Summary
IQLT
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 16.75% Volatility 16.95% Sharpe 0.94
Official loaded data — not a live quote.

ISHARES MSCI INTL QUALITY FACTOR ETF

Symbol: IQLT

Exchange: NYSE

Sector: Financial_Services

Category: Foreign Large Blend

Inception date: 13/01/2015

Latest date: 02/06/2026

Current price: $49.33

Expense ratio: 0.30%

Assets under management
$12.9B
0.55% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

2.66%

Ann. -40.47% (Sharpe / Sortino numerator)

Volatility

25.27%

Sharpe ratio

-1.745

VaR 95%

-2.67%

CVaR 95%: -2.84%
Max drawdown: -7.30%
Sortino ratio: -2.822
Calmar ratio: -5.54

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

0.92%

Ann. 6.25% (Sharpe / Sortino numerator)

Volatility

18.68%

Sharpe ratio

0.140

VaR 95%

-2.05%

CVaR 95%: -2.48%
Max drawdown: -10.38%
Sortino ratio: 0.208
Calmar ratio: 0.60

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

11.18%

Ann. 10.49% (Sharpe / Sortino numerator)

Volatility

15.25%

Sharpe ratio

0.450

VaR 95%

-1.54%

CVaR 95%: -2.16%
Max drawdown: -10.38%
Sortino ratio: 0.662
Calmar ratio: 1.01

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

16.75%

Ann. 19.59% (Sharpe / Sortino numerator)

Volatility

16.95%

Sharpe ratio

0.942

VaR 95%

-1.41%

CVaR 95%: -2.32%
Max drawdown: -10.38%
Sortino ratio: 1.254
Calmar ratio: 1.89

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

29.53%

Ann. 11.88% (Sharpe / Sortino numerator)

Volatility

15.29%

Sharpe ratio

0.540

VaR 95%

-1.42%

CVaR 95%: -2.08%
Max drawdown: -13.18%
Sortino ratio: 0.760
Calmar ratio: 0.90

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

49.32%

Ann. 12.53% (Sharpe / Sortino numerator)

Volatility

14.53%

Sharpe ratio

0.613

VaR 95%

-1.42%

CVaR 95%: -1.95%
Max drawdown: -13.18%
Sortino ratio: 0.896
Calmar ratio: 0.95

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.066%

Best day

3.507%

08/04/2026
Worst day

-2.905%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $49.06 $49.36 $49.06 $49.33 815,800
01/06/2026 $48.88 $49.17 $48.65 $49.03 1,339,400
29/05/2026 $49.54 $49.71 $49.37 $49.37 1,162,100
28/05/2026 $49.21 $49.53 $49.05 $49.39 904,200
27/05/2026 $49.64 $49.66 $49.41 $49.49 759,900
26/05/2026 $49.76 $49.82 $49.45 $49.61 882,100
22/05/2026 $49.47 $49.58 $49.30 $49.37 851,700
21/05/2026 $48.93 $49.67 $48.82 $49.50 915,100
20/05/2026 $48.60 $49.39 $48.54 $49.23 944,500
19/05/2026 $48.55 $48.75 $48.40 $48.49 807,000