Summary
QWLD
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 15.71% Volatility 14.12% Sharpe 0.79
Official loaded data — not a live quote.

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

Symbol: QWLD

Exchange: NYSE

Sector: Technology

Category: Global Large-Stock Blend

Inception date: 04/06/2014

Latest date: 20/07/2026

Current price: $152.37

Expense ratio: 0.30%

Assets under management
$170.6M
-0.41% 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

1.22%

Ann. -37.80% (Sharpe / Sortino numerator)

Volatility

15.84%

Sharpe ratio

-2.616

VaR 95%

-1.48%

CVaR 95%: -1.60%
Max drawdown: -6.47%
Sortino ratio: -4.981
Calmar ratio: -5.85

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

2.24%

Ann. 1.59% (Sharpe / Sortino numerator)

Volatility

12.38%

Sharpe ratio

-0.164

VaR 95%

-1.40%

CVaR 95%: -1.53%
Max drawdown: -7.66%
Sortino ratio: -0.262
Calmar ratio: 0.21

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

6.82%

Ann. 6.84% (Sharpe / Sortino numerator)

Volatility

10.68%

Sharpe ratio

0.301

VaR 95%

-1.27%

CVaR 95%: -1.49%
Max drawdown: -7.66%
Sortino ratio: 0.464
Calmar ratio: 0.89

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

15.71%

Ann. 14.74% (Sharpe / Sortino numerator)

Volatility

14.12%

Sharpe ratio

0.787

VaR 95%

-1.17%

CVaR 95%: -1.93%
Max drawdown: -8.17%
Sortino ratio: 1.032
Calmar ratio: 1.81

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

28.05%

Ann. 12.30% (Sharpe / Sortino numerator)

Volatility

12.32%

Sharpe ratio

0.704

VaR 95%

-1.11%

CVaR 95%: -1.71%
Max drawdown: -12.40%
Sortino ratio: 0.944
Calmar ratio: 0.99

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

51.55%

Ann. 15.36% (Sharpe / Sortino numerator)

Volatility

11.47%

Sharpe ratio

1.023

VaR 95%

-1.02%

CVaR 95%: -1.54%
Max drawdown: -12.40%
Sortino ratio: 1.438
Calmar ratio: 1.24

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

0.06%

Best day

2.211%

08/04/2026
Worst day

-1.7%

20/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $152.99 $153.41 $152.37 $152.37 900
17/07/2026 $153.84 $153.84 $152.85 $153.12 1,700
16/07/2026 $153.81 $153.81 $153.46 $153.75 1,300
15/07/2026 $153.46 $153.46 $153.10 $153.31 800
14/07/2026 $153.90 $153.90 $153.26 $153.28 1,100
13/07/2026 $153.73 $153.96 $153.30 $153.47 3,100
10/07/2026 $153.42 $153.71 $153.28 $153.71 1,900
09/07/2026 $152.95 $152.96 $152.95 $152.96 2,000
08/07/2026 $152.60 $152.76 $152.55 $152.61 7,600
07/07/2026 $154.05 $154.05 $153.34 $153.42 1,800