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iShares MSCI Intl Quality Factor ETF

IQLT
ETF · Currency in USD
ISIN
US46434V4564
CUSIP
46434V456
Issuer
iShares
Inception Date
Jan 13, 2015
Region
Developed Markets (Broad)
Category
Foreign Large Cap Equities
Expense Ratio
0.30%
Index Tracked
World ex USA Sector Neutral Quality
ETF Home Page
www.ishares.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

IQLTPrice Chart


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S&P 500

IQLTPerformance

The chart shows the growth of $10,000 invested in iShares MSCI Intl Quality Factor ETF on Jan 22, 2015 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $17,879 for a total return of roughly 78.79%. All prices are adjusted for splits and dividends.


IQLT (iShares MSCI Intl Quality Factor ETF)
Benchmark (S&P 500)

IQLTReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-0.03%
6M11.60%
YTD12.94%
1Y26.37%
5Y12.15%
10Y9.12%

IQLTMonthly Returns Heatmap


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IQLTSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iShares MSCI Intl Quality Factor ETF Sharpe ratio is 1.93. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


IQLT (iShares MSCI Intl Quality Factor ETF)
Benchmark (S&P 500)

IQLTDividends

iShares MSCI Intl Quality Factor ETF granted a 1.77% dividend yield in the last twelve months, as of Sep 18, 2021. The annual payout for that period amounted to $0.71 per share.


PeriodTTM202020192018201720162015
Dividend$0.71$0.57$0.74$0.70$0.70$0.71$0.70

Dividend yield

1.77%1.60%2.28%2.72%2.36%2.91%2.78%

IQLTDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


IQLT (iShares MSCI Intl Quality Factor ETF)
Benchmark (S&P 500)

IQLTWorst Drawdowns

The table below shows the maximum drawdowns of the iShares MSCI Intl Quality Factor ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the iShares MSCI Intl Quality Factor ETF is 32.21%, recorded on Mar 23, 2020. It took 141 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.21%Jan 21, 202044Mar 23, 2020141Oct 12, 2020185
-20.15%May 18, 2015185Feb 9, 2016311May 4, 2017496
-18.55%Jan 29, 2018229Dec 24, 2018122Jun 20, 2019351
-7.53%Jul 5, 201929Aug 14, 201951Oct 25, 201980
-7.36%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-5.33%Feb 17, 202114Mar 8, 202119Apr 5, 202133
-4.46%Jan 11, 202114Jan 29, 202110Feb 12, 202124
-3.68%Mar 5, 20156Mar 12, 201521Apr 13, 201527
-3.37%Jun 16, 202123Jul 19, 20218Jul 29, 202131
-3.3%May 10, 20213May 12, 20218May 24, 202111

IQLTVolatility Chart

Current iShares MSCI Intl Quality Factor ETF volatility is 8.89%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


IQLT (iShares MSCI Intl Quality Factor ETF)
Benchmark (S&P 500)

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