State Street(R) SPDR(R) MSCI USA StrategicFactors(SM) ETF (QUS) -

Key Metrics

TER 15.00% per year

Distribution policy Distributing

Fund size USD 1,460 M

Inception date April 15, 2015

Holdings 540

Fund currency USD

Fund domicile US

Provider SPDR

For full official fund details, factsheets, and holdings, visit ssga.com (opens in new tab).

Historical Return

Last updated: Jun 15, 2026

1 Year +15.9% +1.3% Div

3 Years (avg.) +14.9% +1.3% Div

5 Years (avg.) +9.4% +1.3% Div

Risk & Analysis Metrics

Last updated: Jun 15, 2026

Volatility

8.53% 1 Year

11.51% 3 Years

14.16% 5 Years

16.48% 10 Years

Max Drawdown

-6.73% 1 Year

-14.07% 3 Years

-22.80% 5 Years

-33.78% 10 Years

Sharpe Ratio

1.09 1 Year

0.84 3 Years

0.39 5 Years

0.50 10 Years

Return Triangle (Heatmap)

Last updated: Jun 15, 2026

	2015	2016	2017	2018	2019	2020	2021	2022	2023	2024	2025
2015	0.6%	5.9%	10.0%	5.8%	10.3%	10.2%	12.4%	8.5%	9.7%	10.4%	10.6%
2016		11.5%	15.0%	7.6%	12.8%	12.2%	14.5%	9.7%	10.9%	11.6%	11.7%
2017			18.7%	5.8%	13.3%	12.4%	15.2%	9.4%	10.8%	11.6%	11.7%
2018				-5.8%	10.7%	10.4%	14.3%	7.6%	9.5%	10.6%	10.8%
2019					30.0%	19.5%	21.9%	11.2%	12.9%	13.6%	13.4%
2020						9.8%	18.0%	5.5%	8.9%	10.6%	10.9%
2021							26.8%	3.5%	8.7%	10.7%	11.1%
2022								-15.5%	0.6%	5.9%	7.5%
2023									19.8%	18.5%	16.5%
2024										17.2%	14.9%
2025											12.6%

Distributions

*by ETF Portfolio Weight Last updated: Jun 15, 2026

Profit Margin Distribution

< 0%

1y 3y N/A N/A

0 - 5%

10%

1y 3y N/A N/A

5 - 10%

11%

1y 3y N/A N/A

10 - 15%

19%

1y 3y N/A N/A

15 - 20%

12%

1y 3y N/A N/A

20 - 30%

23%

1y 3y N/A N/A

30 - 40%

15%

1y 3y N/A N/A

> 40%

10%

1y 3y N/A N/A

P/E Ratio Distribution

< 0

1y 3y N/A N/A

0 - 10

1y 3y N/A N/A

10 - 15

1y 3y N/A N/A

15 - 20

11%

1y 3y N/A N/A

20 - 25

20%

1y 3y N/A N/A

25 - 35

34%

1y 3y N/A N/A

35 - 50

13%

1y 3y N/A N/A

> 50

1y 3y N/A N/A

Discounted Cash Flow

Weighted Average Undervaluation

N/A

Undervalued

> 60%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

15 - 30%

1y 3y N/A N/A

Fair (±15%)

1y 3y N/A N/A

Overvalued

15 - 30%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

> 60%

1y 3y N/A N/A

Market Cap Size Distribution

Micro Cap

0.0%

1y 3y N/A N/A

Small Cap

0.0%

1y 3y N/A N/A

Mid Cap

0.2%

1y 3y N/A N/A

Large Cap

51.2%

1y 3y N/A N/A

Mega Cap

48.6%

1y 3y N/A N/A

Micro: < $300M Small: $300M–$2B Mid: $2B–$10B Large: $10B–$200B Mega: > $200B

Average metrics of all companies in portfolio

Last updated: Jun 21, 2026

Market
Average

Market Cap The market value of the company. It's calculated by multiplying the share price by the number of outstanding shares.	$686B	-
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price.	1.57%	2.03%
Beta Indicates the relationship between the price performance of a share and the market.	0.92	-
P/E Ratio Ratio between share price and earnings per share. A low ratio could indicate that the stock is undervalued or investors aren't expecting high growth. A high ratio could indicate that the stock is overvalued or investors are expecting high growth.	32.29	28.29
Negative P/E Ratio a negative P/E ratio shows that the company is not profitable, and it shows how many years it would take the company to lose its entire market capitalisation if it did not change anything	-193.81	-
Profitable Companies	98%	-
PEG The ratio between the P/E ratio and the growth rate of the company's earnings per share in the last twelve months. A lower PEG could mean that a stock is undervalued.	446.02	14.56
Price to Sales Ratio Market cap divided by the revenue in the most recent year.	7.49	8.28
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company	10.93	10.72

Market
Average

Enterprise Value to EBIT Enterprise Value divided by EBIT	27.72	21.15
Enterprise Value to Revenue Enterprise value divided by revenue	5.03	8.72
Total Debt to Enterprise Value Total debt divided by enterprise value	0.17	0.05
Debt to Equity A higher ratio indicates a higher risk. However, the ratio is difficult to compare between industries where common amounts of debt vary.	-	0.33
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability.	7.73%	-6.18%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago.	-	-117.9%
Return on Equity Equity divided by market cap.	73.63%	1.23%
Return on Assets Indicates a company's profitability in relation to its total assets.	32.55%	3.29%
Return on Invested Capital Return on invested capital (ROIC) is net income after dividends divided by the sum of debt and equity. It shows how effective a company is at turning capital invested by shareholders and other debtholders into profits.	11.03%	3.31%

Limit holdings to companies in a single sector.

$0B >$1T

Ratio between share price and earnings per share. A low ratio could indicate undervaluation.

<0 >50

Ratio of dividends in the last 12 months to current share price.

0% 3%

Revenue increase compared to the same quarter one year ago.

0% 30%

Net income increase compared to the same quarter one year ago.

0% 30%

Profitability of the last quarter.

<-30% >30%

A higher ratio indicates a higher risk. The ratio is difficult to compare between industries.

<0 >3

Discounted cash flow valuation vs. current price. Positive = undervalued, negative = overvalued.

<-50% >+100%

Market Cap

P/E Ratio

Total Investment

Weight

Apple Inc

AAPL - Manufacturing

Market Cap $4.38T

P/E Ratio 35.9

Dividends 0.4%

Total Investment $41.81M

Weight 2.86%

Loading details…

Microsoft Corporation

MSFT - Information

Market Cap $2.82T

P/E Ratio 22.5

Dividends 0.9%

Total Investment $36.68M

Weight 2.51%

Loading details…

NVIDIA Corp

NVDA - Manufacturing

Market Cap $5.1T

P/E Ratio 32.1

Dividends 0.1%

Total Investment $34.75M

Weight 2.38%

Loading details…

Meta Platforms Inc - Ordinary Shares - Class A

META - Information

Market Cap $1.47T

P/E Ratio 20.7

Dividends 0.4%

Total Investment $31.14M

Weight 2.13%

Loading details…

Johnson & Johnson

JNJ - Manufacturing

Market Cap $549.78B

P/E Ratio 26.5

Dividends 2.3%

Total Investment $29.95M

Weight 2.05%

Loading details…

Visa Inc - Ordinary Shares - Class A

V - Information

Market Cap $627.26B

P/E Ratio 28.2

Dividends 0.8%

Total Investment $27.04M

Weight 1.85%

Loading details…

Lilly(Eli) & Co

LLY - Manufacturing

Market Cap $1.03T

P/E Ratio 38.9

Dividends 0.6%

Total Investment $26.99M

Weight 1.85%

Loading details…

Exxon Mobil Corp.

XOM - Manufacturing

Market Cap $571.22B

P/E Ratio 22.8

Dividends 3.0%

Total Investment $24.96M

Weight 1.71%

Loading details…

Walmart Inc

WMT - Retail Trade

Market Cap $932.53B

P/E Ratio 40.5

Dividends 0.8%

Total Investment $24.46M

Weight 1.68%

Loading details…

Mastercard Incorporated - Ordinary Shares - Class A

MA - Information

Market Cap $432.77B

P/E Ratio 28.0

Dividends 0.7%

Total Investment $22.34M

Weight 1.53%

Loading details…

Alphabet Inc - Ordinary Shares - Class C

GOOG - Information

Market Cap $4.45T

P/E Ratio 27.8

Dividends 0.2%

Total Investment $21.6M

Weight 1.48%

Loading details…

Merck & Co Inc

MRK - Manufacturing

Market Cap $281.24B

P/E Ratio 31.5

Dividends 3.0%

Total Investment $20.25M

Weight 1.39%

Loading details…

Alphabet Inc - Ordinary Shares - Class C

GOOG - Information

Market Cap $4.45T

P/E Ratio 27.8

Dividends 0.2%

Total Investment $19.98M

Weight 1.37%

Loading details…

Costco Wholesale Corp

COST - Retail Trade

Market Cap $421.95B

P/E Ratio 47.8

Dividends 0.6%

Total Investment $19.02M

Weight 1.30%

Loading details…

Cisco Systems, Inc.

