GTOC vs QWLD

Comparison between Invesco Core Fixed Income ETF (GTOC, ETF) and STATE STREET(R) SPDR(R) MSCI WORLD STRATEGICFACTORS(SM) ETF (QWLD, ETF).

GTOC vs QWLD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GTOC(ETF)	QWLD(ETF)
Net Assets	$188M	$188M
Expense Ratio	0.26%	0.30%
Max Drawdown	3.91%	31.89%
Sharpe Ratio	0.14	1.19
5Y Beta	0.09	0.67
P/E Ratio	N/A	24.17
Forward P/E	N/A	18.75
5Y Dividends CAGR	N/A	9.32%
Debt to Equity	N/A	76.65%
P/S Ratio	N/A	2.41
P/B Ratio	N/A	4.43

Net Assets

Winner

GTOC

$188M

QWLD

$188M

Expense Ratio

Winner

GTOC

0.26%

QWLD

0.30%

Max Drawdown

Winner

GTOC

3.91%

QWLD

31.89%

Sharpe Ratio

GTOC

0.14

Winner

QWLD

1.19

5Y Beta

Winner

GTOC

0.09

QWLD

0.67

P/E Ratio

GTOC

N/A

QWLD

24.17

Forward P/E

GTOC

N/A

QWLD

18.75

5Y Dividends CAGR

GTOC

N/A

QWLD

9.32%

Debt to Equity

GTOC

N/A

QWLD

76.65%

P/S Ratio

GTOC

N/A

QWLD

2.41

P/B Ratio

GTOC

N/A

QWLD

4.43

GTOC vs QWLD - Historical Returns

Returns include dividend reinvestment.

Period	GTOC	QWLD
1 month	-0.13%	+0.93%
3 months	-0.95%	+2.66%
6 months	+0.21%	+6.31%
1 year	+3.59%	+16.31%
5 years(CAGR)	N/A	+9.77%
10 years(CAGR)	N/A	+11.52%
Max(CAGR)	+4.15%	+10.30%

GTOC

-0.13%

Winner

QWLD

+0.93%

GTOC

-0.95%

Winner

QWLD

+2.66%

GTOC

+0.21%

Winner

QWLD

+6.31%

GTOC

+3.59%

Winner

QWLD

+16.31%

5Y(CAGR)

GTOC

N/A

QWLD

+9.77%

10Y(CAGR)

GTOC

N/A

QWLD

+11.52%

Max(CAGR)

GTOC

+4.15%

Winner

QWLD

+10.30%

GTOC vs QWLD - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

Year	GTOC	QWLD
2026	+0.04%	+5.36%
2025	+3.52%	+18.21%
2024	N/A	+14.75%
2023	N/A	+19.34%
2022	N/A	-13.37%
2021	N/A	+22.41%
2020	N/A	+9.47%
2019	N/A	+27.76%
2018	N/A	-7.26%
2017	N/A	+22.42%
2016	N/A	+11.30%
2015	N/A	+2.01%
2014	N/A	+2.62%

GTOC vs QWLD Drawdown Comparison

The maximum drawdown for GTOC was -2.70%, occurring on May 19, 2026. This drawdown has not yet recovered.

The maximum drawdown for QWLD was -31.89%, occurring on Mar 23, 2020. Recovery took 188 trading sessions.

The current GTOC drawdown is -1.84%. The current QWLD drawdown is -1.44%.

Rank	GTOC	QWLD
#1	-2.70% Feb 27, 2026 - May 19, 2026	-31.89% Feb 12, 2020 - Nov 9, 2020
#2	-1.02% Oct 28, 2025 - Jan 14, 2026	-22.83% Dec 29, 2021 - Dec 11, 2023
#3	-0.68% Sep 16, 2025 - Oct 13, 2025	-16.47% Oct 3, 2018 - Apr 12, 2019
#4	-0.64% Jan 14, 2026 - Feb 5, 2026	-14.11% May 22, 2015 - Apr 20, 2016
#5	-0.48% Aug 13, 2025 - Aug 22, 2025	-12.40% Feb 20, 2025 - May 15, 2025
#6	-0.35% Aug 5, 2025 - Aug 13, 2025	-9.27% Jun 13, 2014 - Feb 18, 2015
#7	-0.33% Aug 28, 2025 - Sep 3, 2025	-8.60% Jan 23, 2018 - Sep 20, 2018
#8	-0.24% Jul 29, 2025 - Aug 1, 2025	-7.66% Feb 27, 2026 - May 6, 2026
#9	-0.19% Feb 10, 2026 - Feb 12, 2026	-5.76% Sep 3, 2021 - Nov 3, 2021
#10	-0.19% Feb 13, 2026 - Feb 23, 2026	-5.52% Jul 16, 2024 - Aug 19, 2024
#11	-0.17% Oct 22, 2025 - Oct 28, 2025	-5.07% Jul 29, 2019 - Sep 12, 2019
#12	-0.15% Jul 23, 2025 - Jul 25, 2025	-5.05% Dec 5, 2024 - Jan 30, 2025
#13	-0.13% Jul 25, 2025 - Jul 29, 2025	-4.98% Jun 23, 2016 - Jul 12, 2016
#14	-0.13% Sep 8, 2025 - Sep 10, 2025	-4.75% Sep 6, 2016 - Jan 4, 2017
#15	-0.10% Sep 11, 2025 - Sep 15, 2025	-4.51% Mar 28, 2024 - May 14, 2024

Correlation

Correlation between GTOC and QWLD is 0.85 which considered as a strong positive correlation - the stocks tend to move together.

0.85

-101

Dividend Comparison (2014 - 2026)

GTOC vs QWLD dividend yield comparison.

Year	GTOC	QWLD
2026	1.75%	0.89%
2025	1.88%	1.85%
2024	0.00%	1.74%
2023	0.00%	1.78%
2022	0.00%	2.02%
2021	0.00%	1.77%
2020	0.00%	1.77%
2019	0.00%	2.13%
2018	0.00%	2.33%
2017	0.00%	2.73%
2016	0.00%	2.22%
2015	0.00%	3.42%
2014	0.00%	1.02%