Fund exposure record
QUAL
iShares MSCI USA Quality Factor ETF
BlackRock · Quality Factor
Reported positions
125
Rows in current dataset
Holdings coverage
99.8%
high confidence
Holdings snapshot
2025-12-16
Retrieved 2025-12-16
Latest price
2026-08-21
Adjusted-close observation
YTD
+12.83%
1 year
+20.78%
3Y annualized
+19.16%
5Y annualized
+11.15%
Volatility
+18.10%
Max drawdown
-34.05%
Price Performance
Historical price comparison over 3M
QUAL Return
+9.42%
SPY Return
+9.68%
Winner
SPY
+0.26%
Max Drawdown
QUAL: -2.8%
SPY: -4.5%
QUAL Volatility (annualized)11.03%
SPY Volatility (annualized)12.83%
Adjusted-close observations. Historical period is limited to available common dates.
Largest reported holdings
| Symbol | Name | Reported weight |
|---|---|---|
| AAPL | AAPL | 6.86% |
| MSFT | MSFT | 6.31% |
| NVDA | NVDA | 6.15% |
| META | META | 3.84% |
| LLY | LLY | 3.46% |
| V | V | 3.24% |
| TJX | TJX | 3.22% |
| MA | MA | 2.60% |
| NFLX | NFLX | 2.44% |
| BRK-B | BRK-B | 2.38% |
| GOOGL | GOOGL | 2.17% |
| LRCX | LRCX | 2.03% |
| KLAC | KLAC | 1.93% |
| GOOG | GOOG | 1.82% |
| JNJ | JNJ | 1.80% |
| CAT | CAT | 1.68% |
| AMAT | AMAT | 1.66% |
| ADBE | ADBE | 1.64% |
| NKE | NKE | 1.44% |
| QCOM | QCOM | 1.39% |
Classified reported exposure
69.8% of fund weight maps to the current sector dictionary.
Technology36.4%
Unclassified30.0%
Healthcare8.5%
Financials7.3%
Consumer Discretionary4.7%
Consumer Staples4.5%
Industrials2.5%
Communication Services2.4%
Materials1.4%
Real Estate1.1%
Risk calculation details
- Sharpe ratio
- 0.57
- Sortino ratio
- 0.54
- Beta vs SPY
- 0.99
- CAPM alpha
- -0.86%
Calculated from date-aligned daily adjusted-close returns with a 4% annual risk-free assumption. Descriptive, not predictive.