SGRT vs. QWLD
SGRT (SMART Earnings Growth ETF) and QWLD (SPDR MSCI World StrategicFactors ETF) are both Large Cap Growth Equities funds. SGRT is actively managed, while QWLD is passively managed. Their 0.47 correlation means their historical movements had little consistent relationship. SGRT charges 0.59%/yr vs 0.30%/yr for QWLD.
Performance
SGRT vs. QWLD - Performance Comparison
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Returns By Period
In the year-to-date period, SGRT achieves a 25.07% return, which is significantly higher than QWLD's 9.39% return.
SGRT
- 1D
- -0.19%
- 1M
- -7.04%
- 6M
- 20.49%
- YTD
- 25.07%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
QWLD
- 1D
- 0.22%
- 1M
- 1.63%
- 6M
- 6.46%
- YTD
- 9.39%
- 1Y
- 19.11%
- 3Y*
- 15.49%
- 5Y*
- 10.03%
- 10Y*
- 11.57%
- ALL TIME*
- 10.49%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $231.12K | $297.84K | $1.04M | |
| $998.46K | $1.36M | $2.23M |
SGRT vs. QWLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SGRT SMART Earnings Growth ETF | 25.07% | 26.83% |
QWLD SPDR MSCI World StrategicFactors ETF | 9.39% | 5.38% |
Correlation
The correlation between SGRT and QWLD is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 20, 2025 | 0.47 |
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Return for Risk
SGRT vs. QWLD — Risk / Return Rank
SGRT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
QWLD
SGRT vs. QWLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SMART Earnings Growth ETF (SGRT) and SPDR MSCI World StrategicFactors ETF (QWLD). 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.
| SGRT | QWLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.34 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.44 | — |
| Martin ratioReturn relative to average drawdown | — | 10.67 | — |
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Drawdowns
SGRT vs. QWLD - Drawdown Comparison
The maximum SGRT drawdown since its inception was -24.98%, smaller than the maximum QWLD drawdown of -31.89%. Use the drawdown chart below to compare losses from any high point for SGRT and QWLD.
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Drawdown Indicators
| SGRT | QWLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.98% | -31.89% | +6.91% |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.66% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.40% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.89% | — |
Current DrawdownCurrent decline from peak | -18.61% | 0.00% | -18.61% |
Average DrawdownAverage peak-to-trough decline | -4.25% | -3.66% | -0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.75% | — |
Volatility
SGRT vs. QWLD - Volatility Comparison
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Volatility by Period
| SGRT | QWLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.30% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.73% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 38.93% | 9.71% | +29.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.93% | 13.51% | +25.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.93% | 15.12% | +23.81% |
SGRT vs. QWLD - Expense Ratio Comparison
SGRT has a 0.59% expense ratio, which is higher than QWLD's 0.30% expense ratio.
Dividends
SGRT vs. QWLD - Dividend Comparison
SGRT's dividend yield for the trailing twelve months is around 0.13%, less than QWLD's 1.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QWLD SPDR MSCI World StrategicFactors ETF | 1.79% | 1.85% | 1.74% | 1.78% | 2.02% | 1.77% | 1.77% | 2.13% | 2.33% | 2.73% | 2.22% | 3.42% |
SGRT SMART Earnings Growth ETF | 0.13% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SGRT and QWLD have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QWLD is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QWLD is cheaper with a 0.30% expense ratio, compared with 0.59% for SGRT.
QWLD has the higher dividend yield at 1.79%, compared with 0.13% for SGRT.
Their fees differ too: 0.59% for SGRT and 0.30% for QWLD.
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