FLEXSHARES US QUALITY LARGE CAP INDEX FUND
Symbol: QLC
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 23/09/2015
Latest date: 20/07/2026
Current price: $89.69
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
0.35%
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
5.51%
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
12.03%
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
25.46%
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
45.54%
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
85.25%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.094%
Best day
3.007%
Worst day
-2.571%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $90.54 | $90.55 | $89.67 | $89.69 | 42,500 |
| 17/07/2026 | $89.54 | $90.33 | $89.54 | $90.00 | 19,800 |
| 16/07/2026 | $91.01 | $91.22 | $90.41 | $90.68 | 36,900 |
| 15/07/2026 | $91.22 | $91.30 | $90.72 | $91.27 | 15,600 |
| 14/07/2026 | $90.53 | $91.08 | $90.53 | $90.81 | 102,900 |
| 13/07/2026 | $90.91 | $90.96 | $90.33 | $90.39 | 21,700 |
| 10/07/2026 | $90.91 | $91.10 | $90.52 | $91.09 | 27,100 |
| 09/07/2026 | $90.46 | $90.72 | $90.26 | $90.69 | 108,500 |
| 08/07/2026 | $89.94 | $89.94 | $89.23 | $89.94 | 55,800 |
| 07/07/2026 | $90.72 | $90.72 | $90.02 | $90.22 | 145,800 |