iShares MSCI USA Quality Factor ETF (QUAL)
Description
The investment seeks to track the performance of the MSCI USA Sector Neutral Quality Index. The QUAL ETF contains 122 constituents. It is focused on growth holdings in the North America region.
Price $106.05 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.64% |
| Expense ratio | 0.15% |
| Average spread | 0.009% |
| 1Y roundtrip cost | 0.159% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -7.0% | -4.1% | 4.0% | -8.3% | -0.2% | -9.0% | 9.2% | -5.1% | -9.8% | 2.0% | -28.3% | ||
| 2021 | -2.8% | 3.2% | 5.0% | 4.8% | 1.0% | 3.4% | 3.4% | 2.8% | -6.5% | 7.7% | -0.6% | 3.5% | 24.9% |
| 2020 | -0.7% | -8.3% | -11.4% | 12.3% | 5.6% | 0.2% | 5.0% | 6.9% | -3.2% | -2.6% | 11.3% | 3.7% | 18.7% |
| 2019 | 8.2% | 4.4% | 2.5% | 3.8% | -6.6% | 7.1% | 1.4% | -1.8% | 1.9% | 2.2% | 4.5% | 2.8% | 30.4% |
| 2018 | 4.6% | -2.9% | -1.3% | -1.3% | 2.7% | -0.0% | 3.7% | 3.7% | 1.1% | -7.6% | 0.9% | -8.5% | -4.8% |
| 2017 | 1.2% | 4.7% | -0.0% | 0.6% | 1.5% | 0.6% | 1.0% | 0.5% | 2.7% | 2.9% | 3.6% | 1.2% | 20.4% |
| 2016 | -4.6% | 0.6% | 5.9% | -0.4% | 1.1% | 0.5% | 3.0% | -0.2% | -0.1% | -2.0% | 3.0% | 2.0% | 8.7% |
| 2015 | -1.7% | 6.0% | -1.6% | 0.2% | 1.5% | -1.8% | 2.9% | -5.4% | -1.3% | 8.7% | 0.4% | -1.7% | 6.1% |
| 2014 | -4.2% | 4.9% | -0.5% | 0.7% | 2.3% | 0.6% | -0.8% | 4.3% | -0.8% | 2.7% | 2.3% | -0.6% | 11.1% |
| 2013 | -2.1% | 3.8% | 4.9% | 4.1% | 2.3% | 13.0% | |||||||
| -7.0% | 8.4% | 2.6% | 12.4% | 9.0% | 1.4% | 28.8% | 3.6% | -12.2% | 18.8% | 29.5% | 4.8% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.38 | 0.42 | 0.53 | 1.33 | |||||||||
| 2021 | 0.54 | 0.38 | 0.42 | 0.41 | 1.74 | ||||||||
| 2020 | 0.41 | 0.35 | 0.44 | 0.41 | 1.61 | ||||||||
| 2019 | 0.35 | 0.46 | 0.37 | 0.44 | 1.62 | ||||||||
| 2018 | 0.38 | 0.38 | 0.37 | 0.41 | 1.53 | ||||||||
| 2017 | 0.35 | 0.39 | 0.34 | 0.38 | 1.46 | ||||||||
| 2016 | 0.38 | 0.30 | 0.36 | 1.04 | |||||||||
| 2015 | 0.23 | 0.30 | 0.25 | 0.27 | 1.05 | ||||||||
| 2014 | 0.20 | 0.22 | 0.18 | 0.61 | |||||||||
| 2013 | 0.17 | 0.18 | 0.36 | ||||||||||
| 0.00 | 0.00 | 2.84 | 0.00 | 0.00 | 3.28 | 0.00 | 0.00 | 3.37 | 0.00 | 0.00 | 2.86 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Meta Platforms Inc. Class A | 4.14% |
| Microsoft Corporation | 3.94% |
| NIKE, Inc. Class B | 3.88% |
| Apple Inc. | 3.60% |
| NVIDIA Corporation | 3.38% |
| BlackRock, Inc. | 3.02% |
| Johnson & Johnson | 2.76% |
| Target Corporation | 2.71% |
| Alphabet Inc. Class A | 2.64% |
| Alphabet Inc. Class C | 2.59% |
| UnitedHealth Group Incorporated | 2.54% |
