iShares Edge MSCI Intl Quality Fctr ETF (IQLT)

31.08 +0.16  +0.52% NYSE Arca Aug 5, 20:00 USD
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Key Stats

Net Asset Value 31.15
Discount or Premium to NAV -0.22%
Turnover Ratio 29.00%
1 Year Fund Level Flows 750.50M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 4.05% 4.57% 3.83% 55
3M 17.03% 16.93% 17.37% 59
6M -3.45% -2.64% -5.17% 23
YTD -2.61% -2.07% -6.22% 18
1Y 11.02% 10.72% 3.46% 21
3Y 5.29% 5.57% 0.83% 3
5Y 5.18% 5.41% 2.75% 4
10Y -- -- 4.67% --
15Y -- -- 4.06% --
20Y -- -- 3.58% --
As of Aug. 5, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.32% 0.41% 0.09%
Stock 99.45% 99.45% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.24% 0.24% 0.00%
As of Aug. 4, 2020

Region Exposure

Americas 6.37%
North America 6.37%
Latin America 0.00%
Greater Europe 62.96%
United Kingdom 15.25%
Europe Developed 47.19%
Europe Emerging 0.00%
Africa/Middle East 0.51%
Greater Asia 30.67%
Japan 15.17%
Australasia 8.27%
Asia Developed 7.22%
Asia Emerging 0.02%
Market Classification
% Developed Markets 99.78%
% Emerging Markets 0.22%
As of Aug. 4, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 8.03%
Communication Services 6.53%
Consumer Cyclical 10.48%
Consumer Defensive 11.75%
Energy 4.56%
Financial Services 17.45%
Healthcare 12.88%
Industrials 13.33%
Real Estate 2.73%
Technology 8.33%
Utilities 3.93%
As of Aug. 4, 2020

Stock Market Capitalization

Giant 48.94%
Large 35.90%
Medium 15.09%
Small 0.08%
Micro 0.00%
As of Aug. 4, 2020

Stock Style Exposure

Large Cap Value 23.10%
Large Cap Blend 34.49%
Large Cap Growth 27.20%
Mid Cap Value 5.91%
Mid Cap Blend 4.29%
Mid Cap Growth 4.93%
Small Cap Value 0.08%
Small Cap Blend 0.00%
Small Cap Growth 0.00%
As of Aug. 4, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
ROG Roche Holding AG Dividend Right Cert. 4.06% -- --
NESN Nestle SA 3.44% -- --
ASML ASML Holding NV 3.11% -- --
NOVO B Novo Nordisk A/S B 2.68% -- --
FP Total SE 2.20% -- --
01299 AIA Group Ltd 2.13% -- --
RIO Rio Tinto PLC 2.02% -- --
MC LVMH Moet Hennessy Louis Vuitton SE 1.86% -- --
CSL CSL Ltd 1.76% -- --
ALV Allianz SE 1.71% -- --
As of Aug. 4, 2020
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Basic Info

Investment Strategy
The investment seeks to track the investment results of the MSCI World ex USA Sector Neutral Quality Index. The fund generally will invest at least 90% of its assets in the component securities of the underlying index and in investments that have economic characteristics that are substantially identical to the component securities of the underlying index. The index measures the performance of international developed large- and mid-capitalization stocks exhibiting relatively higher quality characteristics as identified through three fundamental variables: return on equity, earnings variability and debt-to-equity.
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Blend
Fixed Income Style --
Broad Asset Class International Equity
Broad Category Equity
Category Name Foreign Large Blend
Prospectus Objective World Stock
Fund Owner Firm Name iShares
Benchmark Index
MSCI World ex US Sector Ntrl Qlty NR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Alan Mason 4.30 yrs
Amy Whitelaw 1.67 yrs
Greg Savage 5.55 yrs
Jennifer Hsui 5.55 yrs
Rachel Aguirre 1.67 yrs

Net Fund Flows

1M 66.61M
3M 173.89M
6M 443.12M
YTD 501.69M
1Y 750.50M
3Y 1.499B
5Y 1.511B
10Y --
As of July 31, 2020

Risk Info

Beta (5Y) 0.8863
Max Drawdown (All) 32.21%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.296
30-Day Rolling Volatility 17.06%
Daily Value at Risk (VaR) 1% (All) 3.56%
Monthly Value at Risk (VaR) 1% (All) 14.93%

Fundamentals

Dividend Yield TTM (8-5-20) 1.96%
30-Day SEC Yield (3-31-20) 2.87%
7-Day SEC Yield --
Weighted Average PE Ratio 19.50
Weighted Average Price to Sales Ratio 1.637
Weighted Average Price to Book Ratio 2.571
Weighted Median ROE 22.44%
Weighted Median ROA 9.07%
Forecasted Dividend Yield 3.31%
Forecasted PE Ratio 19.97
Forecasted Price to Sales Ratio 1.588
Forecasted Price to Book Ratio 2.399
Number of Holdings 329
As of Aug. 4, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 8.26%
Forecasted Book Value Growth 5.27%
Forecasted Cash Flow Growth 6.85%
Forecasted Earnings Growth 4.92%
Forecasted Revenue Growth 3.37%
As of Aug. 4, 2020

Comparables

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Attributes

Key Dates
Inception Date 1/13/2015
Termination Date
Last Annual Report Date 7/31/2019
Last Prospectus Date 11/29/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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