QUS vs BDVL
Comparison between SPDR MSCI USA STRATEGICFACTORS ETF (QUS, ETF) and iShares Disciplined Volatility Equity Active ETF (BDVL, ETF).
QUS vs BDVL - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
QUS
$1.50B
BDVL
$1.50B
Expense Ratio
Winner
QUS
0.15%
BDVL
0.40%
Max Drawdown
QUS
33.78%
Winner
BDVL
7.71%
Sharpe Ratio
Winner
QUS
1.52
BDVL
0.78
5Y Beta
QUS
0.72
Winner
BDVL
0.63
P/E Ratio
QUS
25.08
BDVL
N/A
Forward P/E
QUS
19.52
BDVL
N/A
5Y Dividends CAGR
QUS
16.19%
BDVL
N/A
5Y EPS CAGR
QUS
19.04%
BDVL
N/A
Debt to Equity
QUS
61.71%
BDVL
N/A
P/S Ratio
QUS
2.39
BDVL
N/A
P/B Ratio
QUS
4.36
BDVL
N/A
QUS vs BDVL - Holdings Comparison
QUS and BDVL have 154 common holdings. Overlap is 4.84%
QUS's top 25 holdings weight is 35.43%. BDVL's top 25 holdings weight is 40.88%.
| Rank | QUS | BDVL |
|---|---|---|
| #1 | APPLE INC (AAPL) - 2.90% | INR/USD PURCHASED (n/a) - 4.83% |
| #2 | MICROSOFT CORP (MSFT) - 2.74% | JPY/USD PURCHASED (n/a) - 3.78% |
| #3 | NVIDIA CORP (NVDA) - 2.72% | ISHARES MSCI INDIA ETF (INDA) - 3.18% |
| #4 | META PLATFORMS INC CLASS A (META) - 2.37% | USD CASH (n/a) - 3.12% |
| #5 | VISA INC CLASS A (V) - 1.95% | HKD/USD PURCHASED (n/a) - 2.90% |
| #6 | JOHNSON & JOHNSON (JNJ) - 1.82% | EUR/USD PURCHASED (n/a) - 2.75% |
| #7 | ALPHABET INC CLASS A (GOOGL) - 1.71% | CAD/USD PURCHASED (n/a) - 1.76% |
| #8 | WALMART INC (WMT) - 1.64% | MICROSOFT CORP (MSFT) - 1.39% |
| #9 | ELI LILLY AND CO (LLY) - 1.63% | ASML HOLDING NV (n/a) - 1.25% |
| #10 | ALPHABET INC CLASS C (GOOG) - 1.58% | VERIZON COMMUNICATIONS INC (VZ) - 1.24% |
| #11 | MASTERCARD INC CLASS A (MA) - 1.53% | ALPHABET INC CLASS C (GOOG) - 1.20% |
| #12 | EXXON MOBIL CORP (XOM) - 1.48% | AMPHENOL CORP CLASS A (APH) - 1.18% |
| #13 | CISCO SYSTEMS INC (CSCO) - 1.40% | HOWMET AEROSPACE INC (HWM) - 1.15% |
| #14 | COSTCO WHOLESALE CORP (COST) - 1.24% | AMAZON.COM INC (AMZN) - 1.15% |
| #15 | MERCK & CO INC (MRK) - 1.22% | JOHNSON & JOHNSON (JNJ) - 1.10% |
| #16 | PROCTER & GAMBLE CO (PG) - 1.22% | AUD/USD PURCHASED (n/a) - 1.03% |
| #17 | UNITEDHEALTH GROUP INC (UNH) - 1.21% | SOUTHERN CO (SO) - 0.99% |
| #18 | COCA-COLA CO (KO) - 1.11% | LAM RESEARCH CORP (LRCX) - 0.99% |
| #19 | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.02% | META PLATFORMS INC CLASS A (META) - 0.96% |
| #20 | NETFLIX INC (NFLX) - 1.01% | MOTOROLA SOLUTIONS INC (MSI) - 0.96% |
| #21 | REPUBLIC SERVICES INC (RSG) - 0.41% | CENCORA INC (COR) - 0.94% |
| #22 | CBOE GLOBAL MARKETS INC (CBOE) - 0.41% | PROCTER & GAMBLE CO (PG) - 0.90% |
| #23 | WELLS FARGO & CO (WFC) - 0.38% | THB/USD PURCHASED (n/a) - 0.87% |
| #24 | ELECTRONIC ARTS INC (EA) - 0.37% | KRW/USD PURCHASED (n/a) - 0.63% |
| #25 | SALESFORCE INC (CRM) - 0.36% | CHF/USD PURCHASED (n/a) - 0.63% |
| Total Holdings | 489 | 529 |
QUS vs BDVL - Historical Returns
Returns include dividend reinvestment.