CSCO - Manufacturing

Market Cap $471.16B

P/E Ratio 39.6

Dividends 1.4%

Total Investment $18.56M

Weight 1.27%

Loading details…

Procter & Gamble Co.

PG - Manufacturing

Market Cap $350.17B

P/E Ratio 21.8

Dividends 2.8%

Total Investment $18.51M

Weight 1.27%

Loading details…

Coca-Cola Co

KO - Manufacturing

Market Cap $341.57B

P/E Ratio 24.9

Dividends 2.6%

Total Investment $16.42M

Weight 1.12%

Loading details…

Netflix Inc.

NFLX - Information

Market Cap $325.83B

P/E Ratio 24.4

Dividends 0.0%

Total Investment $16.18M

Weight 1.11%

Loading details…

Berkshire Hathaway Inc. - Ordinary Shares - Class A

BRK.A - Management of Companies and Enterprises

Market Cap

P/E Ratio

Dividends

Total Investment $15.73M

Weight 1.08%

Loading details…

Verizon Communications Inc

VZ - Information

Market Cap $189.45B

P/E Ratio 11.0

Dividends 6.1%

Total Investment $13.99M

Weight 0.96%

Loading details…

Manufacturing	40.3%
Information	20.5%
Finance and Insurance	11.3%
Retail Trade	6.7%
Utilities	3.9%
Professional, Scientific, and Technical Services	2.1%
Administrative and Support and Waste Management and Remediation Services	1.9%
Mining, Quarrying, and Oil and Gas Extraction	1.8%
Wholesale Trade	1.8%
Transportation and Warehousing	1.1%
Management of Companies and Enterprises	1.1%
Financial Services	1.1%
Accommodation and Food Services	0.9%
Construction	0.6%
Health Care and Social Assistance	0.3%
Real Estate and Rental and Leasing	0.2%
Finance	0.2%
Public Administration	0.2%
Healthcare	0.1%
Other Services (except Public Administration)	0.1%
Arts, Entertainment, and Recreation	0.0%
Technology	0.0%
Other	3.8%

United States	95.4%
Ireland	1.8%
United Kingdom	0.9%
Switzerland	0.8%
Canada	0.5%
Other	0.2%
Uruguay	0.1%
Cayman Islands	0.1%
Bermuda	0.1%
Netherlands	0.0%

Key Metrics

Compare similar ETFs

Historical Return

Risk & Analysis Metrics

Volatility

Max Drawdown

Sharpe Ratio

Return Triangle (Heatmap)

Distributions

Profit Margin Distribution

P/E Ratio Distribution

Discounted Cash Flow

Market Cap Size Distribution

Portfolio Concentration

Latest News

Meta Takes on Streaming Giants With New ‘Instagram for TV' Offerings

Intel's Surge on an Apple Chip Deal Means Investors Are Betting on Its Foundry, Says Bernstein's Stacy Rasgon

META's Path to $800: Jason Ware Sees Bull Case in AI ROI as CapEx Grows

Average metrics of all companies in portfolio

Sectors

Countries

Stock Screener

Apple Inc

Apple Inc

Microsoft Corporation

Microsoft Corporation

NVIDIA Corp

NVIDIA Corp

Meta Platforms Inc - Ordinary Shares - Class A

Meta Platforms Inc - Ordinary Shares - Class A

Johnson & Johnson

Johnson & Johnson

Visa Inc - Ordinary Shares - Class A

Visa Inc - Ordinary Shares - Class A

Lilly(Eli) & Co

Lilly(Eli) & Co

Exxon Mobil Corp.

Exxon Mobil Corp.

Walmart Inc

Walmart Inc

Mastercard Incorporated - Ordinary Shares - Class A

Mastercard Incorporated - Ordinary Shares - Class A

Alphabet Inc - Ordinary Shares - Class C

Alphabet Inc - Ordinary Shares - Class C

Merck & Co Inc

Merck & Co Inc

Alphabet Inc - Ordinary Shares - Class C

Alphabet Inc - Ordinary Shares - Class C

Costco Wholesale Corp

Costco Wholesale Corp

Cisco Systems, Inc.

Cisco Systems, Inc.

Procter & Gamble Co.

Procter & Gamble Co.

Coca-Cola Co

Coca-Cola Co

Netflix Inc.

Netflix Inc.

Berkshire Hathaway Inc. - Ordinary Shares - Class A

Berkshire Hathaway Inc. - Ordinary Shares - Class A

Verizon Communications Inc

Verizon Communications Inc

Cookie Settings