QWLD vs SVAL
Comparison between STATE STREET(R) SPDR(R) MSCI WORLD STRATEGICFACTORS(SM) ETF (QWLD, ETF) and ISHARES US SMALL CAP VALUE FACTOR ETF (SVAL, ETF).
5-Year PerformanceQWLD has outperformed SVAL, delivering a return of +9.8% compared to +6.6%
QWLD vs SVAL - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
QWLD
$188M
Winner
SVAL
$188M
Expense Ratio
QWLD
0.30%
Winner
SVAL
0.20%
Max Drawdown
QWLD
31.89%
Winner
SVAL
27.97%
Sharpe Ratio
QWLD
1.19
Winner
SVAL
1.63
5Y Beta
Winner
QWLD
0.67
SVAL
0.94
P/E Ratio
QWLD
24.17
Winner
SVAL
20.16
Forward P/E
QWLD
18.75
Winner
SVAL
13.00
5Y Dividends CAGR
QWLD
9.32%
Winner
SVAL
67.76%
5Y EPS CAGR
QWLD
N/A
SVAL
3.22%
Debt to Equity
QWLD
76.65%
Winner
SVAL
32.69%
P/S Ratio
QWLD
2.41
Winner
SVAL
0.79
P/B Ratio
QWLD
4.43
Winner
SVAL
1.31
QWLD vs SVAL - Holdings Comparison
QWLD and SVAL have 1 common holdings. Overlap is -0.93%
QWLD's top 25 holdings weight is 26.92%. SVAL's top 25 holdings weight is 13.30%.
| Rank | QWLD | SVAL |
|---|---|---|
| #1 | APPLE INC (AAPL) - 2.43% | BLACKROCK CASH FUNDS TREASURY SL AGENCY (n/a) - 1.22% |
| #2 | NVIDIA CORP (NVDA) - 2.35% | PENGUIN SOLUTIONS INC (PENG) - 0.70% |
| #3 | MICROSOFT CORP (MSFT) - 2.11% | VISHAY INTERTECHNOLOGY INC (VSH) - 0.65% |
| #4 | META PLATFORMS INC CLASS A (META) - 1.86% | AMN HEALTHCARE SERVICES INC (AMN) - 0.54% |
| #5 | ALPHABET INC CLASS A (GOOGL) - 1.56% | PROGYNY INC (PGNY) - 0.54% |
| #6 | ALPHABET INC CLASS C (GOOG) - 1.42% | INSIGHT ENTERPRISES INC (NSIT) - 0.54% |
| #7 | JOHNSON & JOHNSON (JNJ) - 1.27% | FIVE9 INC (FIVN) - 0.53% |
| #8 | VISA INC CLASS A (V) - 1.24% | LIVERAMP HOLDINGS INC (RAMP) - 0.52% |
| #9 | ASML HOLDING NV (n/a) - 1.23% | CROSS COUNTRY HEALTHCARE INC (CCRN) - 0.52% |
| #10 | ELI LILLY AND CO (LLY) - 1.22% | THE GEO GROUP INC (GEO) - 0.51% |
| #11 | CISCO SYSTEMS INC (CSCO) - 1.15% | SUNCOKE ENERGY INC (SXC) - 0.49% |
| #12 | EXXON MOBIL CORP (XOM) - 1.01% | MARINEMAX INC (HZO) - 0.49% |
| #13 | WALMART INC (WMT) - 1.00% | NETSCOUT SYSTEMS INC (NTCT) - 0.49% |
| #14 | NOVARTIS AG REGISTERED SHARES (n/a) - 0.89% | DORIAN LPG LTD (LPG) - 0.48% |
| #15 | PROCTER & GAMBLE CO (PG) - 0.83% | UNITED FIRE GROUP INC (UFCS) - 0.47% |
| #16 | COSTCO WHOLESALE CORP (COST) - 0.80% | PRIMEENERGY RESOURCES CORP (PNRG) - 0.47% |
| #17 | UNITEDHEALTH GROUP INC (UNH) - 0.76% | SELECT WATER SOLUTIONS INC CLASS A (WTTR) - 0.46% |
| #18 | COCA-COLA CO (KO) - 0.75% | THE RMR GROUP INC CLASS A (RMR) - 0.46% |
| #19 | MERCK & CO INC (MRK) - 0.72% | MITEK SYSTEMS INC (MITK) - 0.46% |
| #20 | CATERPILLAR INC (CAT) - 0.71% | CORSAIR GAMING INC ORDINARY SHARES (CRSR) - 0.46% |
| #21 | KDDI CORP (n/a) - 0.33% | MEDIFAST INC (MED) - 0.46% |
| #22 | SOFTBANK CORP (n/a) - 0.33% | NWPX INFRASTRUCTURE INC (NWPX) - 0.46% |
| #23 | MARSH (MRSH) - 0.32% | HEALTHSTREAM INC (HSTM) - 0.46% |
| #24 | CONSOLIDATED EDISON INC (ED) - 0.32% | IBEX LTD (IBEX) - 0.46% |
| #25 | NOVO NORDISK AS CLASS B (n/a) - 0.31% | ARKO CORP ORDINARY SHARES CLASS A (ARKO) - 0.46% |
| Total Holdings | 1198 | 251 |
QWLD vs SVAL - Historical Returns
Returns include dividend reinvestment.
