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iShares Edge MSCI USA Quality Factor ETF (QUAL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS46432F3394
CUSIP46432F339
IssueriShares
Inception DateJul 16, 2013
RegionNorth America (U.S.)
CategoryLarge Cap Growth Equities
Index TrackedMSCI USA Quality Index
Home Pagewww.ishares.com
Asset ClassEquity

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.


Expense ratio chart for QUAL: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

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.


iShares Edge MSCI USA Quality Factor ETF

Popular comparisons: QUAL vs. SPY, QUAL vs. IVV, QUAL vs. SPHQ, QUAL vs. VOO, QUAL vs. MTUM, QUAL vs. DVY, QUAL vs. HDV, QUAL vs. SCHD, QUAL vs. USMV, QUAL vs. VTI

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.


180.00%200.00%220.00%240.00%260.00%280.00%300.00%320.00%FebruaryMarchAprilMayJuneJuly
311.75%
230.79%
QUAL (iShares Edge MSCI USA Quality Factor ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Edge MSCI USA Quality Factor ETF had a return of 18.23% year-to-date (YTD) and 26.31% in the last 12 months. Over the past 10 years, iShares Edge MSCI USA Quality Factor ETF had an annualized return of 13.24%, outperforming the S&P 500 benchmark which had an annualized return of 10.97%.


PeriodReturnBenchmark
Year-To-Date18.23%17.16%
1 month0.42%2.10%
6 months18.23%17.92%
1 year26.31%22.68%
5 years (annualized)15.06%13.47%
10 years (annualized)13.24%10.97%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.28%6.50%2.77%-4.50%5.59%3.24%18.23%
20237.15%-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%
20198.25%4.36%2.53%3.79%-6.58%7.07%1.38%-1.78%1.85%2.21%4.46%2.84%33.89%
20184.57%-2.91%-1.30%-1.31%2.70%0.00%3.71%3.73%1.07%-7.57%0.92%-8.47%-5.70%
20171.16%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%-2.07%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 85, placing it in the top 15% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of QUAL is 8585
QUAL (iShares Edge MSCI USA Quality Factor ETF)
The Sharpe Ratio Rank of QUAL is 8686Sharpe Ratio Rank
The Sortino Ratio Rank of QUAL is 8585Sortino Ratio Rank
The Omega Ratio Rank of QUAL is 8484Omega Ratio Rank
The Calmar Ratio Rank of QUAL is 8787Calmar Ratio Rank
The Martin Ratio Rank of QUAL is 8585Martin 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 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.


QUAL
Sharpe ratio
The chart of Sharpe ratio for QUAL, currently valued at 2.26, compared to the broader market0.002.004.006.002.26
Sortino ratio
The chart of Sortino ratio for QUAL, currently valued at 3.20, compared to the broader market0.005.0010.003.20
Omega ratio
The chart of Omega ratio for QUAL, currently valued at 1.40, compared to the broader market1.002.003.001.40
Calmar ratio
The chart of Calmar ratio for QUAL, currently valued at 2.57, compared to the broader market0.005.0010.0015.0020.002.57
Martin ratio
The chart of Martin ratio for QUAL, currently valued at 10.74, compared to the broader market0.0050.00100.00150.0010.74
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market0.002.004.006.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.94, compared to the broader market0.005.0010.002.94
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market1.002.003.001.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.66, compared to the broader market0.005.0010.0015.0020.001.66
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.83, compared to the broader market0.0050.00100.00150.007.83

Sharpe Ratio

The current iShares Edge MSCI USA Quality Factor ETF Sharpe ratio is 2.26. 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 Edge MSCI USA 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 Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
2.26
2.10
QUAL (iShares Edge MSCI USA Quality Factor ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Edge MSCI USA Quality Factor ETF granted a 1.03% dividend yield in the last twelve months. The annual payout for that period amounted to $1.78 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.78$1.81$1.81$1.74$1.62$1.62$1.53$1.46$1.36$1.05$0.84$0.36

Dividend yield

1.03%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.38$0.00$0.00$0.35$0.00$0.72
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.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.62%
-1.39%
QUAL (iShares Edge MSCI USA Quality Factor ETF)
Benchmark (^GSPC)

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 1.62%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.06%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-28.23%Dec 30, 2021200Oct 14, 2022290Dec 11, 2023490
-20.47%Sep 24, 201864Dec 24, 201870Apr 5, 2019134
-11.49%Jul 21, 201526Aug 25, 201545Oct 28, 201571
-11.2%Nov 4, 201568Feb 11, 201634Apr 1, 2016102

Volatility

Volatility Chart

The current iShares Edge MSCI USA Quality Factor ETF volatility is 2.90%, 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.


1.00%2.00%3.00%4.00%5.00%FebruaryMarchAprilMayJuneJuly
2.90%
2.59%
QUAL (iShares Edge MSCI USA Quality Factor ETF)
Benchmark (^GSPC)