Seasolyze

Seasonal Evaluation for iShares MSCI USA Quality Factor ETF (QUAL)

The following tables show quarterly and semi-annual reports.

In the quarterly breakdown, the first through fourth quarters correspond to spring, summer, fall, and winter, respectively.
Detailed definitions for the semi-annual periods are provided in the table headers.

Quarterly Seasonality for
iShares MSCI USA Quality Factor ETF (QUAL)
Overview 1st Quarter
Jan. - Mar.
2nd Quarter
Apr. - Jun.
3rd Quarter
Jul. - Sep.
4th Quarter
Oct. - Dec.
Success Rate 75.00% 83.33% 66.67% 84.62%
Median Return 2.34% 3.76% 2.74% 7.95%
Average Return 2.22% 4.42% 4.31% 7.41%
Maximum Gain 15.82% 18.80% 8.73% 12.42%
Gain Year 2019 2020 2018 2020
Maximum Loss -19.34% -16.72% -6.51% -14.61%
Loss Year 2020 2022 2022 2018
Based on the past 12 years (2014-2025)

Half-Year Seasonality for
iShares MSCI USA Quality Factor ETF (QUAL)
Overview Winter Season
Oct. - Mar.
Summer Season
Apr. - Sep.
First HY
Jan. - Jun.
Second HY
Jul. - Dec.
Success Rate 80.00% 75.00% 79.17% 76.00%
Median Return 5.27% 3.23% 3.20% 4.81%
Average Return 4.31% 4.37% 3.19% 5.90%
Maximum Gain 15.82% 18.80% 18.80% 12.42%
Gain Year 2019 2020 2020 2020
Maximum Loss -19.34% -16.72% -19.34% -14.61%
Loss Year 2020 2022 2020 2018
Based on the past 12 years (2014-2025)