WDIV vs. QUS
Compare and contrast key facts about SPDR S&P Global Dividend ETF (WDIV) and SPDR MSCI USA StrategicFactors ETF (QUS).
WDIV and QUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WDIV is a passively managed fund by State Street that tracks the performance of the S&P Global Dividend Aristocrats Index sp_43. It was launched on May 29, 2013. QUS is a passively managed fund by State Street that tracks the performance of the MSCI USA Factor Mix A-Series Capped (USD). It was launched on Apr 16, 2015. Both WDIV and QUS 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
WDIV vs. QUS - Performance Comparison
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WDIV vs. QUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WDIV SPDR S&P Global Dividend ETF | 2.86% | 27.16% | 7.61% | 8.21% | -6.92% | 14.44% | -10.18% | 20.12% | -8.81% | 19.03% |
QUS SPDR MSCI USA StrategicFactors ETF | -1.46% | 14.13% | 18.99% | 21.78% | -14.15% | 26.72% | 12.40% | 32.45% | -3.66% | 21.67% |
Returns By Period
In the year-to-date period, WDIV achieves a 2.86% return, which is significantly higher than QUS's -1.46% return. Over the past 10 years, WDIV has underperformed QUS with an annualized return of 7.29%, while QUS has yielded a comparatively higher 12.88% annualized return.
WDIV
- 1D
- 2.17%
- 1M
- -5.79%
- YTD
- 2.86%
- 6M
- 7.85%
- 1Y
- 24.00%
- 3Y*
- 14.62%
- 5Y*
- 7.92%
- 10Y*
- 7.29%
QUS
- 1D
- 1.86%
- 1M
- -5.02%
- YTD
- -1.46%
- 6M
- 1.09%
- 1Y
- 11.14%
- 3Y*
- 15.75%
- 5Y*
- 10.55%
- 10Y*
- 12.88%
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WDIV vs. QUS - Expense Ratio Comparison
WDIV has a 0.40% expense ratio, which is higher than QUS's 0.15% expense ratio.
Return for Risk
WDIV vs. QUS — Risk / Return Rank
WDIV
QUS
WDIV vs. QUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend ETF (WDIV) and SPDR MSCI USA StrategicFactors ETF (QUS). 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.
| WDIV | QUS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.00 | 0.77 | +1.22 |
Sortino ratioReturn per unit of downside risk | 2.73 | 1.19 | +1.54 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.18 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.76 | 1.17 | +1.59 |
Martin ratioReturn relative to average drawdown | 10.57 | 5.79 | +4.78 |
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
| WDIV | QUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 0.77 | +1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.74 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.79 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.73 | -0.29 |
Correlation
The correlation between WDIV and QUS is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
WDIV vs. QUS - Dividend Comparison
WDIV's dividend yield for the trailing twelve months is around 4.25%, more than QUS's 1.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WDIV SPDR S&P Global Dividend ETF | 4.25% | 4.27% | 4.63% | 4.73% | 5.12% | 4.15% | 5.55% | 3.99% | 4.42% | 3.62% | 4.32% | 5.03% |
QUS SPDR MSCI USA StrategicFactors ETF | 1.40% | 1.38% | 1.49% | 1.57% | 1.68% | 1.27% | 1.73% | 1.81% | 2.12% | 1.86% | 2.07% | 1.48% |
Drawdowns
WDIV vs. QUS - Drawdown Comparison
The maximum WDIV drawdown since its inception was -42.34%, which is greater than QUS's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for WDIV and QUS.
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Drawdown Indicators
| WDIV | QUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.34% | -33.78% | -8.56% |
Max Drawdown (1Y)Largest decline over 1 year | -8.61% | -10.42% | +1.81% |
Max Drawdown (5Y)Largest decline over 5 years | -22.12% | -22.30% | +0.18% |
Max Drawdown (10Y)Largest decline over 10 years | -42.34% | -33.78% | -8.56% |
Current DrawdownCurrent decline from peak | -6.13% | -5.02% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -5.90% | -3.75% | -2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 2.11% | +0.13% |
Volatility
WDIV vs. QUS - Volatility Comparison
SPDR S&P Global Dividend ETF (WDIV) has a higher volatility of 4.74% compared to SPDR MSCI USA StrategicFactors ETF (QUS) at 3.79%. This indicates that WDIV's price experiences larger fluctuations and is considered to be riskier than QUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WDIV | QUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 3.79% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 7.40% | 7.14% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 14.51% | -2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.68% | 14.38% | -1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.44% | 16.41% | -0.97% |