(QUAL) iShares MSCI USA Quality - Ratings and Ratios
Stocks, Large-Cap, Futures, Options, Swaps
| Risk via 10d forecast | |
|---|---|
| Volatility | 13.7% |
| Value at Risk 5%th | 23.3% |
| Reward | |
|---|---|
| Sharpe Ratio | 0.24 |
| Alpha | -8.56 |
| Character | |
|---|---|
| Hurst Exponent | 0.564 |
| Beta | 1.000 |
| Drawdowns 3y | |
|---|---|
| Max DD | 18.00% |
| Mean DD | 2.27% |
Description: QUAL iShares MSCI USA Quality September 26, 2025
The iShares MSCI USA Quality Factor ETF (BATS: QUAL) aims to allocate at least 80% of its net assets to the constituent securities of the MSCI USA Index, which is a market-cap-weighted benchmark of U.S. equities. The remaining exposure may be taken through futures, options, swaps, cash, or cash equivalents, providing flexibility to manage tracking error and liquidity.
QUAL is classified as a Large-Blend ETF, meaning it holds a mix of growth and value stocks across the large-cap spectrum, and it is domiciled in the United States.
Key metrics as of the most recent quarter include an expense ratio of 0.15%, a 12-month trailing total return of roughly 8.3%, and a top-10 holdings concentration of about 30%, with a notable tilt toward sectors such as Information Technology (≈ 22%) and Healthcare (≈ 15%). The “quality” tilt is driven by screens for high return on equity, stable earnings growth, and low financial leverage, which historically have outperformed during periods of rising interest rates.
For a deeper quantitative breakdown, you might explore ValueRay’s analytics platform to compare QUAL’s factor exposure against peer ETFs.
QUAL ETF Overview
| Market Cap in USD | 52,723m |
| Category | Large Blend |
| TER | 0.15% |
| IPO / Inception | 2013-07-16 |
| Return 12m vs S&P 500 | -6.63% |
| Analyst Rating | - |
QUAL Dividends
| Dividend Yield | 0.93% |
| Yield on Cost 5y | 1.72% |
| Yield CAGR 5y | 2.91% |
| Payout Consistency | 99.2% |
| Payout Ratio | - |
QUAL Growth Ratios
| CAGR | 19.27% |
| CAGR/Max DD Calmar Ratio | 1.07 |
| CAGR/Mean DD Pain Ratio | 8.48 |
| Current Volume | 1768.1k |
| Average Volume | 1324.4k |
What is the price of QUAL shares?
Over the past week, the price has changed by -1.43%, over one month by -1.31%, over three months by +4.52% and over the past year by +5.90%.
Is iShares MSCI USA Quality a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of QUAL is around 195.83 USD . This means that QUAL is currently overvalued and has a potential downside of 1.36%.
Is QUAL a buy, sell or hold?
What are the forecasts/targets for the QUAL price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 220.7 | 14.2% |
QUAL Fundamental Data Overview November 04, 2025
Beta = 1.0
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 52.72b USD (52.72b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 52.72b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 52.72b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 9.70% (E(52.72b)/V(52.72b) * Re(9.70%) + (debt-free company))
Discount Rate = 9.70% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for QUAL ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle