QWLD

SPDR MSCI World StrategicFactors ETF
C

85
*Unless otherwise stated, data provided by FactSet.

QWLD Fund Description

QWLD 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

SPDR MSCI World StrategicFactors ETF has an MSCI ESG Fund Rating of A based on a score of 6.09 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 World StrategicFactors ETF ranks in the 69th percentile within its peer group and in the 54th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

QWLD 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.

QWLD CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 08/21/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
QWLD -2.45% 2.18% 15.48% 4.78% 9.28% 7.61% --
QWLD (NAV) -1.62% 2.47% 15.95% 4.50% 9.68% 7.89% --
MSCI World Factor Mix Index -1.63% 2.47% 15.93% 4.48% 9.61% 7.66% --
MSCI World IMI -2.56% 1.00% 14.66% 0.08% 9.05% 6.11% 9.39%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

QWLD Summary Data

SPDR
06/04/14
Open-Ended Fund
0.30%
$23.47M
$96.69K
0.21%

QWLD Portfolio Data

$148.24B
19.47
2.45
2.30%
12/20/19
1151

QWLD Index Data

MSCI World Factor Mix Index
Tiered
Multi-Factor
MSCI World IMI

QWLD Portfolio Management

0.30%
0.10%
0.41%
-0.02%

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
Cboe 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 08/22/19
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

1,067
$96.69K
768
$67.89K
0.21%
$0.17
0.10%
2.91% / -1.51%
None
72.00%
100,000
0.01
0.10%
0.01%
--
$78.74
4

QWLD Sector/Industry Breakdown


QWLD
Segment Benchmark
20.56%
18.54%
19.52%
19.71%
12.34%
12.86%
11.76%
12.25%
11.01%
12.58%
9.98%
8.03%
4.28%
2.55%
4.20%
3.28%
3.57%
4.70%
2.77%
5.51%

QWLD TOP 10 HOLDINGS[View All]

Apple Inc. 2.46%
1.08%
14.29%

QWLD Countries


QWLD
Segment Benchmark
61.18%
62.41%
9.96%
8.60%
5.07%
5.83%
4.50%
2.91%
3.38%
3.34%
2.89%
3.46%
2.35%
2.89%
1.76%
1.21%
1.66%
2.48%
1.18%
1.17%

QWLD Regions


QWLD
Segment Benchmark
64.56%
65.75%
20.72%
21.09%
14.47%
12.97%
0.25%
0.19%

QWLD Economic Development


QWLD
Segment Benchmark
100.00%
100.00%
--
0.00%

QWLD Performance Statistics

0.98
0.87
0.88
0.90
0.14%
MSCI World IMI

QWLD MSCI ESG Ratings

A
6.09 / 10
54.33
68.75
8.02%
6.19%
196.48

QWLD BENCHMARK COMPARISON HOLDINGS

1151
5994
1,126
59.36%

QWLD BENCHMARK COMPARISON SUMMARY


QWLD
Segment Benchmark
1151
5994
$148.24B
$146.66B
19.47
20.68
2.45
2.33
2.53%
2.33%
Low
Low

QWLD BENCHMARK COMPARISON MARKET CAP SIZE


QWLD
Segment Benchmark
86.69%
77.07%
13.21%
16.88%
0.09%
5.40%
0.00%
0.65%