PortfoliosLab logo

iShares Edge MSCI USA Quality Factor ETF

QUAL
ETF · Currency in USD
ISIN
US46432F3394
CUSIP
46432F339
Issuer
iShares
Inception Date
Jul 16, 2013
Region
North America (U.S.)
Category
Large Cap Growth Equities
Expense Ratio
0.15%
Index Tracked
MSCI USA Quality Index
ETF Home Page
www.ishares.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

QUALPrice Chart


Chart placeholderClick Calculate to get results
S&P 500

QUALPerformance

The chart shows the growth of $10,000 invested in iShares Edge MSCI USA Quality Factor ETF on Jul 19, 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $30,251 for a total return of roughly 202.51%. All prices are adjusted for splits and dividends.


QUAL (iShares Edge MSCI USA Quality Factor ETF)
Benchmark (S&P 500)

QUALReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-5.50%
6M8.75%
YTD15.72%
1Y30.09%
5Y16.57%
10Y14.45%

QUALMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

QUALSharpe 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 Edge MSCI USA Quality Factor ETF Sharpe ratio is 2.09. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


QUAL (iShares Edge MSCI USA Quality Factor ETF)
Benchmark (S&P 500)

QUALDividends

iShares Edge MSCI USA Quality Factor ETF granted a 1.31% dividend yield in the last twelve months, as of Oct 2, 2021. The annual payout for that period amounted to $1.74 per share.


PeriodTTM20202019201820172016201520142013
Dividend$1.74$1.62$1.62$1.53$1.46$1.04$1.05$0.61$0.36

Dividend yield

1.31%1.39%1.60%2.00%1.76%1.50%1.63%0.98%0.63%

QUALDrawdowns Chart

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


QUAL (iShares Edge MSCI USA Quality Factor ETF)
Benchmark (S&P 500)

QUALWorst Drawdowns

The table below shows the maximum drawdowns of the iShares Edge MSCI USA 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 Edge MSCI USA Quality Factor ETF is 34.06%, recorded on Mar 23, 2020. It took 99 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.06%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-20.47%Sep 24, 201864Dec 24, 201870Apr 5, 2019134
-11.49%Jul 21, 201526Aug 25, 201545Oct 28, 201571
-11.2%Nov 4, 201568Feb 11, 201642Apr 13, 2016110
-9.92%Jan 29, 20189Feb 8, 2018133Aug 20, 2018142
-8.7%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-6.92%Apr 24, 201928Jun 3, 201913Jun 20, 201941
-6.8%Aug 31, 202122Sep 30, 2021
-6.63%Sep 22, 201419Oct 16, 201410Oct 30, 201429
-6.46%Jan 22, 20149Feb 3, 201416Feb 26, 201425

QUALVolatility Chart

Current iShares Edge MSCI USA Quality Factor ETF volatility is 16.51%. 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.


QUAL (iShares Edge MSCI USA Quality Factor ETF)
Benchmark (S&P 500)

Portfolios with iShares Edge MSCI USA Quality Factor ETF


Loading data...

More Tools for iShares Edge MSCI USA Quality Factor ETF