Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QWLD (SPDR MSCI World StrategicFactors ETF) | 6.54% | 17.36% | 16.48% | 9.93% | 11.61% | NA | NA | … | … |
Data as of 06/05/2026, Common starting date is 06/05/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QWLD (SPDR MSCI World StrategicFactors ETF) | 06/05/2014 | 06/05/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.22 | 17.36 | 16.48 | 9.93 | 11.61 | NA | NA | … | … | 6.54 | 16.51 | 14.44 | 19.59 | -13.31 | 21.57 | 10.23 | 27.58 | -7.01 | 22.42 | 7.71 | 1.24 | 2.30 |
| Sharpe Ratio | NA | 1.49 | 1.15 | 0.55 | 0.66 | NA | NA | … | … | 1.16 | 1.00 | 0.81 | 1.44 | -0.74 | 1.94 | 0.33 | 2.48 | -0.57 | 2.91 | 0.60 | 0.09 | 0.30 |
| Standard Deviation(%) | NA | 9.86 | 11.48 | 13.53 | 15.25 | NA | NA | … | … | 11.53 | 13.86 | 9.67 | 10.77 | 19.91 | 11.09 | 30.30 | 10.55 | 14.61 | 7.51 | 12.45 | 13.78 | 13.56 |
| Draw Down(%) | NA | 7.65 | 12.40 | 22.84 | 31.89 | NA | NA | … | … | 7.65 | 12.40 | 5.52 | 8.65 | 22.81 | 5.76 | 31.89 | 5.07 | 16.47 | 1.92 | 10.54 | 10.71 | 9.27 |
| Yield(%) | 0.88 | 2.11 | 2.34 | 2.13 | 3.27 | 2.50 | 1.88 | … | … | 0.93 | 2.14 | 1.96 | 2.08 | 1.72 | 2.12 | 1.90 | 2.67 | 2.11 | 3.25 | 2.42 | 2.37 | 1.04 |
Data as of 06/05/2026, Common starting date is 06/05/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QWLD (SPDR MSCI World StrategicFactors ETF) |
3.16%
Mar 2017 – Mar 2020 |
4.51%
Mar 2015 – Mar 2020 |
9.61%
Apr 2015 – Apr 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QWLD (SPDR MSCI World StrategicFactors ETF) |
20.41%
Sep 2022 – Sep 2025 |
15.24%
Mar 2020 – Mar 2025 |
12.50%
Feb 2016 – Feb 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart