NYSEArca - Delayed Quote USD

SPDR MSCI World StrategicFactors ETF (QWLD)

131.27
+1.33
+(1.02%)
At close: May 15 at 3:45:36 PM EDT
131.27
+0.10
+(0.08%)
After hours: May 15 at 4:07:50 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 4.92%
5y Average Return 14.03%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.88
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
QWLDCategory AverageQWLDCategory AverageQWLDCategory Average
Alpha 1.27 -1.06 1.1 -0.75 1.66 -0.45
BETA 0.88 0.99 0.89 0.98 0.88 0.96
Mean Annual Return 0.96 0.82 1.12 1.04 0.85 0.72
R-squared 95.18 92.3 95.02 91.49 96.15 92.35
Standard Deviation 13.94 15.89 13.96 15.57 13.31 14.8
Sharpe Ratio 0.5 0.34 0.76 0.62 0.62 0.45
Treynor Ratio 7.22 4.4 11.61 9.33 8.73 6.13

Related Tickers