| Mastercard Incorporated Class A | 2.29% |
| Costco Wholesale Corporation | 2.27% |
| Walmart Inc. | 2.07% |
| Adobe Inc. | 2.06% |
| Top 15 Weights | 43.89% |
Compare with similar ETFs
| QUAL | GSLC | QULL | SPY | SPYX | VOO | |
|---|---|---|---|---|---|---|
| Product name | iShares MSCI USA Quality Factor ETF | Goldman Sachs ActiveBeta International Equity ETF | ETRACS 2x Leveraged MSCI US Quality Factor TR ETN | SPDR S&P 500 ETF | SPDR S&P 500 Fossil Fuel Free ETF | Vanguard S&P 500 ETF |
| Issuer | iShares | Goldman Sachs | ETRACS | SPDR | SPDR | Vanguard |
| Price | $106.05 | $72.48 | $19.451 | $365.41 | $88.51 | $335.83 |
| Expense Ratio | 0.15% |  0.09% |  0.95% | 0.09% | 0.2% | 0.03% |
| Average Spread | 0.009% | 0.028% | 0.257% | 0.003% | 0.056% | 0.006% |
| AUM | $18,204,300,000 | $11,181,300,000 | $19,084,800 | $330,769,000,000 | $979,899,000 | $212,785,000,000 |
| Shares | 171,658,075 | 154,267,842 | 981,172 | 905,199,548 | 11,071,054 | 633,608,111 |
| Average Daily Volume | 1,422,490 | 515,038 | 1,020 | 97,910,450 | 50,267 | 5,014,890 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2013-07-18 | 2015-09-21 | 2021-02-05 | 1993-01-22 | 2015-11-30 | 2010-09-07 |
| Index Tracked | MSCI USA Sector Neutral Quality Index | Goldman Sachs ActiveBeta U.S. Large Cap Equity Index | MSCI USA Sector Neutral Quality Index | S&P 500 | S&P 500 Fossil Fuel Free Index | S&P 500 |
| Category | Large Cap Growth Equities | Large Cap Growth Equities | Leveraged Equities | Large Cap Growth Equities | Large Cap Growth Equities | Large Cap Growth Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large Caps | Large Caps | Large Caps | Large Caps | Large Caps | |
| Value or Growth | Growth | Blend | Blend | Blend | Blend | |
| Region | North America | North America | North America | North America | North America | |
| Countries | U.S. | U.S. | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $1.741 | $1.188 | $0 | $6.172 | $1.31 | $5.808 |
| Annual Dividend Yield | 0.016% | 0.016% | 0.000% | 0.017% | 0.015% | 0.017% |
| Number of Holdings | 122 | 453 | 499 | 484 | 498 | |
| YTD Return | -26.32% | -22.96% | -49.22% | -22.17% | -24.05% | -22.16% |
| Beta | 0.99 | 0.97 | 2.09 | 0.99 | 0.98 | 0.98 |
| Upside Beta | 0.28 | 0.54 | -0.82 | 0.27 | 0.59 | 0.07 |
| Downside Beta | -0.23 | -0.02 | -1.30 | 0.10 | 0.02 | -0.23 |
| Volatility 1Y | 24.02% | 22.39% | 50.37% | 22.73% | 22.75% | 22.68% |
| Sharpe Ratio 3Y | 0.33 | 0.48 | 0.00 | 0.55 | 0.48 | 0.55 |
| Treynor Ratio 3Y | 0.01 | 0.01 | 0.00 | 0.01 | 0.01 | 0.01 |