iShares MSCI USA Quality Factor ETF
Provider: iShares
iShares MSCI USA Quality Factor ETF seeks to track the investment results of an index that measures the performance of U.S. large and mid capitalization stocks as identified through three fundamental variables:return on equity earnings variability and financial leverage.
| Annualised Return | 13.25% |
| Realised Volatility | 14.97% |
| Downside Volatility | 10.42% |
| Max Drawdown | -27.78% |
| Winning months | 64.03% |
| Sharpe Ratio | 0.88 |
| Sortino Ratio | 1.27 |
| Calmar Ratio | 0.48 |
| Viking Ratio | 0.33 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -0.8% | -0.8% | |||||||||||
| 2024 | 2.28% | 6.5% | 2.77% | -4.5% | 5.59% | 3.24% | 0.6% | 3.49% | 1.16% | -1.61% | 5.03% | -3.6% | 22.29% |
| 2023 | 7.15% | -2.75% | 4.8% | 1.71% | 0.72% | 6.43% | 3.78% | -0.44% | -5.07% | -1.48% | 8.65% | 4.69% | 30.88% |
| 2022 | -6.95% | -4.11% | 3.96% | -8.28% | -0.17% | -9.05% | 9.21% | -5.14% | -9.76% | 8.29% | 7.71% | -5.62% | -20.5% |
| 2021 | -2.83% | 3.2% | 4.98% | 4.8% | 1.01% | 3.37% | 3.38% | 2.83% | -6.45% | 7.71% | -0.61% | 3.5% | 26.94% |
| 2020 | -0.68% | -8.33% | -11.39% | 12.28% | 5.62% | 0.19% | 4.95% | 6.86% | -3.15% | -2.59% | 11.29% | 3.71% | 17.04% |
| 2019 | 8.25% | 4.36% | 2.53% | 3.79% | -6.58% | 7.07% | 1.38% | -1.78% | 1.85% | 2.21% | 4.46% | 2.84% | 33.89% |
| 2018 | 4.57% | -2.91% | -1.3% | -1.31% | 2.7% | 0% | 3.71% | 3.73% | 1.07% | -7.57% | 0.92% | -8.47% | -5.7% |
| 2017 | 1.16% | 4.69% | -0.04% | 0.62% | 1.49% | 0.56% | 1.02% | 0.47% | 2.65% | 2.92% | 3.6% | 1.25% | 22.26% |
| 2016 | -4.57% | 0.55% | 6.42% | -0.4% | 1.07% | 0.48% | 3.05% | -0.22% | -0.1% | -2.04% | 3.01% | 2% | 9.2% |
| 2015 | -1.73% | 6.02% | -1.55% | 0.16% | 1.52% | -1.85% | 2.88% | -5.41% | -1.3% | 8.65% | 0.44% | -1.72% | 5.45% |
| 2014 | -4.19% | 4.89% | -0.47% | 0.75% | 2.33% | 0.59% | -0.76% | 4.35% | -0.77% | 2.67% | 2.29% | -0.19% | 11.71% |
| 2013 | 0.72% | -2.08% | 3.81% | 4.86% | 4.3% | 2.1% | 14.34% |