iShares Edge MSCIope Quality Factor UCITS (IEFQ.L)
IEFQ.L is a passive ETF by iShares tracking the investment results of the MSCI Europe NR EUR. IEFQ.L launched on Jan 16, 2015 and has a 0.25% expense ratio.
ETF Info
IE00BQN1K562
Jan 16, 2015
1x
MSCI Europe NR EUR
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of £10,000 in iShares Edge MSCIope Quality Factor UCITS, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
iShares Edge MSCIope Quality Factor UCITS had a return of -1.09% year-to-date (YTD) and 3.75% in the last 12 months.
IEFQ.L
-1.09%
-5.15%
-7.05%
3.75%
6.32%
N/A
^GSPC (Benchmark)
23.56%
0.49%
11.03%
30.56%
13.70%
11.10%
Monthly Returns
The table below presents the monthly returns of IEFQ.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.31% | 1.68% | 2.46% | -2.08% | 3.60% | 0.41% | -1.48% | 2.83% | -2.21% | -3.55% | -1.09% | ||
| 2023 | 4.46% | 0.02% | 2.04% | 1.90% | -4.63% | 1.78% | 1.25% | -2.86% | -0.24% | -1.98% | 5.38% | 5.08% | 12.31% |
| 2022 | -6.92% | -2.23% | 3.90% | -1.94% | -2.22% | -5.50% | 7.02% | -3.04% | -4.06% | 2.06% | 8.56% | -1.15% | -6.58% |
| 2021 | -2.68% | -0.25% | 4.05% | 5.57% | 1.88% | 2.04% | 2.61% | 2.91% | -4.84% | 3.49% | -0.20% | 2.97% | 18.47% |
| 2020 | -1.88% | -6.74% | -7.93% | 4.19% | 6.85% | 3.06% | -1.55% | 2.14% | 1.54% | -6.00% | 11.05% | 3.66% | 6.81% |
| 2019 | 2.43% | 2.99% | 3.48% | 2.95% | -1.22% | 6.20% | 1.57% | -1.52% | 1.92% | -0.76% | 1.31% | 2.69% | 24.09% |
| 2018 | -1.23% | -2.74% | -2.09% | 4.45% | 1.53% | 0.07% | 4.50% | -1.28% | 0.44% | -5.33% | -0.22% | -3.58% | -5.79% |
| 2017 | -0.56% | 3.73% | 3.17% | 0.74% | 4.91% | -2.45% | 1.01% | 2.99% | -1.36% | 1.99% | -1.51% | 1.63% | 14.92% |
| 2016 | -1.79% | 0.28% | 3.06% | -0.12% | 0.93% | 4.84% | 3.54% | -0.24% | 1.29% | 0.78% | -4.12% | 5.54% | 14.45% |
| 2015 | 1.59% | 2.17% | 1.85% | 1.96% | 0.15% | -5.50% | 4.43% | -5.15% | -1.71% | 5.36% | 1.58% | -0.02% | 6.25% |
Expense Ratio
IEFQ.L has an expense ratio of 0.25%, which is considered low compared to other funds.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of IEFQ.L is 13, indicating that it is in the bottom 13% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares Edge MSCIope Quality Factor UCITS (IEFQ.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the iShares Edge MSCIope Quality Factor UCITS. 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 Edge MSCIope Quality Factor UCITS was 26.38%, occurring on Mar 18, 2020. Recovery took 162 trading sessions.
The current iShares Edge MSCIope Quality Factor UCITS drawdown is 8.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.38% | Feb 20, 2020 | 20 | Mar 18, 2020 | 162 | Nov 11, 2020 | 182 |
| -17.73% | Nov 15, 2021 | 145 | Jun 16, 2022 | 208 | Apr 13, 2023 | 353 |
| -13.64% | Apr 13, 2015 | 213 | Feb 11, 2016 | 46 | Apr 19, 2016 | 259 |
| -12.48% | Aug 29, 2018 | 85 | Dec 27, 2018 | 80 | Apr 23, 2019 | 165 |
| -9.68% | Jan 22, 2018 | 46 | Mar 26, 2018 | 37 | May 21, 2018 | 83 |
Volatility
Volatility Chart
The current iShares Edge MSCIope Quality Factor UCITS volatility is 3.09%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.