- ISIN
- US46434V4564
- CUSIP
- 46434V456
- Issuer
- iShares
- Inception Date
- Jan 13, 2015
- Region
- Developed Markets (Broad)
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI World ex USA Sector Neutral Quality Index (Net)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $13B
Share Price Chart
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Performance
IQLT Performance Chart
iShares MSCI Intl Quality Factor ETF (IQLT) is up 6.0% since the beginning of the year. IQLT is currently trading at $48 per share. Investors who bought $1,000 worth of IQLT shares 5 years ago would now be looking at an investment worth $1,380.
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Returns By Period
iShares MSCI Intl Quality Factor ETF (IQLT) has returned 6.03% so far this year and 14.24% over the past 12 months.
iShares MSCI Intl Quality Factor ETF
- 1D
- -2.49%
- 1M
- -3.48%
- YTD
- 6.03%
- 6M
- 7.94%
- 1Y
- 14.24%
- 3Y*
- 13.38%
- 5Y*
- 6.66%
- 10Y*
- 8.97%
Benchmark (S&P 500 Index)
- 1D
- -2.64%
- 1M
- 0.25%
- YTD
- 7.86%
- 6M
- 7.47%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IQLT Monthly Returns History
Based on dividend-adjusted daily data since Jan 15, 2015, IQLT's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, an investment would double in approximately 7.7 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2022 with a return of +14.0%, while the worst month was Mar 2020 at -11.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, IQLT closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +8.0%, while the worst single day was Mar 12, 2020 at -10.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.75% | 4.37% | -6.96% | 5.67% | 1.06% | -2.39% | 6.03% | ||||||
| 2025 | 4.74% | 2.55% | -0.45% | 3.91% | 3.83% | 2.38% | -3.82% | 3.78% | 2.43% | 0.79% | 0.88% | 2.16% | 25.42% |
| 2024 | -0.40% | 3.37% | 2.56% | -4.46% | 5.46% | -0.73% | 1.18% | 4.35% | 0.63% | -5.83% | -0.33% | -3.59% | 1.54% |
| 2023 | 8.34% | -3.68% | 4.44% | 2.75% | -4.30% | 3.98% | 2.50% | -4.00% | -4.05% | -2.23% | 8.83% | 6.08% | 18.73% |
| 2022 | -4.93% | -3.21% | 1.74% | -7.51% | 0.65% | -7.95% | 6.47% | -7.32% | -8.98% | 5.40% | 14.04% | -2.11% | -15.22% |
| 2021 | -1.43% | 0.94% | 2.71% | 4.34% | 3.66% | -0.96% | 2.13% | 1.65% | -5.37% | 5.02% | -3.82% | 3.99% | 12.94% |
Benchmark Metrics
iShares MSCI Intl Quality Factor ETF has an annualized alpha of -5.91%, beta of 0.94, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since January 16, 2015.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (50.42%) than losses (39.79%) - typical of diversified or defensive assets.
- This ETF had an annualized alpha of -5.91% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 0.94 and R2 of 0.61, 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
- -5.91%
- Beta
- 0.94
- R²
- 0.61
- Upside Capture
- 50.42%
- Downside Capture
- 39.79%
Expense Ratio
IQLT has an expense ratio of 0.30%, placing it in the medium range.
Return for Risk
Risk / Return Rank
IQLT ranks 30 for risk / return — below 30% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares MSCI Intl Quality Factor ETF (IQLT) and compare them to S&P 500 Index.
| IQLT | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.17 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | — | — |
| Martin ratioReturn relative to average drawdown | 5.23 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
iShares MSCI Intl Quality Factor ETF provided a 2.19% dividend yield over the last twelve months, with an annual payout of $1.06 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.06 | $1.06 | $1.07 | $0.85 | $1.02 | $0.88 | $0.57 | $0.73 | $0.70 | $0.70 | $0.71 | $0.70 |
Dividend yield | 2.19% | 2.33% | 2.87% | 2.27% | 3.14% | 2.24% | 1.61% | 2.28% | 2.72% | 2.36% | 2.91% | 2.78% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares MSCI Intl Quality Factor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.61 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 | $1.06 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.63 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.44 | $1.07 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.48 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.85 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.71 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $1.02 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.48 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.40 | $0.88 |
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 Intl 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 Intl Quality Factor ETF was 32.21%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.
The current iShares MSCI Intl Quality Factor ETF drawdown is 3.48%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -32.21%Mar 2020 | 2mo 2d | 6mo 23d | 8mo 25dJan 2020 - Oct 2020 |
Bear market2022 | -30.24%Sep 2022 | 1y 20d | 1y 4mo | 2y 5moSep 2021 - Feb 2024 |
2016 bear market2016 | -20.16%Feb 2016 | 8mo 27d | 1y 2mo | 1y 11moMay 2015 - May 2017 |
Rate-hike selloffLate 2018 | -18.55%Dec 2018 | 10mo 29d | 5mo 28d | 1y 4moJan 2018 - Jun 2019 |
2025 selloff2025 | -13.18%Apr 2025 | 6mo 13d | 24d | 7mo 7dSep 2024 - May 2025 |
Drawdown Indicators
| IQLT | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.21% | -9.10% | -23.11% |
Max Drawdown (1Y)Largest decline over 1 year | -10.38% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -13.18% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -30.24% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.21% | — | — |
Current DrawdownCurrent decline from peak | -3.48% | -2.97% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -1.13% | -5.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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