FLEXSHARES US QUALITY LARGE CAP INDEX FUND
Symbol: QLC
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 23/09/2015
Latest date: 15/10/2026
Current price: $91.80
Expense ratio: 0.25%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.74%
Ann. -33.64% (Sharpe / Sortino numerator)
Volatility
17.31%
Sharpe ratio
-2.153
VaR 95%
-1.56%
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
0.83%
Ann. -11.32% (Sharpe / Sortino numerator)
Volatility
15.23%
Sharpe ratio
-0.982
VaR 95%
-1.57%
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
9.70%
Ann. 2.72% (Sharpe / Sortino numerator)
Volatility
14.09%
Sharpe ratio
-0.065
VaR 95%
-1.55%
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
19.29%
Ann. 23.53% (Sharpe / Sortino numerator)
Volatility
18.27%
Sharpe ratio
1.089
VaR 95%
-1.47%
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
42.47%
Ann. 17.55% (Sharpe / Sortino numerator)
Volatility
16.31%
Sharpe ratio
0.853
VaR 95%
-1.57%
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
93.80%
Ann. 21.61% (Sharpe / Sortino numerator)
Volatility
14.89%
Sharpe ratio
1.207
VaR 95%
-1.46%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.074%
Best day
3.007%
Worst day
-2.571%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $91.24 | $91.80 | $91.22 | $91.80 | 74,300 |
| 14/10/2026 | $91.73 | $91.98 | $91.00 | $91.39 | 21,700 |
| 13/10/2026 | $92.39 | $92.39 | $92.03 | $92.30 | 19,200 |
| 12/10/2026 | $92.42 | $92.48 | $92.31 | $92.42 | 12,300 |
| 09/10/2026 | $92.36 | $92.64 | $92.34 | $92.52 | 11,400 |
| 08/10/2026 | $92.12 | $92.29 | $91.99 | $92.20 | 38,300 |
| 07/10/2026 | $91.89 | $92.37 | $91.89 | $92.37 | 18,100 |
| 06/10/2026 | $92.39 | $92.70 | $92.33 | $92.42 | 40,700 |
| 05/10/2026 | $91.81 | $92.32 | $91.77 | $92.14 | 6,200 |
| 02/10/2026 | $91.71 | $91.93 | $91.37 | $91.70 | 62,100 |