iShares Edge MSCI USA Quality Factor ETF (QUAL)

98.08 +0.99  +1.02% BATS Jul 10, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 98.06
Discount or Premium to NAV 0.02%
Turnover Ratio 41.00%
1 Year Fund Level Flows 6.851B

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -1.38% -1.44% -2.31% 74
3M 12.59% 12.56% 12.18% 67
6M -3.37% -3.38% -5.47% 52
YTD -2.01% -2.07% -4.39% 49
1Y 7.15% 7.13% 3.71% 42
3Y 11.56% 11.58% 8.53% 19
5Y 11.06% 11.07% 8.75% 13
10Y -- -- 11.84% --
15Y -- -- 7.79% --
20Y -- -- 5.58% --
As of July 10, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.32% 0.32% 0.00%
Stock 99.68% 99.68% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of July 9, 2020

Region Exposure

Americas 99.63%
North America 99.63%
Latin America 0.00%
Greater Europe 0.28%
United Kingdom 0.00%
Europe Developed 0.28%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.10%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.10%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.08%
As of July 9, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 2.20%
Communication Services 11.32%
Consumer Cyclical 10.64%
Consumer Defensive 6.61%
Energy 2.33%
Financial Services 16.09%
Healthcare 14.44%
Industrials 9.20%
Real Estate 2.97%
Technology 21.24%
Utilities 2.97%
As of July 9, 2020

Stock Market Capitalization

Giant 50.66%
Large 32.09%
Medium 17.25%
Small 0.00%
Micro 0.00%
As of July 9, 2020

Stock Style Exposure

Large Cap Value 26.76%
Large Cap Blend 25.09%
Large Cap Growth 31.33%
Mid Cap Value 7.53%
Mid Cap Blend 4.77%
Mid Cap Growth 4.52%
Small Cap Value 0.00%
Small Cap Blend 0.00%
Small Cap Growth 0.00%
As of July 9, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
AAPL Apple Inc 4.00% 383.68 +0.25%
FB Facebook Inc A 3.96% 245.07 +0.23%
MSFT Microsoft Corp 3.82% 213.67 -0.30%
KO Coca-Cola Co 3.71% 45.15 +2.82%
NKE Nike Inc B 3.67% 97.99 +1.03%
JNJ Johnson & Johnson 3.35% 142.37 -0.08%
V Visa Inc Class A 3.17% 192.55 +0.18%
MA Mastercard Inc A 3.01% 295.68 +0.37%
UNH UnitedHealth Group Inc 2.35% 291.23 +0.02%
BKNG Booking Holdings Inc 2.17% 1707.40 +2.22%
As of July 9, 2020
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Basic Info

Investment Strategy
The investment seeks to track the investment results of the MSCI USA Sector Neutral Quality Index composed of U.S. large- and mid-capitalization stocks with quality characteristics as identified through certain fundamental metrics. The fund generally will invest at least 90% of its assets in the component securities of the underlying index and may invest up to 10% of its assets in certain futures, options and swap contracts, cash and cash equivalents. The index is based on a traditional market capitalization-weighted parent index, the MSCI USA Index.
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Blend
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Large Blend
Prospectus Objective Growth
Fund Owner Firm Name iShares
Benchmark Index
MSCI USA Sector Neutral Quality GR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Alan Mason 4.21 yrs
Amy Whitelaw 1.59 yrs
Greg Savage 6.96 yrs
Jennifer Hsui 6.96 yrs
Rachel Aguirre 1.59 yrs

Net Fund Flows

1M -61.30M
3M 218.43M
6M 2.501B
YTD 2.501B
1Y 6.851B
3Y 12.37B
5Y 14.48B
10Y --
As of June 30, 2020

Risk Info

Beta (5Y) 0.9714
Max Drawdown (All) 34.06%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.7989
30-Day Rolling Volatility 26.19%
Daily Value at Risk (VaR) 1% (All) 3.17%
Monthly Value at Risk (VaR) 1% (All) 13.13%

Fundamentals

Dividend Yield TTM (7-10-20) 1.60%
30-Day SEC Yield (3-31-20) 2.17%
7-Day SEC Yield --
Weighted Average PE Ratio 22.62
Weighted Average Price to Sales Ratio 2.970
Weighted Average Price to Book Ratio 5.187
Weighted Median ROE 36.51%
Weighted Median ROA 13.21%
Forecasted Dividend Yield 1.94%
Forecasted PE Ratio 24.04
Forecasted Price to Sales Ratio 2.829
Forecasted Price to Book Ratio 4.850
Number of Holdings 129
As of July 9, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 8.82%
Forecasted Book Value Growth 5.15%
Forecasted Cash Flow Growth 7.31%
Forecasted Earnings Growth 16.12%
Forecasted Revenue Growth 8.11%
As of July 9, 2020

Comparables

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Attributes

Key Dates
Inception Date 7/16/2013
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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