1M
Winner
QUS
+3.34%
BDVL
+1.94%
3M
QUS
+1.40%
Winner
BDVL
+2.28%
6M
Winner
QUS
+7.75%
BDVL
+7.52%
1Y
QUS
+19.17%
BDVL
N/A
5Y(CAGR)
QUS
+10.78%
BDVL
N/A
10Y(CAGR)
QUS
+13.60%
BDVL
N/A
Max(CAGR)
Winner
QUS
+12.52%
BDVL
+11.37%
QUS vs BDVL - Annual Returns (2015 - 2026)
Returns include dividend reinvestment.
| Year | QUS | BDVL |
|---|---|---|
| 2026 | +4.72% | +5.21% |
| 2025 | +14.24% | +1.98% |
| 2024 | +19.03% | N/A |
| 2023 | +21.84% | N/A |
| 2022 | -14.14% | N/A |
| 2021 | +28.52% | N/A |
| 2020 | +11.87% | N/A |
| 2019 | +32.57% | N/A |
| 2018 | -3.80% | N/A |
| 2017 | +21.10% | N/A |
| 2016 | +13.94% | N/A |
| 2015 | +2.14% | N/A |
QUS vs BDVL Drawdown Comparison
The maximum drawdown for QUS was -33.78%, occurring on Mar 23, 2020. Recovery took 137 trading sessions.
The maximum drawdown for BDVL was -7.71%, occurring on Mar 27, 2026. Recovery took 47 trading sessions.
The current QUS drawdown is -0.18%. The current BDVL drawdown is -0.55%.
| Rank | QUS | BDVL |
|---|---|---|
| #1 | -33.78% Feb 19, 2020 - Sep 2, 2020 | -7.71% Feb 27, 2026 - May 6, 2026 |
| #2 | -22.29% Dec 29, 2021 - Dec 1, 2023 | -3.36% Nov 12, 2025 - Dec 5, 2025 |
| #3 | -17.41% Sep 21, 2018 - Apr 1, 2019 | -1.99% Sep 17, 2025 - Oct 20, 2025 |
| #4 | -13.94% Feb 19, 2025 - Jun 30, 2025 | -1.48% Jan 12, 2026 - Jan 26, 2026 |
| #5 | -11.49% Nov 2, 2015 - Mar 30, 2016 | -1.43% Oct 27, 2025 - Nov 11, 2025 |
| #6 | -10.90% Jun 19, 2015 - Oct 29, 2015 | -1.05% Jan 27, 2026 - Feb 9, 2026 |
| #7 | -9.61% Jan 26, 2018 - Aug 6, 2018 | -0.87% Dec 11, 2025 - Dec 22, 2025 |
| #8 | -7.82% Sep 2, 2020 - Nov 9, 2020 | -0.77% May 6, 2026 - May 7, 2026 |
| #9 | -6.85% Feb 27, 2026 - Apr 30, 2026 | -0.75% Dec 26, 2025 - Jan 6, 2026 |
| #10 | -5.75% Sep 3, 2021 - Oct 26, 2021 | -0.69% Dec 5, 2025 - Dec 11, 2025 |
| #11 | -5.59% Jul 16, 2024 - Aug 19, 2024 | -0.64% Feb 11, 2026 - Feb 20, 2026 |
| #12 | -5.58% Apr 30, 2019 - Jun 19, 2019 | -0.64% Oct 20, 2025 - Oct 27, 2025 |
| #13 | -5.52% Jul 29, 2019 - Sep 12, 2019 | -0.61% Feb 20, 2026 - Feb 24, 2026 |
| #14 | -5.44% Dec 4, 2024 - Feb 13, 2025 | -0.33% Sep 15, 2025 - Sep 17, 2025 |
| #15 | -4.85% Mar 28, 2024 - May 15, 2024 | -0.33% Jan 6, 2026 - Jan 9, 2026 |
Correlation
Correlation between QUS and BDVL is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.
0.98
-101
Dividend Comparison (2015 - 2025)
QUS vs BDVL dividend yield comparison.
| Year | QUS | BDVL |
|---|---|---|
| 2025 | 1.38% | 2.79% |
| 2024 | 1.49% | 0.00% |
| 2023 | 1.57% | 0.00% |
| 2022 | 1.68% | 0.00% |
| 2021 | 1.27% | 0.00% |
| 2020 | 1.73% | 0.00% |
| 2019 | 1.81% | 0.00% |
| 2018 | 2.12% | 0.00% |
| 2017 | 1.86% | 0.00% |
| 2016 | 2.07% | 0.00% |
| 2015 | 1.48% | 0.00% |
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