http://apiprod.etf.internal.com/private/fund/QUAL/fundreport
QUAL

QUAL

iShares Edge MSCI USA Quality Factor ETF
CLOSING PRICECHANGE (%)VOLUME
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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 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 October 19, 2017 the iShares Edge MSCI USA Quality Factor ETF MSCI ESG Fund Quality Score is 5.53 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 92nd percentile within its peer group and in the 55th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

  • 1 Month
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  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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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%
$3.9B
$19.54M
0.03%

QUAL Portfolio Data

$140.86B
19.48
4.6
1.82%
12/21/17
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%
-0.2%
-0.14%
-0.24%

QUAL Tax Exposures

20% / 39.6%
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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
SHARES/SIZEPRICE
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LAST 10 TRADES
TIMEPRICESHARES
16:00:0079.581
16:00:0079.583
16:00:0079.5896
16:00:0079.58200
16:00:0079.58184
15:59:4979.5390
15:59:4979.53276
15:58:3679.50300
15:58:3679.50300
15:58:0579.5010
Bats BZX Real-time Quote - 23:59:59
Daily Spread
Premium/Discount
Volume

QUAL Factset Analytics Block Liquidity

As of 10/20/17
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

253,521
$19.54M
104,343
$7.87M
0.03%
$0.02
0.01%
0.08% / -0.07%
None
100%
50,000
2.09
0.01%
0.03%
0
$79.19
5

QUAL Sector/Industry BreakdownView All

QUALSegment Benchmark
22.12% 23.33%
18.17% 17.38%
13.66% 13.70%
12.99% 12.62%
10.72% 10.08%
5.33% 5.83%
3.26% 3.20%
2.85% 2.85%

QUAL Geographic Exposure

QUALSegment Benchmark
99.80% 99.73%
0.04% 0.16%
0.05% 0.11%
0.08% --
0.01% --
0.00% --
0.01% --
0.00% --
0.01% --

QUALSegment Benchmark
99.88% 99.73%
0.04% 0.16%
0.07% 0.11%
99.96% / 0.04% 99.84% / 0.16%

QUAL Performance Statistics

0.88
0.87
0.96
0.87
0.17%
MSCI USA Investable Markets_net

QUAL MSCI ESG Ratings

5.53 / 10
91.74
55.2
10.31%
6.55%
159.5

QUAL BENCHMARK COMPARISON

    QUAL
    125 Holdings
    Segment Benchmark
    2439 Constituents
    Shared Holdings
    125 (Count)
     
    23.07% (Weight)
QUALSegment Benchmark
147.22 B 140.86 B
78.98% 88.63%
15.83% 11.33%
4.75% 0.04%
0.44% 0.00%
1.85% 2.06%
-- Medium