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QUAL: iShares MSCI USA Quality Factor ETF (STOCK)
Basic Info 172.28 2.87(1.69%) May 02
| Asset Class: | EQUITY |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 07/18/2013 |
| Last Dividend Date: | 12/17/2024 |
| 12-Mo. Yield | 0.91% |
| Expenses | - |
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Performance Analytics (As of 04/28/2025)
Not up-to-date? Try| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 07/18/2013 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 2.7 | -3.3 | 11.2 | 11.8 | 14.8 | 12.0 | 12.8 | 22.3 | 30.9 | -20.5 | 26.9 | 17.0 | 33.9 | -5.7 | 22.3 | 9.2 | 5.4 | 11.7 | 13.5 |
| Sharpe Ratio | NA | -0.77 | 0.07 | 0.34 | 0.68 | 0.54 | 0.63 | 1.22 | 1.94 | -0.85 | 2.0 | 0.5 | 2.49 | -0.42 | 3.43 | 0.72 | 0.35 | 1.0 | 3.38 |
| Draw Down(%) | NA | 18.1 | 18.2 | 18.7 | 28.2 | 34.1 | 34.1 | 7.6 | 8.4 | 27.9 | 7.4 | 34.1 | 6.9 | 20.5 | 2.8 | 8.7 | 11.5 | 6.6 | 4.0 |
| Standard Deviation(%) | NA | 26.4 | 18.2 | 19.0 | 18.3 | 18.4 | 17.6 | 12.9 | 13.8 | 25.8 | 13.5 | 33.8 | 13.0 | 16.8 | 6.3 | 12.4 | 15.7 | 11.7 | 9.4 |
| Treynor Ratio | NA | -0.23 | 0.01 | 0.07 | 0.13 | 0.1 | 0.12 | 0.16 | 0.27 | -0.21 | 0.29 | 0.18 | 0.32 | -0.07 | 0.26 | 0.1 | 0.05 | 0.12 | 0.38 |
| Alpha | NA | 0.0 | -0.01 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.02 | 0.0 | 0.01 | -0.01 | 0.01 | 0.0 | 0.02 | -0.01 | 0.02 | 0.0 | 0.03 |
| Beta | NA | 0.9 | 0.91 | 0.98 | 0.97 | 0.95 | 0.95 | 0.95 | 0.99 | 1.02 | 0.94 | 0.92 | 1.01 | 0.98 | 0.84 | 0.9 | 1.0 | 0.95 | 0.84 |
| RSquared | NA | 0.98 | 0.96 | 0.96 | 0.96 | 0.94 | 0.94 | 0.92 | 0.94 | 0.98 | 0.91 | 0.9 | 0.97 | 0.97 | 0.87 | 0.96 | 0.95 | 0.92 | 0.84 |
| Yield(%) | N/A | 0.0 | 0.9 | 1.4 | 1.9 | 2.4 | N/A | 1.2 | 1.6 | 1.2 | 1.5 | 1.6 | 2.1 | 1.8 | 2.1 | 2.1 | 1.7 | 1.5 | 0.7 |
| Dividend Growth(%) | N/A | -100.0 | -20.9 | 0.9 | 16.3 | N/A | N/A | 0.3 | -0.5 | 4.0 | 8.0 | -0.1 | 5.3 | 5.3 | 7.5 | 28.9 | 25.3 | 135.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/18/2013
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