QWLD vs GTOC

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

QWLD vs GTOC - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

QWLD

$188M

Winner

GTOC

$188M

Expense Ratio

QWLD

0.30%

Winner

GTOC

0.26%

Max Drawdown

QWLD

31.89%

Winner

GTOC

3.91%

Sharpe Ratio

Winner

QWLD

1.19

GTOC

0.14

5Y Beta

QWLD

0.67

Winner

GTOC

0.09

P/E Ratio

QWLD

24.17

GTOC

N/A

Forward P/E

QWLD

18.75

GTOC

N/A

5Y Dividends CAGR

QWLD

9.32%

GTOC

N/A

Debt to Equity

QWLD

76.65%

GTOC

N/A

P/S Ratio

QWLD

2.41

GTOC

N/A

P/B Ratio

QWLD

4.43

GTOC

N/A

QWLD vs GTOC - Historical Returns

Returns include dividend reinvestment.

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

Winner

QWLD

+0.93%

GTOC

-0.13%

Winner

QWLD

+2.66%

GTOC

-0.95%

Winner

QWLD

+6.31%

GTOC

+0.21%

Winner

QWLD

+16.31%

GTOC

+3.59%

5Y(CAGR)

QWLD

+9.77%

GTOC

N/A

10Y(CAGR)

QWLD

+11.52%

GTOC

N/A

Max(CAGR)

Winner

QWLD

+10.30%

GTOC

+4.15%

QWLD vs GTOC - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

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

QWLD vs GTOC Drawdown Comparison

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

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

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

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

Correlation

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

0.85

-101

Dividend Comparison (2014 - 2026)

QWLD vs GTOC dividend yield comparison.

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