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 three equally weighted subindexes with value, quality and minimum volatility factor strategies.

QUS Factset Analytics Insight

QUS follows a multifactor strategy to target the large- and midcap segments of the US equity market. The fund tracks an index consisting of three single-factor subindexes— MSCI USA Value Weighted, MSCI USA Minimum Volatility and MSCI USA Quality, all of which are equally weighted at semi-annual rebalance. The index also aims to meet the Regulated Investment Company (RIC) requirements by employing a capping methodology, so that no individual constituent exceeds 25% of index weight and the aggregate weight of constituents with over 5% weight in the index are capped at 50% weight of the portfolio. 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.

QUS MSCI ESG Analytics Insight

SPDR MSCI USA StrategicFactors ETF has an MSCI ESG Fund Rating of A based on a score of 6.70 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 59th percentile within its peer group and in the 65th 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.

PERFORMANCE [as of 11/29/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
QUS -0.10% 1.13% 21.36% 24.83% 19.43% 16.49% --
QUS (NAV) 0.70% 1.49% 22.67% 25.97% 19.06% 16.81% --
MSCI USA Factor Mix A-Series Index 0.71% 1.52% 22.88% 26.21% 19.26% 17.02% 16.18%
MSCI USA IMI 0.60% 2.73% 23.83% 28.73% 21.64% 18.13% 16.80%
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%
$1.10B
$2.61M
0.05%

QUS Portfolio Data

$381.38B
25.79
4.61
1.41%
12/17/21
608

QUS Index Data

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

QUS Portfolio Management

0.15%
-0.27%
-0.14%
-0.38%

QUS Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

QUS Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

QUS Factset Analytics Block Liquidity

As of 11/30/21
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

21,428
$2.61M
20,052
$2.49M
0.05%
$0.06
0.02%
0.28% / -0.11%
None
100.00%
10,000
2.01
0.12%
0.00%
13
$127.31
5

QUS Sector/Industry Breakdown


QUS
Segment Benchmark
35.31%
33.75%
17.35%
13.09%
12.75%
14.20%
9.19%
9.19%
9.19%
14.74%
6.98%
5.23%
3.74%
2.41%
2.04%
1.18%
1.67%
2.62%
1.46%
2.45%

QUS Top 10 Holdings[View All]

Apple Inc. 3.13%
Adobe Inc. 1.72%
21.77%

QUS Countries


QUS
Segment Benchmark
99.55%
99.93%
0.45%
0.07%

QUS Regions


QUS
Segment Benchmark
100.00%
100.00%

QUS Economic Development


QUS
Segment Benchmark
100.00%
100.00%

QUS Performance Statistics

0.92
0.83
0.86
0.81
0.23%
MSCI USA IMI

QUS MSCI ESG Ratings

6.70 / 10
64.92
58.50
5.30%
--
162.26

QUS Benchmark Comparison Holdings

608
2469
608
61.49%

QUS Benchmark Comparison Summary


QUS
Segment Benchmark
608
2469
$381.38B
$504.44B
25.79
31.21
4.61
4.50
1.40%
1.21%
Low
Low

QUS Benchmark Comparison Market Cap Size


QUS
Segment Benchmark
97.70%
87.77%
2.30%
9.78%
0.00%
2.35%
0.00%
0.10%