iShares Edge MSCI USA Quality Factor ETF (QUAL)
QUAL is a passive ETF by iShares tracking the investment results of the MSCI USA Quality Index. QUAL launched on Jul 16, 2013 and has a 0.15% expense ratio.
ETF Info
| ISIN | US46432F3394 |
|---|---|
| CUSIP | 46432F339 |
| Issuer | iShares |
| Inception Date | Jul 16, 2013 |
| Region | North America (U.S.) |
| Category | Large Cap Growth Equities |
| Leveraged | 1x |
| Index Tracked | MSCI USA Quality Index |
| Home Page | www.ishares.com |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Growth |
Expense Ratio
QUAL has an expense ratio of 0.15%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: QUAL vs. SPY, QUAL vs. SPHQ, QUAL vs. IVV, QUAL vs. VOO, QUAL vs. MTUM, QUAL vs. DVY, QUAL vs. MOAT.L, QUAL vs. HDV, QUAL vs. SCHD, QUAL vs. USMV
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iShares Edge MSCI USA 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.
Returns By Period
iShares Edge MSCI USA Quality Factor ETF had a return of 24.89% year-to-date (YTD) and 38.76% in the last 12 months. Over the past 10 years, iShares Edge MSCI USA Quality Factor ETF had an annualized return of 13.91%, outperforming the S&P 500 benchmark which had an annualized return of 11.71%.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 24.89% | 22.95% |
| 1 month | 3.74% | 4.39% |
| 6 months | 18.63% | 18.07% |
| 1 year | 38.76% | 37.09% |
| 5 years (annualized) | 16.08% | 14.48% |
| 10 years (annualized) | 13.91% | 11.71% |
Monthly Returns
The table below presents the monthly returns of QUAL, 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 | 2.28% | 6.50% | 2.77% | -4.50% | 5.59% | 3.24% | 0.60% | 3.49% | 1.16% | 24.89% | |||
| 2023 | 7.15% | -2.75% | 4.80% | 1.71% | 0.72% | 6.43% | 3.78% | -0.44% | -5.07% | -1.48% | 8.65% | 4.69% | 30.88% |
| 2022 | -6.95% | -4.11% | 3.96% | -8.28% | -0.17% | -9.05% | 9.21% | -5.14% | -9.76% | 8.29% | 7.71% | -5.62% | -20.50% |
| 2021 | -2.83% | 3.20% | 4.98% | 4.80% | 1.01% | 3.37% | 3.38% | 2.83% | -6.45% | 7.71% | -0.61% | 3.50% | 26.94% |
| 2020 | -0.68% | -8.33% | -11.39% | 12.28% | 5.62% | 0.19% | 4.95% | 6.86% | -3.15% | -2.59% | 11.29% | 3.71% | 17.04% |
| 2019 | 8.25% | 4.36% | 2.53% | 3.79% | -6.58% | 7.07% | 1.38% | -1.78% | 1.85% | 2.21% | 4.46% | 2.84% | 33.89% |
| 2018 | 4.57% | -2.91% | -1.30% | -1.31% | 2.70% | 0.00% | 3.71% | 3.73% | 1.07% | -7.57% | 0.92% | -8.47% | -5.70% |
| 2017 | 1.16% | 4.69% | -0.04% | 0.62% | 1.49% | 0.56% | 1.02% | 0.47% | 2.65% | 2.92% | 3.60% | 1.25% | 22.26% |
| 2016 | -4.62% | 0.60% | 6.42% | -0.40% | 1.07% | 0.48% | 3.05% | -0.22% | -0.10% | -2.04% | 3.01% | 2.00% | 9.20% |
| 2015 | -1.73% | 6.02% | -1.57% | 0.17% | 1.52% | -1.85% | 2.88% | -5.41% | -1.30% | 8.65% | 0.44% | -1.72% | 5.45% |
| 2014 | -4.19% | 4.89% | -0.47% | 0.75% | 2.33% | 0.59% | -0.76% | 4.35% | -0.77% | 2.67% | 2.29% | -0.19% | 11.71% |
| 2013 | -0.06% | -2.08% | 3.81% | 4.86% | 4.11% | 2.29% | 13.45% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of QUAL is 82, placing it in the top 18% 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 MSCI USA Quality Factor ETF (QUAL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
iShares Edge MSCI USA Quality Factor ETF granted a 0.99% dividend yield in the last twelve months. The annual payout for that period amounted to $1.81 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.81 | $1.81 | $1.81 | $1.74 | $1.62 | $1.62 | $1.53 | $1.46 | $1.36 | $1.05 | $0.84 | $0.36 |
Dividend yield | 0.99% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% | 1.35% | 0.63% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares Edge MSCI USA 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.54 | $0.00 | $1.26 | ||
| 2023 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.51 | $0.00 | $0.00 | $0.55 | $1.81 |
| 2022 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.53 | $0.00 | $0.00 | $0.48 | $1.81 |
| 2021 | $0.00 | $0.00 | $0.54 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.41 | $1.74 |
| 2020 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $0.41 | $1.62 |
| 2019 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.44 | $1.62 |
| 2018 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.41 | $1.53 |
| 2017 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.38 | $1.46 |
| 2016 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.36 | $1.36 |
| 2015 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.27 | $1.05 |
| 2014 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.23 | $0.84 |
| 2013 | $0.17 | $0.00 | $0.00 | $0.19 | $0.36 |
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 MSCI USA 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 Edge MSCI USA Quality Factor ETF was 34.06%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current iShares Edge MSCI USA Quality Factor ETF drawdown is 0.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.06% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -28.23% | Dec 30, 2021 | 200 | Oct 14, 2022 | 290 | Dec 11, 2023 | 490 |
| -20.47% | Sep 24, 2018 | 64 | Dec 24, 2018 | 70 | Apr 5, 2019 | 134 |
| -11.49% | Jul 21, 2015 | 26 | Aug 25, 2015 | 45 | Oct 28, 2015 | 71 |
| -11.2% | Nov 4, 2015 | 68 | Feb 11, 2016 | 34 | Apr 1, 2016 | 102 |
Volatility
Volatility Chart
The current iShares Edge MSCI USA Quality Factor ETF volatility is 2.66%, 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.