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iShares MSCI Intl Quality Factor ETF (IQLT)

42.59
+0.23
+(0.54%)
As of 1:17:44 PM EDT. Market Open.

ETF Summary

The fund generally will invest at least 80% of its assets in the component securities of its underlying index and in investments that have economic characteristics that are substantially identical to the component securities of its underlying index. The index measures the performance of international developed large- and mid-capitalization stocks exhibiting relatively higher quality characteristics as identified through three fundamental variables: return on equity, earnings variability and debt-to-equity.

Risk Overview

Performance & Risk

YTD Return 14.12%
5y Average Return 12.30%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.09
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
IQLTCategory AverageIQLTCategory AverageIQLTCategory Average
Alpha 1.28 1.09 0.61 0.57 1.76 0.41
BETA 1.09 1.02 1.08 1.01 0.99 0.99
Mean Annual Return 0.89 0.84 1 0.95 0.63 0.52
R-squared 91.85 92.06 91.6 91.2 91.86 91.73
Standard Deviation 17.94 16.68 17.04 16.08 15.39 15.44
Sharpe Ratio 0.34 0.33 0.54 0.54 0.36 0.28
Treynor Ratio 4.36 4.41 7.65 7.79 4.63 3.22

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