SPDR MSCI WORLD STRATEGICFACTORS ETF

Symbol: QWLD

Exchange: NYSE ARCA

Sector: Technology

Category: Global Large-Stock Blend

Inception Date: 04/06/2014

Latest Date: 22/04/2026

Current Price: $149.16

Expense Ratio: 0.30%

Assets Under Management
$178.0M
0.09% daily change

Period Performance

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

Adjusted Return
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Performance Metrics

Return

4.50%

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
Return

2.25%

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
Return

6.29%

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
Return

22.48%

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
Return

33.94%

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
Return

55.75%

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

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 22/04/2025 - 22/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.084%

Best Day

2.149%

31/03/2026
Worst Day

-1.7%

20/03/2026
Days with Data

247

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
22/04/2026 $149.02 $149.16 $148.85 $149.16 2,504
21/04/2026 $148.82 $148.82 $148.82 $148.82 400
20/04/2026 $150.25 $150.59 $150.25 $150.35 1,900
17/04/2026 $150.49 $150.74 $150.43 $150.65 2,600
16/04/2026 $149.16 $149.21 $148.83 $149.21 1,000
15/04/2026 $148.75 $149.09 $148.69 $149.09 1,700
14/04/2026 $148.99 $149.04 $148.75 $148.77 1,600
13/04/2026 $147.42 $148.16 $147.40 $148.16 1,400
10/04/2026 $147.62 $147.80 $147.21 $147.21 1,900
02/04/2026 $142.44 $144.13 $142.44 $144.13 1,600