SPDR MSCI USA StrategicFactors ETF
Ticker
QUS
ISIN
US78468R812
Price
USD 161.30
Change Today
-0.74 / -0.459 %
Price 1 year ago
126.81 / 27.192 %
Morningstar
4
52 Week Low
128.33
52 Week High
163.91
200 Day Moving Average 150.29
150.29
50-day Moving Average
160.07
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.57 |
| Sortino Ratio | -0.17 |
| Maximum Drawdown | -1.3% |
| Maximum Drawdown Date | 2023-12-20 |
| Calmar Ratio | -15.94 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.41 |
| Volatility | 2.343% |
| Alpha | +1.48 |
| Beta | None |
| R Squared | +98.05 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 13.475% |
| Average Annual Volatility | 16.812% |
| Sharpe Ratio | 0.80 |
| Sortino Ratio | 0.72 |
| Maximum Drawdown | -34.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.42 |
Company information
Summary
The investment seeks to track the performance of the MSCI USA Factor Mix A-Series Capped Index. 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.
Market
US
Category
Large Blend
Expense Ratio
0.15%
Fund family
SPDR State Street Global Advisors
Morningstar
4
Yield
0.0161
Exchange
PCX
| Sector | Weight |
|---|---|
| Technology | 21.56% |
| Healthcare | 19.24% |
| Financial services | 15.26% |
| Industrials | 9.87% |
| Communication services | 9.51% |
| Consumer defensive | 9.44% |
| Consumer cyclical | 5.52% |
| Utilities | 3.60% |
| Basic materials | 1.93% |
| Realestate | 1.89% |
| Energy | 1.72% |
| Country | Ratio |
|---|---|
| United States | 98.51 |
| Canada | 0.51 |
| Switzerland | 0.47 |
| United Kingdom | 0.34 |
| Netherlands | 0.02 |
| Singapore | 0.02 |
| Brazil | 0.01 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| MSFT | Microsoft Corp | 3.04% |
| AAPL | Apple Inc | 2.85% |
| JNJ | Johnson & Johnson | 2.24% |
| FB | Facebook Inc A | 2.23% |
| V | Visa Inc Class A | 1.93% |
| UNH | UnitedHealth Group Inc | 1.83% |
| MA | Mastercard Inc A | 1.69% |
| NVDA | NVIDIA Corp | 1.67% |
| GOOG | Alphabet Inc Class C | 1.65% |
| ADBE | Adobe Inc | 1.59% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| EKLD.PA | BNP Paribas Easy MSCI USA SRI S-Series 5% Capped UCITS ETF Capitalisation | LU1291103338 | PAR | 0.18% | 5 | ||
| HLAL | Wahed FTSE USA Shariah ETF | US53656F607 | NGM | 0.50% | 5 | +0.10 | -- |
| SRIL.AS | iShares MSCI USA SRI UCITS ETF USD (Dist) | IE00BZ173T46 | AMS | 0.23% | 5 | +2.98 | -- |
| SUAS.L | iShares MSCI USA SRI UCITS ETF USD (Acc) | IE00BYVJRR9 | LSE | 0.25% | 5 | +2.95 | |
| SUUS.L | iShares MSCI USA SRI UCITS ETF USD (Acc) | IE00BYVJRR9 | LSE | 0.25% | 5 | +2.95 | |
| UITB | VictoryShares USAA Core Intermediate-Term Bond ETF | US92647N527 | NGM | 0.40% | 5 | -0.02 | |
| USTB | VictoryShares USAA Core Short-Term Bond ETF | US903288579 | NGM | 0.35% | 5 | -0.22 | |
| XMUS.L | Xtrackers MSCI USA Swap UCITS ETF | LU027421067 | LSE | 0.15% | 5 | -0.69 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.