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 |
| Index Tracked | MSCI USA Quality Index |
| ETF Home Page | www.ishares.com |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Growth |
Expense Ratio
The iShares Edge MSCI USA Quality Factor ETF features an expense ratio of 0.15%, falling within the medium range.
Share Price Chart
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Performance
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.
Compare to other instruments
Return
iShares Edge MSCI USA Quality Factor ETF had a return of 17.08% year-to-date (YTD) and 25.40% in the last 12 months. Over the past 10 years, iShares Edge MSCI USA Quality Factor ETF had an annualized return of 11.84%, outperforming the S&P 500 benchmark which had an annualized return of 9.78%.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -5.06% | -5.04% |
| 6 months | 7.70% | 4.58% |
| Year-To-Date | 17.08% | 11.69% |
| 1 year | 25.40% | 16.58% |
| 5 years (annualized) | 9.74% | 8.16% |
| 10 years (annualized) | 11.84% | 9.78% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 4.80% | 1.71% | 0.72% | 6.43% | 3.78% | -0.44% | -5.07% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Quality Factor ETF (QUAL) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
QUAL iShares Edge MSCI USA Quality Factor ETF | 1.47 | ||||
^GSPC S&P 500 | 1.04 |
Dividend History
iShares Edge MSCI USA Quality Factor ETF granted a 1.32% dividend yield in the last twelve months. The annual payout for that period amounted to $1.74 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.74 | $1.81 | $1.74 | $1.62 | $1.62 | $1.53 | $1.46 | $1.36 | $1.05 | $0.84 | $0.36 |
Dividend yield | 1.32% | 1.61% | 1.23% | 1.44% | 1.69% | 2.15% | 1.93% | 2.19% | 1.86% | 1.56% | 0.74% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.51 | |||
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 2013 | $0.17 | $0.00 | $0.00 | $0.19 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst 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, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -28.23% | Dec 30, 2021 | 200 | Oct 14, 2022 | — | — | — |
| -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 Chart
The current iShares Edge MSCI USA Quality Factor ETF volatility is 3.34%, 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.