QWLD

SPDR MSCI World StrategicFactors ETF
C

88
  • Overview
  • Efficiency
  • Tradability
  • Fit

QWLD Fund Description

The SPDR MSCI World StrategicFactors ETF tracks an index of developed-market securities that consists of 3 subindexes based on value, minimum volatility and quality.

QWLD Factset Analytics Insight

QWLD offers multifactor exposure with moderate biases for a low fee, but investors aren’t buying in, at least so far. The fund tracks an index that equally weights three subindexes (value, minimum-volatility, and quality) derived from the MSCI World Index. QWLD takes moderate active risk—perhaps the three subindexes (each of which runs without consideration of the other) offset each other somewhat. Large US firms dominate the fund’s weighting, in line with our neutral benchmark, though we do see lower beta, a large-cap tilt and some sector biases. QWLD only charges a bit more than its vanilla counterparts. Investor interest has been anemic thus far, putting the fund at high closure risk.

QWLD changed its name and the name of its underlying index on July 15, 2016. The change was purely cosmetic with no impact on investment strategy, portfolio holdings, and investor experience.

QWLD MSCI ESG Analytics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of April 19, 2018 the SPDR MSCI World StrategicFactors ETF MSCI ESG Fund Quality Score is 5.88 out of 10.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. QWLD ranks in the 64th percentile within its peer group and in the 65th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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QWLD Top 10 Countries View All

QWLD Top 10 Sectors

QWLD Top 10 Holdings View All

QWLD Summary Data

SPDR
06/04/14
Open-Ended Fund
0.30%
$30.39M
$123.47K
0.24%

QWLD Portfolio Data

$129.38B
21.09
2.63
2.72%
06/15/18
1026

QWLD Index Data

Tiered
Multi-Factor
MSCI World Investable Markets

Related ETFs to QWLD

FDRR, JPGE, SGQI, WLDR, BOTZ
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

QWLD Portfolio Management

0.30%
-0.08%
0.26%
-0.29%

QWLD Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

QWLD Fund Structure

Open-Ended Fund
No
Yes
100% / 0%
N/A
N/A
High
Daily
Bats Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

QWLD Factset Analytics Block Liquidity

As of 04/20/18
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of QWLD. QWLD is rated a 4 out of 5.

QWLD Tradability

1,322
$123.47K
285
$30.11K
0.24%
$0.18
0.25%
2.61% / -1.57%
None
71.00%
100,000
0.00
0.10%
0.01%
--
$75.58
4

QWLD Sector/Industry BreakdownView All

QWLDSegment Benchmark
16.57% 18.09%
21.27% 17.20%
12.75% 13.08%
11.17% 13.04%
12.92% 12.48%
8.12% 11.11%
5.03% 3.90%
5.74% 3.52%
2.75% 3.36%

QWLD Geographic Exposure

QWLDSegment Benchmark
59.10% 61.53%
9.69% 10.19%
6.59% 6.37%
2.80% 4.13%
3.34% 3.03%
3.41% 2.43%
3.59% 2.34%
1.23% 1.92%
2.58% 1.48%

QWLDSegment Benchmark
62.44% 64.56%
23.17% 21.04%
14.21% 14.48%
0.19% 0.33%
0.00% / 0.00% 0.00% / 0.00%

QWLD Performance Statistics

0.97
0.92
0.91
0.94
0.11%
MSCI World Investable Markets

QWLD MSCI ESG Ratings

5.88 / 10
63.61
65.15
10.94%
6.99%
193.06

QWLD BENCHMARK COMPARISON

    QWLD
    1026 Holdings
    Segment Benchmark
    5877 Constituents
    Shared Holdings
    1024 (Count)
     
    56.16% (Weight)
QWLDSegment Benchmark
121.27 B 129.38 B
75.44% 85.66%
18.24% 14.33%
5.80% 0.02%
0.52% 0.00%
2.25% 2.35%