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SPDR MSCI World StrategicFactors ETF (QWLD)

NYSEArca - Nasdaq Real Time Price. Currency in USD
128.83-0.95 (-0.73%)
At close: 03:34PM EDT

Risk Statistics

3 YearsQWLDCategory Average
5 YearsQWLDCategory Average
10 YearsQWLDCategory Average
Alpha
1.74-0.9
0.69-1.01
1.72-0.29
BETA
0.890.97
0.890.96
0.880.95
Mean Annual Return
0.860.68
1.050.97
0.90.78
R-squared
96.6292.08
96.6392.93
96.5291.96
Standard Deviation
14.9416.78
15.7217.4
13.214.57
Sharpe Ratio
0.440.26
0.640.53
0.690.53
Treynor Ratio
6.453.26
10.668.46
9.857.33