Summary
QUS
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 16.11% Volatility 14.47% Sharpe 0.55
Official loaded data — not a live quote.

STATE STREET(R) SPDR(R) MSCI USA STRATEGICFACTORS(SM) ETF

Symbol: QUS

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 15/04/2015

Latest date: 20/07/2026

Current price: $186.93

Expense ratio: 0.15%

Assets under management
$1.5B
-0.29% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

1.74%

Ann. -37.90% (Sharpe / Sortino numerator)

Volatility

12.80%

Sharpe ratio

-3.243

VaR 95%

-1.30%

CVaR 95%: -1.38%
Max drawdown: -6.36%
Sortino ratio: -5.852
Calmar ratio: -5.96

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.13%

Ann. -3.25% (Sharpe / Sortino numerator)

Volatility

10.89%

Sharpe ratio

-0.631

VaR 95%

-1.29%

CVaR 95%: -1.37%
Max drawdown: -6.85%
Sortino ratio: -0.937
Calmar ratio: -0.47

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.85%

Ann. 3.13% (Sharpe / Sortino numerator)

Volatility

10.13%

Sharpe ratio

-0.049

VaR 95%

-1.09%

CVaR 95%: -1.37%
Max drawdown: -6.85%
Sortino ratio: -0.073
Calmar ratio: 0.46

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

16.11%

Ann. 11.55% (Sharpe / Sortino numerator)

Volatility

14.47%

Sharpe ratio

0.548

VaR 95%

-1.16%

CVaR 95%: -2.05%
Max drawdown: -7.60%
Sortino ratio: 0.681
Calmar ratio: 1.52

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

27.50%

Ann. 11.15% (Sharpe / Sortino numerator)

Volatility

12.77%

Sharpe ratio

0.588

VaR 95%

-1.18%

CVaR 95%: -1.79%
Max drawdown: -13.94%
Sortino ratio: 0.761
Calmar ratio: 0.80

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

55.55%

Ann. 16.07% (Sharpe / Sortino numerator)

Volatility

11.91%

Sharpe ratio

1.045

VaR 95%

-1.11%

CVaR 95%: -1.61%
Max drawdown: -13.94%
Sortino ratio: 1.417
Calmar ratio: 1.15

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.061%

Best day

1.994%

08/04/2026
Worst day

-1.848%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $187.48 $187.78 $186.93 $186.93 7,900
17/07/2026 $188.69 $188.69 $187.35 $187.67 12,800
16/07/2026 $188.56 $189.20 $188.51 $189.17 32,600
15/07/2026 $188.35 $188.49 $187.76 $187.91 67,400
14/07/2026 $188.80 $188.80 $188.11 $188.25 12,100
13/07/2026 $189.05 $189.14 $188.78 $188.92 13,400
10/07/2026 $188.77 $189.05 $188.43 $189.00 26,600
09/07/2026 $187.79 $188.27 $187.47 $188.27 41,700
08/07/2026 $187.73 $188.04 $187.35 $187.47 135,800
07/07/2026 $189.50 $189.53 $188.78 $188.88 13,100