TMFC vs. QWLD

Last updated Aug 2, 2026

TMFC (Motley Fool 100 Index ETF) and QWLD (SPDR MSCI World StrategicFactors ETF) are both Large Cap Growth Equities funds - TMFC tracks the Motley Fool 100 Index while QWLD tracks the MSCI World Factor Mix A-Series (USD). Both are passively managed. Over the past 5 years, TMFC returned 13.97%/yr vs 10.03%/yr for QWLD. Their 0.78 correlation means they have sometimes moved together and sometimes differently. TMFC charges 0.50%/yr vs 0.30%/yr for QWLD.

Performance

TMFC vs. QWLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool 100 Index ETF (TMFC) and SPDR MSCI World StrategicFactors ETF (QWLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TMFC achieves a 7.82% return, which is significantly lower than QWLD's 9.39% return.

TMFC

• 1D: 1.19%
• 1M: 1.16%
• 6M: 8.85%
• YTD: 7.82%
• 1Y: 19.27%
• 3Y*: 22.84%
• 5Y*: 13.97%
• 10Y*: —
• ALL TIME*: 17.71%

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%

*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)
QWLD SPDR MSCI World StrategicFactors ETF	$231.12K	$297.84K	$1.04M
TMFC Motley Fool 100 Index ETF	$6.02M	$5.82M	$6.23M

TMFC vs. QWLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
TMFC Motley Fool 100 Index ETF	7.82%	19.55%	35.17%	47.04%	-30.86%	25.30%	42.00%	34.70%	-5.85%
QWLD SPDR MSCI World StrategicFactors ETF	9.39%	17.93%	14.44%	19.59%	-13.30%	21.57%	10.24%	27.59%	-11.91%

Correlation

The correlation between TMFC and QWLD is 0.74, 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.	0.74
Correlation (3Y) Balances recent behavior with more history.	0.75
Correlation (5Y) Shows whether the relationship held over a longer period.	0.82
Correlation (All Time) Calculated using the full available price history since Jan 30, 2018	0.78

The correlation between TMFC and QWLD has been stable across timeframes, ranging from 0.74 to 0.82 - a consistent structural relationship.

TMFC vs. QWLD - Sectors Allocation Comparison

Sectors	TMFC	QWLD
Technology	45.7%	24.9%
Financial Services	14.2%	16.5%
Communication Services	13.5%	9.5%
Consumer Cyclical	10.0%	6.3%
Consumer Defensive	5.1%	8.1%
Healthcare	4.0%	13.2%
Industrials	3.6%	10.9%
Energy	1.6%	3.4%
Real Estate	1.1%	1.0%
Basic Materials	0.5%	2.5%
Utilities	0.4%	3.8%

Return for Risk

TMFC vs. QWLD — Risk / Return Rank

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

TMFC

TMFC Risk / Return Rank: 44
TMFC Sharpe Ratio Rank: 47
TMFC Sortino Ratio Rank: 45
TMFC Omega Ratio Rank: 44
TMFC Calmar Ratio Rank: 39
TMFC Martin Ratio Rank: 43

QWLD

QWLD Risk / Return Rank: 80
QWLD Sharpe Ratio Rank: 83
QWLD Sortino Ratio Rank: 84
QWLD Omega Ratio Rank: 82
QWLD Calmar Ratio Rank: 70
QWLD Martin Ratio Rank: 81

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.

TMFC vs. QWLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool 100 Index ETF (TMFC) 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.

	TMFC	QWLD	Difference
Sharpe ratio: Return per unit of total volatility	1.15	1.93	-0.78
Sortino ratio: Return per unit of downside risk	1.64	2.75	-1.10
Omega ratio: Gain probability vs. loss probability	1.20	1.34	-0.14
Calmar ratio: Return relative to maximum drawdown	1.35	2.44	-1.09
Martin ratio: Return relative to average drawdown	4.68	10.67	-5.99

TMFC vs. QWLD - Sharpe Ratio Comparison

The current TMFC Sharpe Ratio is 1.15, which is lower than the QWLD Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of TMFC and QWLD, 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

TMFC vs. QWLD - Drawdown Comparison

The maximum TMFC drawdown since its inception was -33.06%, roughly equal to the maximum QWLD drawdown of -31.89%. Use the drawdown chart below to compare losses from any high point for TMFC and QWLD.

Drawdown Indicators

	TMFC	QWLD	Difference
Max Drawdown Largest peak-to-trough decline	-33.06%	-31.89%	-1.17%
Max Drawdown (1Y) Largest decline over 1 year	-12.64%	-7.66%	-4.98%
Max Drawdown (3Y) Largest decline over 3 years	-20.06%	-12.40%	-7.66%
Max Drawdown (5Y) Largest decline over 5 years	-33.06%	-22.84%	-10.22%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.89%	—
Current Drawdown Current decline from peak	-1.68%	0.00%	-1.68%
Average Drawdown Average peak-to-trough decline	-6.70%	-3.66%	-3.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.64%	1.75%	+1.89%

Volatility

TMFC vs. QWLD - Volatility Comparison

Motley Fool 100 Index ETF (TMFC) has a higher volatility of 4.46% compared to SPDR MSCI World StrategicFactors ETF (QWLD) at 2.30%. This indicates that TMFC's price experiences larger fluctuations and is considered to be riskier than QWLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TMFC	QWLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.46%	2.30%	+2.16%
Volatility (6M) Calculated over the trailing 6-month period	11.75%	7.73%	+4.02%
Volatility (1Y) Calculated over the trailing 1-year period	14.80%	9.71%	+5.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.53%	13.51%	+7.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.92%	15.12%	+6.80%

TMFC vs. QWLD - Expense Ratio Comparison

TMFC has a 0.50% expense ratio, which is higher than QWLD's 0.30% expense ratio.

Dividends

TMFC vs. QWLD - Dividend Comparison

TMFC'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%
TMFC Motley Fool 100 Index ETF	0.13%	0.14%	0.40%	0.26%	0.27%	0.23%	0.42%	0.50%	0.61%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TMFC and QWLD in my portfolio?

TMFC and QWLD have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TMFC or QWLD?

TMFC has higher volatility (4.46%) compared to QWLD (2.30%). In terms of maximum drawdown, TMFC dropped -33.06% vs QWLD's -31.89%.

Which ETF is better, TMFC or QWLD?

On 5-year performance, TMFC leads with 13.97% vs 10.03% for QWLD. On fees, QWLD is cheaper at 0.30% per year. On volatility, QWLD has been the lower-risk option at 2.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TMFC or QWLD?

Over the 5-year period, TMFC has performed better with a 13.97% return vs 10.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TMFC or QWLD?

QWLD is cheaper with a 0.30% expense ratio, compared with 0.50% for TMFC.

Which ETF pays a higher dividend yield, TMFC or QWLD?

QWLD has the higher dividend yield at 1.79%, compared with 0.13% for TMFC.

What is the main difference between TMFC and QWLD?

TMFC tracks Motley Fool 100 Index, while QWLD tracks MSCI World Factor Mix A-Series (USD). They also come from different issuers: Motley Fool and State Street. Their fees differ too: 0.50% for TMFC and 0.30% for QWLD.

Which has better risk-adjusted returns?

QWLD currently has the higher Sharpe Ratio (1.93 vs 1.15), 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.