QWLD vs. VWICX
Compare and contrast key facts about SPDR MSCI World StrategicFactors ETF (QWLD) and Vanguard International Core Stock Fund Investor Shares (VWICX).
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. VWICX is managed by Vanguard. It was launched on Oct 16, 2019.
Performance
QWLD vs. VWICX - Performance Comparison
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QWLD vs. VWICX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QWLD SPDR MSCI World StrategicFactors ETF | 0.53% | 17.93% | 14.44% | 19.59% | -13.30% | 21.57% | 10.24% | 7.35% |
VWICX Vanguard International Core Stock Fund Investor Shares | 2.78% | 38.41% | 8.62% | 14.30% | -10.76% | 11.70% | 9.12% | 7.42% |
Returns By Period
In the year-to-date period, QWLD achieves a 0.53% return, which is significantly lower than VWICX's 2.78% 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%
VWICX
- 1D
- 3.14%
- 1M
- -6.30%
- YTD
- 2.78%
- 6M
- 8.50%
- 1Y
- 31.72%
- 3Y*
- 18.85%
- 5Y*
- 10.52%
- 10Y*
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QWLD vs. VWICX - Expense Ratio Comparison
QWLD has a 0.30% expense ratio, which is lower than VWICX's 0.45% expense ratio.
Return for Risk
QWLD vs. VWICX — Risk / Return Rank
QWLD
VWICX
QWLD vs. VWICX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World StrategicFactors ETF (QWLD) and Vanguard International Core Stock Fund Investor Shares (VWICX). 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 | VWICX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.96 | -0.89 |
Sortino ratioReturn per unit of downside risk | 1.61 | 2.57 | -0.96 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.40 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 2.85 | -1.41 |
Martin ratioReturn relative to average drawdown | 7.15 | 11.07 | -3.91 |
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 | VWICX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.96 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.70 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.66 | +0.01 |
Correlation
The correlation between QWLD and VWICX is 0.83, 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. VWICX - Dividend Comparison
QWLD's dividend yield for the trailing twelve months is around 1.84%, less than VWICX's 4.21% 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% |
VWICX Vanguard International Core Stock Fund Investor Shares | 4.21% | 4.33% | 2.58% | 2.10% | 1.99% | 4.27% | 1.80% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QWLD vs. VWICX - Drawdown Comparison
The maximum QWLD drawdown since its inception was -31.89%, smaller than the maximum VWICX drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for QWLD and VWICX.
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Drawdown Indicators
| QWLD | VWICX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.89% | -34.37% | +2.48% |
Max Drawdown (1Y)Largest decline over 1 year | -10.44% | -11.08% | +0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -22.84% | -24.94% | +2.10% |
Max Drawdown (10Y)Largest decline over 10 years | -31.89% | — | — |
Current DrawdownCurrent decline from peak | -4.82% | -8.04% | +3.22% |
Average DrawdownAverage peak-to-trough decline | -3.74% | -5.84% | +2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 2.85% | -0.75% |
Volatility
QWLD vs. VWICX - Volatility Comparison
The current volatility for SPDR MSCI World StrategicFactors ETF (QWLD) is 4.62%, while Vanguard International Core Stock Fund Investor Shares (VWICX) has a volatility of 7.73%. This indicates that QWLD experiences smaller price fluctuations and is considered to be less risky than VWICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QWLD | VWICX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 7.73% | -3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 7.53% | 11.26% | -3.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.15% | 16.58% | -2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.56% | 15.11% | -1.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.20% | 17.94% | -2.74% |