State Street SPDR MSCI USA StrategicFactors ETF (QUS)
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Learn moreETF Summary
The fund invests at least 80%, of its total assets in the securities comprising the index. The index is designed to measure the equity market performance of large-and mid-cap companies across the U.S. equity market. It aims to represent the performance of a combination of three factors: value, quality, and low volatility. It is an equal weighted combination of the following three MSCI Factor Indices in a single composite index: the MSCI USA Value Weighted Index, the MSCI USA Quality Index, and the MSCI USA Minimum Volatility Index.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 13.90% |
| 5y Average Return | 10.98% |
|---|---|
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.72 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| |
QUS | Category Average | QUS | Category Average | QUS | Category Average |
|
Alpha
|
0.81 | -1.58 | 0.38 | -1.39 | 0.56 | -1.07 |
|
BETA
|
0.72 | 0.98 | 0.81 | 0.96 | 0.85 | 0.98 |
|
Mean Annual Return
|
1.44 | 1.55 | 0.98 | 0.99 | 1.14 | 1.18 |
|
R-squared
|
81.57 | 90.91 | 90.48 | 92.82 | 93.85 | 94.36 |
|
Standard Deviation
|
10.21 | -- | 13.6 | -- | 13.88 | -- |
|
Sharpe Ratio
|
1.25 | 1.03 | 0.58 | 0.53 | 0.81 | 0.76 |
|
Treynor Ratio
|
18.74 | 14.75 | 9.16 | 7.79 | 12.92 | 11.58 |
