Summary
QUAL
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 21.47% Volatility 17.38% Sharpe 0.54
Official loaded data — not a live quote.

ISHARES MSCI USA QUALITY FACTOR ETF

Symbol: QUAL

Exchange: BATS

Sector: Technology

Category: Large Blend

Inception date: 16/07/2013

Latest date: 16/07/2026

Current price: $220.66

Expense ratio: 0.15%

Assets under management
$45.9B
0.49% 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

1.33%

Ann. -45.12% (Sharpe / Sortino numerator)

Volatility

18.00%

Sharpe ratio

-2.708

VaR 95%

-1.65%

CVaR 95%: -1.87%
Max drawdown: -8.14%
Sortino ratio: -5.120
Calmar ratio: -5.55

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

8.19%

Ann. -11.75% (Sharpe / Sortino numerator)

Volatility

14.81%

Sharpe ratio

-1.038

VaR 95%

-1.51%

CVaR 95%: -1.78%
Max drawdown: -9.03%
Sortino ratio: -1.632
Calmar ratio: -1.30

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

8.96%

Ann. -2.66% (Sharpe / Sortino numerator)

Volatility

13.14%

Sharpe ratio

-0.479

VaR 95%

-1.49%

CVaR 95%: -1.80%
Max drawdown: -9.03%
Sortino ratio: -0.707
Calmar ratio: -0.29

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

21.47%

Ann. 13.05% (Sharpe / Sortino numerator)

Volatility

17.38%

Sharpe ratio

0.542

VaR 95%

-1.51%

CVaR 95%: -2.46%
Max drawdown: -9.03%
Sortino ratio: 0.710
Calmar ratio: 1.44

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

27.84%

Ann. 9.94% (Sharpe / Sortino numerator)

Volatility

15.57%

Sharpe ratio

0.405

VaR 95%

-1.51%

CVaR 95%: -2.23%
Max drawdown: -18.00%
Sortino ratio: 0.540
Calmar ratio: 0.55

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

65.03%

Ann. 17.17% (Sharpe / Sortino numerator)

Volatility

14.56%

Sharpe ratio

0.930

VaR 95%

-1.42%

CVaR 95%: -2.02%
Max drawdown: -18.00%
Sortino ratio: 1.289
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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.08%

Best day

2.906%

08/04/2026
Worst day

-2.431%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $219.58 $221.16 $219.49 $220.66 1,270,800
15/07/2026 $220.20 $220.21 $218.76 $219.80 1,035,100
14/07/2026 $219.60 $219.60 $218.25 $219.24 827,900
13/07/2026 $218.75 $220.00 $218.36 $218.65 1,158,900
10/07/2026 $218.54 $219.76 $217.58 $219.69 1,370,100
09/07/2026 $217.87 $218.69 $217.30 $218.50 1,636,000
08/07/2026 $216.65 $217.44 $215.59 $216.92 1,149,600
07/07/2026 $217.75 $218.32 $217.24 $217.74 1,653,700
06/07/2026 $219.41 $219.41 $217.75 $218.49 1,255,300
02/07/2026 $219.28 $219.95 $217.08 $218.43 1,285,800