QUS

SPDR MSCI USA StrategicFactors ETF
*Unless otherwise stated, data provided by FactSet.

QUS Fund Description

QUS tracks an index of US large- and midcap stocks comprising 3 subindexes: value, quality and minimum volatility. The index uses multiple factors to pick stocks, and each subindex receives equal weight.

QUS Factset Analytics Insight

QUS follows a multifactor strategy to target the US market. The fund tracks an index consisting of three equally weighted single-factor subindexes—quality, low volatility, and value—with quarterly rebalance. While QUS is not literally a fund of funds, it can be thought of as such since there are stand-alone ETFs tracking each of its subindexes. Without optimization, it is uncertain how these factors will interact with each other. Expect some significant tilts relative to our neutral segment benchmark. QUS charges a low fee for its factor-based methodology.

QUS MSCI ESG Analytics Insight

SPDR MSCI USA StrategicFactors ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.61 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

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. SPDR MSCI USA StrategicFactors ETF ranks in the 54th percentile within its peer group and in the 61st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

QUS MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

QUS Charts And Performance

Price Chart ($)
Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 11/19/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
QUS 3.74% 6.34% 27.98% 19.85% 15.43% -- --
QUS (NAV) 3.81% 7.61% 27.89% 18.02% 15.54% -- --
MSCI USA Factor Mix A-Series Index 3.83% 6.48% 28.13% 19.91% 15.73% 12.03% --
MSCI USA IMI 4.69% 7.04% 26.38% 17.78% 14.33% 10.72% 13.39%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

QUS Summary Data

SPDR
04/16/15
Open-Ended Fund
0.15%
$602.80M
$4.85M
0.08%

QUS Portfolio Data

$188.04B
22.33
3.44
1.77%
12/20/19
627

QUS Index Data

MSCI USA Factor Mix A-Series Index
Tiered
Multi-Factor
MSCI USA IMI

QUS Portfolio Management

0.15%
-0.17%
-0.10%
-0.20%

QUS Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

QUS Fund Structure

Open-Ended Fund
No
Yes
100% / 0%
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

QUS Factset Analytics Block Liquidity

As of 11/20/19
5
4
3
2
1

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

QUS Tradability

54,463
$4.85M
28,762
$2.56M
0.08%
$0.07
0.03%
0.97% / -0.40%
None
100.00%
10,000
2.88
0.16%
0.00%
0
$92.45
5

QUS Sector/Industry Breakdown


QUS
Segment Benchmark
27.10%
25.68%
16.84%
17.35%
12.62%
13.47%
11.40%
13.17%
10.08%
6.96%
9.88%
10.60%
4.35%
3.50%
3.05%
4.28%
2.49%
2.09%
2.18%
2.91%

QUS Top 10 Holdings[View All]

Apple Inc. 3.56%
20.37%

QUS Countries


QUS
Segment Benchmark
99.81%
99.92%
0.19%
0.08%

QUS Regions


QUS
Segment Benchmark
100.00%
100.00%

QUS Economic Development


QUS
Segment Benchmark
100.00%
100.00%

QUS Performance Statistics

0.98
0.90
0.89
0.92
0.16%
MSCI USA IMI

QUS MSCI ESG Ratings

BBB
5.61 / 10
60.92
54.03
7.46%
5.65%
215.37

QUS Benchmark Comparison Holdings

627
2411
619
66.99%

QUS Benchmark Comparison Summary


QUS
Segment Benchmark
627
2411
$188.04B
$206.73B
22.33
24.01
3.44
3.14
2.05%
1.88%
Low
Low

QUS Benchmark Comparison Market Cap Size


QUS
Segment Benchmark
92.93%
82.53%
7.05%
13.05%
0.01%
3.99%
0.00%
0.43%