1M
Winner
QWLD
+0.93%
SVAL
+0.66%
3M
QWLD
+2.66%
Winner
SVAL
+8.00%
6M
QWLD
+6.31%
Winner
SVAL
+16.94%
1Y
QWLD
+16.31%
Winner
SVAL
+36.92%
5Y(CAGR)
Winner
QWLD
+9.77%
SVAL
+6.57%
10Y(CAGR)
QWLD
+11.52%
SVAL
N/A
Max(CAGR)
QWLD
+10.30%
Winner
SVAL
+16.32%
QWLD vs SVAL - Annual Returns (2014 - 2026)
Returns include dividend reinvestment.
| Year | QWLD | SVAL |
|---|---|---|
| 2026 | +5.36% | +16.16% |
| 2025 | +18.21% | +9.24% |
| 2024 | +14.75% | +7.72% |
| 2023 | +19.34% | +12.71% |
| 2022 | -13.37% | -11.05% |
| 2021 | +22.41% | +34.68% |
| 2020 | +9.47% | +27.93% |
| 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 SVAL Drawdown Comparison
The maximum drawdown for QWLD was -31.89%, occurring on Mar 23, 2020. Recovery took 188 trading sessions.
The maximum drawdown for SVAL was -27.44%, occurring on Apr 8, 2025. Recovery took 277 trading sessions.
The current QWLD drawdown is -1.44%. The current SVAL drawdown is -1.16%.
| Rank | QWLD | SVAL |
|---|---|---|
| #1 | -31.89% Feb 12, 2020 - Nov 9, 2020 | -27.44% Nov 25, 2024 - Jan 6, 2026 |
| #2 | -22.83% Dec 29, 2021 - Dec 11, 2023 | -25.26% Nov 11, 2021 - Jul 15, 2024 |
| #3 | -16.47% Oct 3, 2018 - Apr 12, 2019 | -13.52% Jun 8, 2021 - Nov 3, 2021 |
| #4 | -14.11% May 22, 2015 - Apr 20, 2016 | -11.04% Jul 26, 2024 - Nov 6, 2024 |
| #5 | -12.40% Feb 20, 2025 - May 15, 2025 | -8.94% Feb 20, 2026 - Apr 14, 2026 |
| #6 | -9.27% Jun 13, 2014 - Feb 18, 2015 | -8.93% Mar 12, 2021 - May 7, 2021 |
| #7 | -8.60% Jan 23, 2018 - Sep 20, 2018 | -6.75% Jan 14, 2021 - Feb 5, 2021 |
| #8 | -7.66% Feb 27, 2026 - May 6, 2026 | -5.72% Nov 24, 2020 - Dec 4, 2020 |
| #9 | -5.76% Sep 3, 2021 - Nov 3, 2021 | -5.08% May 7, 2021 - Jun 1, 2021 |
| #10 | -5.52% Jul 16, 2024 - Aug 19, 2024 | -3.94% Nov 3, 2020 - Nov 9, 2020 |
| #11 | -5.07% Jul 29, 2019 - Sep 12, 2019 | -3.69% Feb 24, 2021 - Mar 5, 2021 |
| #12 | -5.05% Dec 5, 2024 - Jan 30, 2025 | -3.61% Nov 10, 2020 - Nov 16, 2020 |
| #13 | -4.98% Jun 23, 2016 - Jul 12, 2016 | -3.51% Nov 11, 2024 - Nov 25, 2024 |
| #14 | -4.75% Sep 6, 2016 - Jan 4, 2017 | -2.94% May 8, 2026 - May 22, 2026 |
| #15 | -4.51% Mar 28, 2024 - May 14, 2024 | -2.63% Dec 15, 2020 - Dec 28, 2020 |
Correlation
Correlation between QWLD and SVAL is 0.90 which considered as a strong positive correlation - the stocks tend to move together.
0.90
-101
Dividend Comparison (2014 - 2026)
QWLD vs SVAL dividend yield comparison.
| Year | QWLD | SVAL |
|---|---|---|
| 2026 | 0.89% | 0.29% |
| 2025 | 1.85% | 2.33% |
| 2024 | 1.74% | 1.82% |
| 2023 | 1.78% | 2.25% |
| 2022 | 2.02% | 2.09% |
| 2021 | 1.77% | 2.33% |
| 2020 | 1.77% | 0.28% |
| 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% |
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