ISHARES MSCI USA QUALITY FACTOR ETF

Symbol: QUAL

Exchange: BATS

Sector: Technology

Category: Large Blend

Inception Date: 16/07/2013

Latest Date: 02/04/2026

Current Price: $193.16

Expense Ratio: 0.15%

Assets Under Management
$50.3B
1.51% daily change

Period Performance

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

Adjusted Return
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Performance Metrics

Return

-5.33%

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
Return

-3.03%

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
Return

-1.33%

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
Return

13.00%

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
Return

20.77%

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
Return

60.56%

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

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.055%

Best Day

8.68%

09/04/2025
Worst Day

-5.54%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $190.29 $193.97 $190.29 $193.16 1,696,200
01/04/2026 $192.45 $194.03 $192.25 $192.77 1,841,100
31/03/2026 $188.47 $192.09 $188.25 $191.81 3,552,700
30/03/2026 $188.78 $189.22 $185.89 $186.49 3,147,900
27/03/2026 $189.40 $189.75 $186.95 $187.30 2,664,100
26/03/2026 $192.48 $193.44 $190.11 $190.15 2,171,500
25/03/2026 $194.70 $195.03 $193.13 $194.12 2,117,000
24/03/2026 $192.76 $194.56 $192.23 $193.30 2,198,700
23/03/2026 $194.51 $196.09 $193.63 $193.95 2,546,200
20/03/2026 $193.94 $194.13 $190.78 $191.89 1,860,200