Summary
QUAL
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 21.68% 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: 03/06/2026

Current price: $215.63

Expense ratio: 0.15%

Assets under management
$50.1B
0.27% 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

4.62%

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

6.82%

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

8.86%

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

21.68%

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

32.35%

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

71.79%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.081%

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
03/06/2026 $215.04 $215.98 $214.98 $215.63 1,870,700
02/06/2026 $215.02 $215.90 $214.87 $215.78 1,284,500
01/06/2026 $215.30 $216.40 $214.96 $215.97 2,168,100
29/05/2026 $216.17 $216.44 $215.49 $215.49 5,294,900
28/05/2026 $215.56 $216.32 $214.32 $215.88 29,883,600
27/05/2026 $215.93 $216.03 $214.70 $215.24 662,300
26/05/2026 $215.70 $216.22 $214.85 $215.79 806,200
22/05/2026 $213.83 $215.03 $213.54 $214.38 876,500
21/05/2026 $211.30 $213.33 $210.97 $212.74 1,105,500
20/05/2026 $210.11 $212.23 $209.76 $212.23 1,042,500