.26 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.74 | -0.30 |
Martin ratioReturn relative to average drawdown | 7.15 | 8.34 | -1.19 |
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
| QWLD | URTH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.17 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.65 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.71 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.68 | -0.01 |
Correlation
The correlation between QWLD and URTH is 0.77, 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
QWLD vs. URTH - Dividend Comparison
QWLD's dividend yield for the trailing twelve months is around 1.84%, more than URTH's 1.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
URTH iShares MSCI World ETF | 1.52% | 1.48% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% |
Drawdowns
QWLD vs. URTH - Drawdown Comparison
The maximum QWLD drawdown since its inception was -31.89%, smaller than the maximum URTH drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for QWLD and URTH.
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Drawdown Indicators
| QWLD | URTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.89% | -34.01% | +2.12% |
Max Drawdown (1Y)Largest decline over 1 year | -10.44% | -11.85% | +1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -22.84% | -26.05% | +3.21% |
Max Drawdown (10Y)Largest decline over 10 years | -31.89% | -34.01% | +2.12% |
Current DrawdownCurrent decline from peak | -4.82% | -5.49% | +0.67% |
Average DrawdownAverage peak-to-trough decline | -3.74% | -4.42% | +0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 2.47% | -0.37% |
Volatility
QWLD vs. URTH - Volatility Comparison
The current volatility for SPDR MSCI World StrategicFactors ETF (QWLD) is 4.62%, while iShares MSCI World ETF (URTH) has a volatility of 5.68%. This indicates that QWLD experiences smaller price fluctuations and is considered to be less risky than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QWLD | URTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 5.68% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 7.53% | 9.53% | -2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.15% | 17.36% | -3.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.56% | 16.16% | -2.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.20% | 17.27% | -2.07% |