QLV

FlexShares US Quality Low Volatility Index Fund
*Unless otherwise stated, data provided by FactSet.

QLV Fund Description

QLV tracks a multi-factor-selected, market-cap-weighted index of US large- and midcap equities.

QLV Factset Analytics Insight

QLV is a fund combining the characteristics of low volatility and what it calls “quality” in the selection of its constituent stocks. The quality factor is described as a combination of: (i) management expertise (e.g. corporate finance activities), (ii) profitability (e.g. reliability and sustainability of financial performance), and (iii) cash flow (e.g., cash flow generation). An optimization process is also utilized in order to reduce overall portfolio volatility and maximize the overall quality factor relative to the parent index. QLV uses a representative sampling strategy to track its index, which is reconstituted quarterly.

QLV MSCI ESG Analytics Insight

FlexShares US Quality Low Volatility Index Fund has an MSCI ESG Fund Rating of A based on a score of 6.25 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

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. FlexShares US Quality Low Volatility Index Fund ranks in the 49th percentile within its peer group and in the 50th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

QLV MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 10/25/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
QLV 2.98% 3.87% 18.96% 26.30% -- -- --
QLV (NAV) 2.62% 2.75% 19.34% 26.28% -- -- --
MSCI USA IMI 2.65% 3.94% 22.38% 35.21% 21.76% 18.71% 16.37%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

QLV Summary Data

FlexShares
07/15/19
Open-Ended Fund
0.22%
$158.50M
$366.85K
0.05%

QLV Portfolio Data

$537.65B
28.41
6.23
1.09%
N/A
107

QLV Index Data

Northern Trust Quality Low Volatility Index
Market Cap
Multi-Factor
MSCI USA IMI

QLV Portfolio Management

0.22%
--
--
--

QLV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

QLV Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Low
Daily

QLV Factset Analytics Block Liquidity

As of 10/26/21
5
4
3
2
1

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

QLV Tradability

7,134
$366.85K
2,895
$141.27K
0.05%
$0.03
0.00%
0.28% / -0.29%
None
100.00%
50,000
0.06
0.01%
0.01%
0
$53.90
5

QLV Sector/Industry Breakdown


QLV
Segment Benchmark
34.39%
33.75%
17.12%
13.09%
11.78%
14.74%
9.24%
14.20%
7.75%
9.19%
7.12%
5.23%
6.40%
2.41%
3.30%
2.62%
2.83%
1.18%

QLV Top 10 Holdings[View All]

Apple Inc. 4.59%
Adobe Inc. 2.88%
36.89%

QLV Countries


QLV
Segment Benchmark
99.42%
99.93%
0.58%
0.07%

QLV Regions


QLV
Segment Benchmark
100.00%
100.00%

QLV Economic Development


QLV
Segment Benchmark
100.00%
100.00%

QLV Performance Statistics

0.83
0.77
0.79
0.81
0.38%
MSCI USA IMI

QLV MSCI ESG Ratings

6.25 / 10
49.50
48.67
3.26%
--
215.86

QLV Benchmark Comparison Holdings

107
2469
99
31.14%

QLV Benchmark Comparison Summary


QLV
Segment Benchmark
107
2469
$537.65B
$504.44B
28.41
31.21
6.23
4.50
1.26%
1.21%
Medium
Low

QLV Benchmark Comparison Market Cap Size


QLV
Segment Benchmark
90.50%
87.77%
9.50%
9.78%
0.00%
2.35%
0.00%
0.10%