iShares Edge MSCI USA Quality Factor ETF (QUAL)

102.42 +0.97  +0.96% BATS Jan 28, 13:49 Delayed 2m USD
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Key Stats

Net Asset Value 101.50
Discount or Premium to NAV -0.05%
Turnover Ratio 41.00%
1 Year Fund Level Flows 6.597B

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.15% 0.21% 1.82% 41
3M 8.01% 8.08% 8.86% 15
6M 8.72% 8.77% 8.70% 13
YTD 0.45% 0.46% 1.67% 33
1Y 26.95% 26.95% 24.09% 4
3Y 15.06% 15.08% 13.17% 9
5Y 12.50% 12.51% 10.24% 6
10Y -- -- 12.42% --
15Y -- -- 8.54% --
20Y -- -- 6.21% --
As of Jan. 27, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.16% 0.16% 0.00%
Stock 99.84% 99.84% 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 Jan. 24, 2020

Region Exposure

Americas 99.61%
North America 99.61%
Latin America 0.00%
Greater Europe 0.39%
United Kingdom 0.39%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.08%
As of Jan. 24, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 1.73%
Communication Services 10.63%
Consumer Cyclical 10.66%
Consumer Defensive 7.12%
Energy 3.83%
Financial Services 19.30%
Healthcare 13.56%
Industrials 10.05%
Real Estate 3.22%
Technology 16.59%
Utilities 3.31%
As of Jan. 24, 2020

Stock Market Capitalization

Giant 46.73%
Large 38.12%
Medium 15.15%
Small 0.00%
Micro 0.00%
As of Jan. 24, 2020

Stock Style Exposure

Large Cap Value 23.54%
Large Cap Blend 31.09%
Large Cap Growth 30.51%
Mid Cap Value 4.48%
Mid Cap Blend 4.40%
Mid Cap Growth 5.99%
Small Cap Value 0.00%
Small Cap Blend 0.00%
Small Cap Growth 0.00%
As of Jan. 24, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
JNJ Johnson & Johnson 4.00% 149.42 +0.45%
AAPL Apple Inc 3.79% 316.65 +2.49%
PEP PepsiCo Inc 3.75% 142.33 +0.13%
FB Facebook Inc A 3.65% 218.22 +1.56%
MSFT Microsoft Corp 3.48% 165.24 +1.82%
MA Mastercard Inc A 3.32% 320.17 +1.39%
V Visa Inc Class A 2.94% 203.11 +0.70%
MMM 3M Co 2.77% 166.70 -5.08%
NKE Nike Inc B 2.69% 100.95 +0.71%
MRK Merck & Co Inc 2.23% 86.14 +0.05%
As of Jan. 24, 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 3.63 yrs
Amy Whitelaw 1.01 yrs
Greg Savage 6.38 yrs
Jennifer Hsui 6.38 yrs
Rachel Aguirre 1.01 yrs

Net Fund Flows

1M 669.47M
3M 3.255B
6M 4.350B
YTD 6.597B
1Y 6.597B
3Y 9.787B
5Y 12.29B
10Y --
As of Dec. 31, 2019

Risk Info

Beta (5Y) 0.9737
Max Drawdown (All) 20.46%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 1.547
30-Day Rolling Volatility 8.94%
Daily Value at Risk (VaR) 1% (All) 2.39%
Monthly Value at Risk (VaR) 1% (All) 8.00%

Fundamentals

Dividend Yield TTM (1-28-20) 1.58%
30-Day SEC Yield (12-17-18) 0.00%
7-Day SEC Yield --
Weighted Average PE Ratio 23.05
Weighted Average Price to Sales Ratio 3.377
Weighted Average Price to Book Ratio 5.536
Weighted Median ROE 37.47%
Weighted Median ROA 13.31%
Forecasted Dividend Yield 1.87%
Forecasted PE Ratio 19.96
Forecasted Price to Sales Ratio 3.298
Forecasted Price to Book Ratio 5.432
Number of Holdings 129
As of Jan. 24, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 8.81%
Forecasted Book Value Growth 4.36%
Forecasted Cash Flow Growth 15.97%
Forecasted Earnings Growth 20.33%
Forecasted Revenue Growth 8.43%
As of Jan. 24, 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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