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Performance
QUAL Performance Chart
iShares MSCI USA Quality Factor ETF (QUAL) is up 4.4% since the beginning of the year. QUAL is currently trading at $207 per share. Investors who bought $1,000 worth of QUAL shares 5 years ago would now be looking at an investment worth $1,723.
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Returns By Period
iShares MSCI USA Quality Factor ETF (QUAL) has returned 4.40% so far this year and 29.45% over the past 12 months. Over the last decade, QUAL has posted an annualized return of 13.65%, slightly higher than the S&P 500 Index benchmark’s 12.99%.
iShares MSCI USA Quality Factor ETF
- 1D
- 1.27%
- 1M
- 6.62%
- YTD
- 4.40%
- 6M
- 7.52%
- 1Y
- 29.45%
- 3Y*
- 19.48%
- 5Y*
- 11.49%
- 10Y*
- 13.65%
Benchmark (S&P 500 Index)
- 1D
- 1.20%
- 1M
- 7.57%
- YTD
- 4.10%
- 6M
- 6.93%
- 1Y
- 34.89%
- 3Y*
- 19.70%
- 5Y*
- 11.23%
- 10Y*
- 12.99%
QUAL Monthly Returns History
Based on dividend-adjusted daily data since Jul 18, 2013, QUAL's average daily return is +0.06%, while the average monthly return is +1.14%. At this rate, an investment would double in approximately 5.1 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +12.3%, while the worst month was Mar 2020 at -11.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, QUAL closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +10.4%, while the worst single day was Mar 16, 2020 at -10.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.91% | 1.21% | -6.17% | 7.88% | 4.40% | ||||||||
| 2025 | 2.96% | -0.98% | -5.67% | -0.89% | 4.54% | 3.48% | 0.71% | 2.62% | 3.19% | 0.93% | 0.91% | 0.58% | 12.65% |
| 2024 | 2.28% | 6.50% | 2.77% | -4.50% | 5.59% | 3.24% | 0.60% | 3.49% | 1.16% | -1.61% | 5.03% | -3.60% | 22.29% |
| 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% |
Benchmark Metrics
iShares MSCI USA Quality Factor ETF has an annualized alpha of 1.57%, beta of 0.98, and R² of 0.96 versus S&P 500 Index. Calculated based on daily prices since July 19, 2013.
- This ETF captured 103.98% of S&P 500 Index gains but only 97.21% of its losses — a favorable profile for investors.
- With beta of 0.98 and R² of 0.96, 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
- 1.57%
- Beta
- 0.98
- R²
- 0.96
- Upside Capture
- 103.98%
- Downside Capture
- 97.21%
Expense Ratio
QUAL has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
QUAL ranks 55 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares MSCI USA Quality Factor ETF (QUAL) and compare them to a chosen benchmark (S&P 500 Index).
| QUAL | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.28 | 2.69 | -0.42 |
Sortino ratioReturn per unit of downside risk | 3.25 | 3.73 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.50 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 3.00 | 3.52 | -0.53 |
Martin ratioReturn relative to average drawdown | 13.49 | 16.15 | -2.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore QUAL risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
iShares MSCI USA Quality Factor ETF provided a 0.91% dividend yield over the last twelve months, with an annual payout of $1.89 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.89 | $1.86 | $1.81 | $1.81 | $1.81 | $1.74 | $1.62 | $1.62 | $1.53 | $1.46 | $1.36 | $1.05 |
Dividend yield | 0.91% | 0.94% | 1.02% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.42 | $0.00 | $0.42 | ||||||||
| 2025 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.61 | $1.86 |
| 2024 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.54 | $0.00 | $0.00 | $0.55 | $1.81 |
| 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 |
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 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 MSCI USA Quality Factor ETF was 34.06%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
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 |
| -18% | Dec 5, 2024 | 84 | Apr 8, 2025 | 72 | Jul 23, 2025 | 156 |
| -11.49% | Jul 21, 2015 | 26 | Aug 25, 2015 | 45 | Oct 28, 2015 | 71 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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