See what your fund actually adds

iShares MSCI USA Quality Factor ETF QUAL

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

QUAL compared with its replication portfolio
MeasureQUALReplication
Annualized growth11.9%12.5%
Annualized volatility16.6%16.6%
Sharpe ratio0.760.79
Maximum drawdown27.9%26.6%
Replication fit (R²)0.97 · Tracking error 2.9%

Replication portfolio

The published portfolio below is the investable basket used to model QUAL’s historical return behavior.

QUAL replication basket weights
TickerBuilding blockWeight
VUGStyle · Growth45.6%
SPHQFactor · Quality32.9%
XLVSector · Healthcare12.6%
SCHDFactor · Dividend8.9%