QUAL

iShares Edge MSCI U.S.A. Quality Factor ETF
A

86
*Unless otherwise stated, data provided by FactSet.

QUAL Fund Description

The iShares Edge MSCI USA Quality Factor ETF tracks an index of US large- and mid-cap stocks, selected and weighted by high ROE, stable earnings growth and low debt/equity, relative to peers in each sector.

QUAL Factset Analytics Insight

Seeking to capture higher quality stocks within GICS sectors, QUAL make its selections from the large- and mid-cap MSCI universe by considering "quality" factors: high ROE, low debt/equity, and stable earnings growth. The fund changed its exposure following a September 1, 2015 index change, foregoing some of its earlier sector biases in favor of an underlying index with sector weighting that looks more like our benchmark, while applying quality factors to the stocks within those sectors. The new portfolio is expected to take less active risk (compared with the old index) relative to pure cap-weighted exposure. QUAL has decent on-screen and underlying liquidity. Historically it has tracked its index well—we'll see if the fund delivers its new index with similar efficiency. Its low fee certainly helps. Don't be alarmed by the index change: QUAL has beefy AUM, led by strong institutional interest from Arizona State Retirement System.

QUAL MSCI ESG Analytics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of June 21, 2018 the iShares Edge MSCI U.S.A. Quality Factor ETF MSCI ESG Fund Quality Score is 5.81 out of 10.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. QUAL ranks in the 94th percentile within its peer group and in the 63th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

QUAL CHARTS AND PERFORMANCE

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 06/21/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
QUAL 0.35% 0.17% 2.72% 14.76% 11.22% -- --
QUAL (NAV) 0.32% 0.19% 2.76% 14.73% 11.31% -- --
MSCI USA Sector Neutral Quality Index 0.34% 0.22% 2.83% 14.91% 11.48% -- --
MSCI USA Investable Markets_net 1.15% 2.54% 4.68% 16.14% 11.27% 13.90% 10.15%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

QUAL Top 10 Countries

QUAL Top 10 Sectors

QUAL Top 10 Holdings [View All]

QUAL Summary Data

BlackRock
iShares
07/18/13
Open-Ended Fund
0.15%
$5.46B
$28.96M
0.03%

QUAL Portfolio Data

$130.05B
21.26
4.69
1.76%
06/26/18
126

QUAL Index Data

Fundamental
Fundamental
MSCI USA Investable Markets_net

QUAL Portfolio Management

0.15%
-0.21%
-0.18%
-0.24%

QUAL Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

QUAL Fund Structure

Open-Ended Fund
No
Yes
72% / 29%
N/A
N/A
Low
Daily
Bats Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

QUAL Factset Analytics Block Liquidity

As of 06/22/18
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of QUAL. QUAL is rated a 5 out of 5.

QUAL Tradability

344,633
$28.96M
247,959
$20.72M
0.03%
$0.03
0.01%
0.10% / -0.08%
None
100.00%
50,000
4.96
0.01%
0.02%
14
$84.76
5

QUAL Sector/Industry Breakdown


QUAL
Segment Benchmark
25.50%
23.44%
18.35%
18.05%
14.27%
12.96%
12.12%
12.84%
9.57%
10.54%
7.82%
6.80%
6.22%
5.82%
3.15%
2.92%
2.93%
2.79%
1.84%
1.73%

QUAL TOP 10 HOLDINGS[View All]

4.56%
4.27%
4.24%
3.43%
3.26%
3.05%
2.73%
2.62%
2.60%
2.23%
32.99%

QUAL Countries


QUAL
Segment Benchmark
101.78%
99.93%
0.09%
--
--
0.07%

QUAL Regions


QUAL
Segment Benchmark
101.78%
100.00%
0.09%
--

QUAL Economic Development


QUAL
Segment Benchmark
100.00%
100.00%
0.09%
--

QUAL Performance Statistics

0.96
0.99
1.01
1.01
0.17%
MSCI USA Investable Markets_net

QUAL MSCI ESG Ratings

5.81 / 10
93.55
62.91
9.82%
7.25%
152.14

QUAL BENCHMARK COMPARISON HOLDINGS

126
2374
124
20.50%

QUAL BENCHMARK COMPARISON SUMMARY


QUAL
Segment Benchmark
126
2374
$130.05B
$167.55B
21.26
25.56
4.69
3.08
2.07%
1.82%
Medium
--

QUAL BENCHMARK COMPARISON MARKET CAP SIZE


QUAL
Segment Benchmark
91.99%
80.35%
8.01%
14.88%
0.00%
4.47%
0.00%
0.31%

Options Strategies for Outcome Investing

A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.