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 2022-10-20

Cost/Risk/Yield

Dividend yield1.64%
Expense ratio0.15%
Average spread0.009%
1Y roundtrip cost0.159%

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%
20198.2%4.4%2.5%3.8%-6.6%7.1%1.4%-1.8%1.9%2.2%4.5%2.8%30.4%
20184.6%-2.9%-1.3%-1.3%2.7%-0.0%3.7%3.7%1.1%-7.6%0.9%-8.5%-4.8%
20171.2%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
20220.380.420.531.33
20210.540.380.420.411.74
20200.410.350.440.411.61
20190.350.460.370.441.62
20180.380.380.370.411.53
20170.350.390.340.381.46
20160.380.300.361.04
20150.230.300.250.271.05
20140.200.220.180.61
20130.170.180.36
0.000.002.840.000.003.280.000.003.370.000.002.86

Sectors and Top Holdings

Security % Assets
Meta Platforms Inc. Class A4.14%
Microsoft Corporation3.94%
NIKE, Inc. Class B3.88%
Apple Inc.3.60%
NVIDIA Corporation3.38%
BlackRock, Inc.3.02%
Johnson & Johnson2.76%
Target Corporation2.71%
Alphabet Inc. Class A2.64%
Alphabet Inc. Class C2.59%
UnitedHealth Group Incorporated2.54%
Mastercard Incorporated Class A2.29%
Costco Wholesale Corporation2.27%
Walmart Inc.2.07%
Adobe Inc.2.06%
Top 15 Weights43.89%

Compare with similar ETFs

QUAL GSLC QULL SPY SPYX VOO
Product nameiShares MSCI USA Quality Factor ETFGoldman Sachs ActiveBeta International Equity ETFETRACS 2x Leveraged MSCI US Quality Factor TR ETNSPDR S&P 500 ETFSPDR S&P 500 Fossil Fuel Free ETFVanguard S&P 500 ETF
IssueriSharesGoldman SachsETRACSSPDRSPDRVanguard
Price$106.05$72.48$19.451$365.41$88.51$335.83
Expense Ratio0.15%better0.09%worse0.95%better0.09%worse0.2%better0.03%
Average Spread0.009%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
Shares171,658,075154,267,842981,172905,199,54811,071,054633,608,111
Average Daily Volume1,422,490515,0381,02097,910,45050,2675,014,890
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2013-07-182015-09-212021-02-051993-01-222015-11-302010-09-07
Index TrackedMSCI USA Sector Neutral Quality IndexGoldman Sachs ActiveBeta U.S. Large Cap Equity IndexMSCI USA Sector Neutral Quality IndexS&P 500S&P 500 Fossil Fuel Free IndexS&P 500
CategoryLarge Cap Growth EquitiesLarge Cap Growth EquitiesLeveraged EquitiesLarge Cap Growth EquitiesLarge Cap Growth EquitiesLarge Cap Growth Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeLarge CapsLarge CapsLarge CapsLarge CapsLarge Caps
Value or GrowthGrowthBlendBlendBlendBlend
RegionNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth America
CountriesU.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 Yield0.016%0.016%0.000%0.017%0.015%0.017%
Number of Holdings122453499484498
YTD Return-26.32%-22.96%-49.22%-22.17%-24.05%-22.16%
Beta0.990.972.090.990.980.98
Upside Beta0.280.54-0.820.270.590.07
Downside Beta-0.23-0.02-1.300.100.02-0.23
Volatility 1Y24.02%22.39%50.37%22.73%22.75%22.68%
Sharpe Ratio 3Y0.330.480.000.550.480.55
Treynor Ratio 3Y0.010.010.000.010.010.01

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew