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SPDR MSCI World StrategicFactors ETF (QWLD)

128.83 -0.95 (-0.73%)
At close: October 21 at 3:34 PM EDT

ETF Summary

The fund generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index and in depositary receipts based on securities comprising the index. The index captures large-and mid-cap representation across 23 developed countries and aims to represent the performance of value, low volatility, and quality factor strategies.

Risk Overview

Performance & Risk

YTD Return 17.93%
5y Average Return 11.60%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.89
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
QWLDCategory AverageQWLDCategory AverageQWLDCategory Average
Alpha 1.74 -0.9 0.69 -1.01 1.72 -0.29
BETA 0.89 0.97 0.89 0.96 0.88 0.95
Mean Annual Return 0.86 0.68 1.05 0.97 0.9 0.78
R-squared 96.62 92.08 96.63 92.93 96.52 91.96
Standard Deviation 14.94 16.78 15.72 17.4 13.2 14.57
Sharpe Ratio 0.44 0.26 0.64 0.53 0.69 0.53
Treynor Ratio 6.45 3.26 10.66 8.46 9.85 7.33

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