Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/05/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| QUAL (iShares MSCI USA Quality Factor ETF) | -3.58% | 7.28% | 12.91% | 15.28% | 12.11% | NA | NA | 13.70% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QUAL (iShares MSCI USA Quality Factor ETF) | 07/18/2013 | 05/05/2025 |
The return data shown below all have the same latest date: 05/05/2025.
AR inception is since 07/18/2013.
AR inception is since 07/18/2013.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.28 | 7.28 | 12.91 | 15.28 | 12.11 | NA | NA | 13.70 | -3.58 | 22.29 | 30.88 | -20.50 | 26.94 | 17.04 | 33.89 | -5.70 | 22.26 | 9.20 | 5.45 | 11.71 | 13.45 |
| Sharpe Ratio | NA | 0.22 | 0.45 | 0.71 | 0.56 | NA | NA | 0.65 | -0.48 | 1.22 | 1.94 | -0.85 | 2.00 | 0.50 | 2.49 | -0.42 | 3.43 | 0.72 | 0.35 | 1.00 | 3.38 |
| Standard Deviation(%) | NA | 18.18 | 18.75 | 18.27 | 18.44 | NA | NA | 17.56 | 25.77 | 12.88 | 13.82 | 25.77 | 13.49 | 33.78 | 13.02 | 16.82 | 6.34 | 12.43 | 15.70 | 11.67 | 9.41 |
| Draw Down(%) | NA | 18.18 | 18.75 | 28.23 | 34.06 | NA | NA | 34.06 | 18.15 | 7.63 | 8.44 | 27.87 | 7.40 | 34.06 | 6.92 | 20.47 | 2.78 | 8.73 | 11.49 | 6.63 | 4.04 |
| Yield(%) | 0.00 | 0.89 | 1.36 | 1.86 | 2.43 | 2.26 | 1.70 | 3.08 | 0.00 | 1.24 | 1.59 | 1.25 | 1.53 | 1.59 | 2.11 | 1.84 | 2.09 | 2.13 | 1.69 | 1.50 | 0.71 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QUAL (iShares MSCI USA Quality Factor ETF) |
5.56%
Mar 2017 - Mar 2020 |
6.94%
Mar 2015 - Mar 2020 |
11.13%
Oct 2013 - Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QUAL (iShares MSCI USA Quality Factor ETF) |
25.76%
Dec 2018 - Dec 2021 |
18.56%
Oct 2016 - Oct 2021 |
13.46%
Sep 2014 - Sep 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart