PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares MSCI Intl Quality Factor ETF (IQLT)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46434V4564

CUSIP

46434V456

Issuer

iShares

Inception Date

Jan 13, 2015

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

World ex USA Sector Neutral Quality

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
IQLT vs. ACWX IQLT vs. FM IQLT vs. DIHRX IQLT vs. VIGI IQLT vs. QEFA IQLT vs. SPY IQLT vs. VOO IQLT vs. BKIE IQLT vs. ACWI IQLT vs. IEFA
Popular comparisons:
IQLT vs. ACWX IQLT vs. FM IQLT vs. DIHRX IQLT vs. VIGI IQLT vs. QEFA IQLT vs. SPY IQLT vs. VOO IQLT vs. BKIE IQLT vs. ACWI IQLT vs. IEFA

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI Intl Quality Factor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-3.12%
12.32%
IQLT (iShares MSCI Intl Quality Factor ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI Intl Quality Factor ETF had a return of 2.45% year-to-date (YTD) and 9.26% in the last 12 months.


IQLT

YTD

2.45%

1M

-5.65%

6M

-3.42%

1Y

9.26%

5Y (annualized)

6.55%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of IQLT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.40%3.37%2.56%-4.46%5.46%-0.73%1.18%4.35%0.63%-5.83%2.45%
20238.34%-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%
2020-1.80%-7.54%-11.83%5.80%4.83%3.80%2.96%4.69%-1.17%-3.54%12.77%5.32%12.48%
20197.16%3.66%1.74%2.91%-4.36%6.84%-1.79%-1.92%2.06%4.08%1.35%4.01%28.18%
20184.50%-5.24%-0.27%2.01%-0.78%-1.32%2.64%-0.31%0.44%-8.19%0.72%-4.80%-10.76%
20173.00%0.97%3.67%2.17%4.16%-0.22%2.47%0.46%2.22%1.28%0.85%0.80%24.04%
2016-4.36%-1.87%6.59%1.70%-0.08%-1.82%3.41%-0.52%1.86%-4.64%-1.51%1.68%-0.13%
20153.46%3.04%-1.82%4.63%-0.21%-3.49%1.64%-7.77%-3.37%8.04%-0.92%-1.63%0.59%

Expense Ratio

IQLT features an expense ratio of 0.30%, falling within the medium range.


Expense ratio chart for IQLT: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IQLT is 25, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of IQLT is 2525
Combined Rank
The Sharpe Ratio Rank of IQLT is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of IQLT is 2121
Sortino Ratio Rank
The Omega Ratio Rank of IQLT is 1919
Omega Ratio Rank
The Calmar Ratio Rank of IQLT is 3939
Calmar Ratio Rank
The Martin Ratio Rank of IQLT is 2525
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares MSCI Intl Quality Factor ETF (IQLT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for IQLT, currently valued at 0.69, compared to the broader market0.002.004.000.692.54
The chart of Sortino ratio for IQLT, currently valued at 1.05, compared to the broader market-2.000.002.004.006.008.0010.0012.001.053.40
The chart of Omega ratio for IQLT, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.47
The chart of Calmar ratio for IQLT, currently valued at 0.95, compared to the broader market0.005.0010.0015.000.953.66
The chart of Martin ratio for IQLT, currently valued at 2.94, compared to the broader market0.0020.0040.0060.0080.00100.002.9416.26
IQLT
^GSPC

The current iShares MSCI Intl Quality Factor ETF Sharpe ratio is 0.69. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares MSCI Intl Quality Factor ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.69
2.46
IQLT (iShares MSCI Intl Quality Factor ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Intl Quality Factor ETF provided a 2.63% dividend yield over the last twelve months, with an annual payout of $1.00 per share.


2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.80$1.00201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018201720162015
Dividend$1.00$0.85$1.02$0.88$0.57$0.74$0.70$0.70$0.71$0.70

Dividend yield

2.63%2.27%3.14%2.24%1.60%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.63$0.00$0.00$0.00$0.00$0.00$0.63
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
2020$0.00$0.00$0.00$0.00$0.00$0.34$0.00$0.00$0.00$0.00$0.00$0.23$0.57
2019$0.00$0.00$0.00$0.00$0.00$0.47$0.00$0.00$0.00$0.00$0.00$0.27$0.74
2018$0.00$0.00$0.00$0.00$0.00$0.50$0.00$0.00$0.00$0.00$0.00$0.20$0.70
2017$0.00$0.00$0.00$0.00$0.00$0.53$0.00$0.00$0.00$0.00$0.00$0.17$0.70
2016$0.00$0.00$0.00$0.00$0.00$0.48$0.00$0.00$0.00$0.00$0.00$0.23$0.71
2015$0.55$0.00$0.00$0.00$0.00$0.00$0.16$0.70

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.42%
-1.40%
IQLT (iShares MSCI Intl Quality Factor ETF)
Benchmark (^GSPC)

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 9.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.21%Jan 21, 202044Mar 23, 2020141Oct 12, 2020185
-30.24%Sep 7, 2021267Sep 27, 2022348Feb 15, 2024615
-20.16%May 18, 2015106Feb 9, 2016275May 4, 2017381
-18.55%Jan 29, 2018229Dec 24, 2018122Jun 20, 2019351
-9.42%Sep 27, 202436Nov 15, 2024

Volatility

Volatility Chart

The current iShares MSCI Intl Quality Factor ETF volatility is 3.85%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.85%
4.07%
IQLT (iShares MSCI Intl Quality Factor ETF)
Benchmark (^GSPC)