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ISIN
US46438G4979
CUSIP
46438G497
Issuer
iShares
Inception Date
Dec 11, 2024
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
MSCI ACWI Quality Index (Net)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

AQLT Performance Chart

iShares MSCI Global Quality Factor ETF (AQLT) is up 12.2% since the beginning of the year. AQLT is currently trading at $31 per share.


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S&P 500 Index

Returns By Period

iShares MSCI Global Quality Factor ETF (AQLT) has returned 12.16% so far this year and 29.66% over the past 12 months.


iShares MSCI Global Quality Factor ETF

1D
0.81%
1M
1.11%
YTD
12.16%
6M
12.50%
1Y
29.66%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.34%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AQLT Monthly Returns History

Based on dividend-adjusted daily data since Dec 12, 2024, AQLT's average daily return is +0.07%, while the average monthly return is +1.36%. At this rate, an investment would double in approximately 4.3 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2026 with a return of +10.3%, while the worst month was Mar 2026 at -7.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, AQLT closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +9.0%, while the worst single day was Apr 4, 2025 at -5.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.24%1.69%-7.23%10.25%3.86%-0.40%12.16%
20253.34%-1.43%-4.99%0.27%5.00%4.24%-0.12%2.56%3.84%2.50%1.04%0.55%17.65%
2024-3.38%-3.38%

Benchmark Metrics

iShares MSCI Global Quality Factor ETF has an annualized alpha of 3.86%, beta of 0.94, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since December 12, 2024.

  • This ETF captured 100.16% of S&P 500 Index gains but only 80.33% of its losses - a favorable profile for investors.
  • This ETF generated an annualized alpha of 3.86% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.94 and R2 of 0.91, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
3.86%
Beta
0.94
0.91
Upside Capture
100.16%
Downside Capture
80.33%

Expense Ratio

AQLT has an expense ratio of 0.20%, which is considered low.


Return for Risk

Risk / Return Rank

AQLT ranks 64 for risk / return — better than 64% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


AQLT Risk / Return Rank: 6464
Overall Rank
AQLT Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
AQLT Sortino Ratio Rank: 6565
Sortino Ratio Rank
AQLT Omega Ratio Rank: 6464
Omega Ratio Rank
AQLT Calmar Ratio Rank: 5757
Calmar Ratio Rank
AQLT Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares MSCI Global Quality Factor ETF (AQLT) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AQLTBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.37

1.35

+0.02

Calmar ratioReturn relative to maximum drawdown

2.70

2.66

+0.05

Martin ratioReturn relative to average drawdown

12.04

11.86

+0.18

Dividends

Dividend History

iShares MSCI Global Quality Factor ETF provided a 0.99% dividend yield over the last twelve months, with an annual payout of $0.31 per share.


0.00%0.20%0.40%0.60%0.80%1.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.3020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.31$0.29$0.01

Dividend yield

0.99%1.05%0.02%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Global Quality Factor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.17$0.17
2025$0.00$0.00$0.00$0.00$0.00$0.16$0.00$0.00$0.00$0.00$0.00$0.14$0.29
2024$0.01$0.01

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Global Quality Factor ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares MSCI Global Quality Factor ETF was 16.84%, occurring on Apr 8, 2025. Recovery took 54 trading sessions.

The current iShares MSCI Global Quality Factor ETF drawdown is 0.64%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-16.84%Apr 2025
1mo 23d2mo 19d
4mo 12dFeb 2025 - Jun 2025
2026 correction2026
-10.68%Mar 2026
29d21d
1mo 20dFeb 2026 - Apr 2026
2025 pullback2025
-4.69%Nov 2025
22d8d
1moOct 2025 - Nov 2025
2025 pullback2025
-4.41%Jan 2025
1mo 3d9d
1mo 12dDec 2024 - Jan 2025
2026 pullback2026
-3.98%Jun 2026
7d5d
12dJun 2026 - Jun 2026

Drawdown Indicators


AQLTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-16.84%

-56.78%

+39.94%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-9.10%

-1.58%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.64%

-2.49%

+1.85%

Average Drawdown

Average peak-to-trough decline

-2.31%

-10.72%

+8.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

2.03%

+0.36%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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Add iShares MSCI Global Quality Factor ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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