QUAL

iShares Edge MSCI USA Quality Factor ETF
CLOSING PRICECHANGE (%)VOLUME
$73.79-0.19 (-0.26%)110.58K
4:00:00 p.m. (ET) 08/18/2017
BZX EXCHANGE CLOSED
LAST TRADECHANGE (%)
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BID SIZEBID ($)ASK ($)ASK SIZE
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A

76
  • Overview
  • Efficiency
  • Tradability
  • Fit

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 Fund metrics 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 August 17, 2017 the iShares Edge MSCI USA Quality Factor ETF MSCI ESG Fund Quality Score is 5.45 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 91st percentile within its peer group and in the 53th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

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  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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QUAL Summary Data

07/18/13
Open-Ended Fund
0.15%
$3.45 B
$13.23 M
0.03%

QUAL Portfolio Data

$133.22 B
19.82
4.67
1.90%
09/26/17
125

QUAL Index Data

MSCI USA Sector Neutral Quality Index
Fundamental
Fundamental
MSCI USA Investable Markets_net

Related ETFs to QUAL

PKW, DGRO, MOAT, FNDB, RYJ
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

QUAL Portfolio Management

0.15%
-0.20%
-0.14%
-0.24%

QUAL Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

QUAL Fund Structure

Open-Ended Fund
No
Yes
70% / 30%
N/A
N/A
Low
Daily
Bats Book Viewer
TOP OF BOOK
SHARES/SIZEPRICE
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LAST 10 TRADES
TIMEPRICESHARES
16:00:0073.79170
16:00:0073.79500
16:00:0073.79300
16:00:0073.79100
16:00:0073.79246
16:00:0073.794
16:00:0073.792
15:57:1073.85100
15:55:4773.84800
15:55:4773.84500
Bats BZX Real-time Quote - 17:29:51
Daily Spread
Premium/Discount
Volume

QUAL FactSet Analytics Block Liquidity

As of 08/18/17
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

176,100
$13.23 M
110,310
$8.27 M
0.03%
$0.02
0.00%
0.08% / -0.07%
None
100.00%
50,000
2.21
0.01%
0.03%
0
$73.98
5

QUAL Performance Statistics

0.90
0.87
0.98
0.85
0.17%
MSCI USA Investable Markets_net

QUAL MSCI ESG Fund Metrics

5.45 / 10
91.19
53.13
11.54%
6.14%
170.84