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ETFs

SPDR MSCI USA StrategicFactors ETF

QUS
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
Apr 15, 2015
Expense Ratio
0.15%
Type
US Equities
Fund Owner
State Street (SPDR)
Volume (1m avg. daily)
$1,868,261
AUM
$988,824,345
Associated Index
MSCI USA Factor Mix A-Series Capped Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

AAPL
Apple Inc
2.93%
MSFT
Microsoft Corporation
2.87%
LLY
Lilly(Eli) & Co
2.35%
NVDA
NVIDIA Corp
2.28%
META
Meta Platforms Inc - Ordinary Shares - Class A
2.24%
UNH
Unitedhealth Group Inc
2.13%
JNJ
Johnson & Johnson
1.81%
V
Visa Inc - Ordinary Shares - Class A
1.7%
MRK
Merck & Co Inc
1.47%
MA
Mastercard Incorporated - Ordinary Shares - Class A
1.45%
Invest with QUS
Trade QUS Options

What is QUS?

The MSCI USA Factor Mix A-Series Capped 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. The Index 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.

1M
3M
6M
YTD
1Y
3Y
Max
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QUS
Performance Measures**

for the time period Apr 16, 2015 to Dec 4, 2025

Returns

1M Trailing Return: 2.6%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: 4.2%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -33.8%

The greatest percent loss from peak to trough in value over the time period.

Standard Deviation: 25.5%

The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

Measures of Risk-Adjusted Performance

Sharpe Ratio: 0.59

The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.

Calmar Ratio: 0.37

The annualized return divided by the max drawdown for the selected time period.

ETFs related toQUS

ETFs correlated to QUS include GSLC, JQUA, JHML

QUS
SPDR Series Trust - SPDR MSCI USA StrategicFactors SM ETF
GSLC
Goldman Sachs ETF Trust - Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF
JQUA
J.P. Morgan Exchange-Traded Fund Trust - JPMorgan U.S. Quality Factor ETF
JHML
John Hancock Investment Management LLC - John Hancock Multifactor Large Cap ETF
VOO
Vanguard Group, Inc. - Vanguard S&P 500 ETF
SPY
SSgA Active Trust - SPDR S&P 500 ETF Trust
IVV
BlackRock Institutional Trust Company N.A. - iShares Core S&P 500 ETF
SPXL
Direxion Shares ETF Trust - Direxion Daily S&P 500 Bull 3X Shares
UPRO
ProShares Trust - ProShares UltraPro S&P 500 ETF 3x Shares
SSO
ProShares Trust - ProShares Ultra S&P500 2x Shares
SPLG
SPDR Series Trust - SPDR Portfolio S&P 500 ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

Trading Strategies
Related toQUS

SPDRverse

Category

Cross-asset momentum, sector rotation, SPDR ETFs, daily rebalancing, tactical allocation

OOS Cumulative Return

-3.32%

Create your own algorithmic trading strategy with QUS using Composer

FAQ

QUS is a US Equities ETF. The MSCI USA Factor Mix A-Series Capped 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. The Index 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.

QUS tracks the MSCI USA Factor Mix A-Series Capped Index.

No, QUS is not actively managed. It is passively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

Yes, QUS is passively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on QUS is -0.0044%. This is the percent change in the value of QUS over the most recent 1-month period. The 3-month return on QUS is 0.0159%. This is the percent change in the value of QUS over the most recent 3-month period.

The standard deviation of QUS for the past year is 0.1551%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to QUS include SPHQ, DSI, and QUAL.

ETFs correlated to QUS include GSLC, JQUA, and JHML.

ETFs that are inversely correlated to QUS include SH, SDS, and SPXS.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.