iShares Edge MSCI Intl Quality Fctr ETF (IQLT)

32.71 -0.17  -0.52% NYSE Arca Jan 21, 09:49 Delayed 2m USD
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Key Stats

Net Asset Value 32.82
Discount or Premium to NAV 0.18%
Turnover Ratio 29.00%
1 Year Fund Level Flows 888.30M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 2.94% 2.85% 1.93% 9
3M 10.22% 10.02% 7.95% 9
6M 10.14% 9.66% 8.65% 25
YTD 1.83% 1.96% 1.37% 14
1Y 24.85% 25.61% 17.89% 2
3Y 12.12% 12.30% 8.64% 1
5Y 7.13% 7.75% 5.75% 6
10Y -- -- 5.00% --
15Y -- -- 5.00% --
20Y -- -- 3.65% --
As of Jan. 17, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.29% 0.35% 0.07%
Stock 99.41% 99.41% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.30% 0.30% 0.00%
As of Jan. 17, 2020

Region Exposure

Americas 8.89%
North America 8.89%
Latin America 0.00%
Greater Europe 63.42%
United Kingdom 18.24%
Europe Developed 44.96%
Europe Emerging 0.00%
Africa/Middle East 0.22%
Greater Asia 27.69%
Japan 12.86%
Australasia 6.93%
Asia Developed 7.86%
Asia Emerging 0.04%
Market Classification
% Developed Markets 99.71%
% Emerging Markets 0.29%
As of Jan. 17, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 7.18%
Communication Services 6.64%
Consumer Cyclical 11.10%
Consumer Defensive 10.25%
Energy 5.97%
Financial Services 20.05%
Healthcare 11.35%
Industrials 13.79%
Real Estate 3.22%
Technology 6.83%
Utilities 3.62%
As of Jan. 17, 2020

Stock Market Capitalization

Giant 50.36%
Large 35.15%
Medium 14.49%
Small 0.00%
Micro 0.00%
As of Jan. 17, 2020

Stock Style Exposure

Large Cap Value 22.59%
Large Cap Blend 28.10%
Large Cap Growth 34.82%
Mid Cap Value 3.43%
Mid Cap Blend 6.09%
Mid Cap Growth 4.97%
Small Cap Value 0.00%
Small Cap Blend 0.00%
Small Cap Growth 0.00%
As of Jan. 17, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
ROG Roche Holding AG Dividend Right Cert. 3.71% -- --
NESN Nestle SA 3.42% -- --
01299 AIA Group Ltd 2.49% -- --
ASML ASML Holding NV 2.19% -- --
ALV Allianz SE 2.05% -- --
MC LVMH Moet Hennessy Louis Vuitton SE 2.03% -- --
NOVO B Novo Nordisk A/S B 1.97% -- --
FP Total SA 1.79% -- --
AZN AstraZeneca PLC 1.68% -- --
RIO Rio Tinto PLC 1.56% -- --
As of Jan. 17, 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 3.63 yrs
Amy Whitelaw 1.01 yrs
Greg Savage 4.88 yrs
Jennifer Hsui 4.88 yrs
Rachel Aguirre 1.01 yrs

Net Fund Flows

1M 63.68M
3M 252.67M
6M 248.81M
YTD 888.30M
1Y 888.30M
3Y 994.76M
5Y 1.010B
10Y --
As of Dec. 31, 2019

Risk Info

Beta (5Y) 0.9069
Max Drawdown (All) 22.20%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.5769
30-Day Rolling Volatility 7.99%
Daily Value at Risk (VaR) 1% (All) 2.57%
Monthly Value at Risk (VaR) 1% (All) 9.01%

Fundamentals

Dividend Yield TTM (1-21-20) 2.25%
30-Day SEC Yield (12-18-18) 0.00%
7-Day SEC Yield --
Weighted Average PE Ratio 18.55
Weighted Average Price to Sales Ratio 1.774
Weighted Average Price to Book Ratio 2.825
Weighted Median ROE 24.87%
Weighted Median ROA 9.39%
Forecasted Dividend Yield 3.01%
Forecasted PE Ratio 16.90
Forecasted Price to Sales Ratio 1.740
Forecasted Price to Book Ratio 2.728
Number of Holdings 332
As of Jan. 17, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 8.56%
Forecasted Book Value Growth 5.88%
Forecasted Cash Flow Growth 5.76%
Forecasted Earnings Growth 11.16%
Forecasted Revenue Growth 4.05%
As of Jan. 17, 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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