iShares MSCI USA Quality GARP ETF

10-Year Study

GARP.US · · US · ETF

Executive Summary: iShares MSCI USA Quality GARP ETF has compounded at 19.6% annually over the last 10 years, with a maximum drawdown of 28.5% and an annualized volatility of 16.2%.

1Y CAGR
+28.6%
3Y CAGR
+29.2%
5Y CAGR
+17.3%
10Y CAGR
+19.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
28.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.86
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +42.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -26.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.1-2.3-5.911.7————————4.9%
20253.6-4.3-8.52.29.16.31.71.65.44.9-1.70.721.5%
20244.18.03.1-5.28.26.4-1.31.72.6-2.27.30.537.4%
20238.6-0.15.30.43.47.52.2-0.7-4.2-0.911.44.542.9%
2022-8.8-3.63.0-10.8-1.8-8.413.2-4.6-9.06.64.1-7.7-26.7%
20210.9-0.72.15.3-0.55.53.34.4-6.38.31.42.028.0%
2020—-8.4-9.615.16.14.55.88.1-3.2-4.910.75.930.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 16.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 102.8% of variance. Idiosyncratic stock-specific factors contribute 2.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-01-0110000
2020-02-019159.53214070042
2020-03-018278.33431125235
2020-04-019531.969386138106
2020-05-0110108.741739439543
2020-06-0110560.754468090574
2020-07-0111169.219963253088
2020-08-0112076.928677582242
2020-09-0111694.169746754666
2020-10-0111126.177250320145
2020-11-0112321.26566990308
2020-12-0113042.541618662977
2021-01-0113158.906843577211
2021-02-0113061.471846639457
2021-03-0113338.44420936318
2021-04-0114045.929358556503
2021-05-0113977.532132134704
2021-06-0114752.429450637932
2021-07-0115232.966006963927
2021-08-0115901.22018596165
2021-09-0114895.691017563997
2021-10-0116135.835092873756
2021-11-0116362.141257189845
2021-12-0116692.777818226983
2022-01-0115229.325578506909
2022-02-0114686.302138430505
2022-03-0115130.305924476097
2022-04-0113497.937804350526
2022-05-0113251.887669226388
2022-06-0112143.912561191319
2022-07-0113743.002882362767
2022-08-0113113.080273588906
2022-09-0111928.82748223685
2022-10-0112719.357228820201
2022-11-0113246.062983695163
2022-12-0112228.584644244482
2023-01-0113274.458325659882
2023-02-0113256.770126215795
2023-03-0113961.38576121359
2023-04-0114018.818873694263
2023-05-0114497.0426872358
2023-06-0115590.713052863302
2023-07-0115930.129470767359
2023-08-0115824.171588383178
2023-09-0115156.260037946113
2023-10-0115014.92575667376
2023-11-0116721.430131612196
2023-12-0117469.55959381384
2024-01-0118187.880371238047
2024-02-0119637.28483997105
2024-03-0120246.82104938562
2024-04-0119200.47625369932
2024-05-0120774.25488995199
2024-06-0122095.98739126897
2024-07-0121802.311886213054
2024-08-0122176.89056015487
2024-09-0122760.986598940417
2024-10-0122266.530757337605
2024-11-0123890.932763427827
2024-12-0124006.355759800248
2025-01-0124872.734903999757
2025-02-0123805.78956610376
2025-03-0121793.746172196552
2025-04-0122269.186128682722
2025-05-0124285.51237959818
2025-06-0125811.83696019941
2025-07-0126243.5917752014
2025-08-0126653.97513373221
2025-09-0128085.9912030117
2025-10-0129459.503445558465
2025-11-0128958.88028986376
2025-12-0129166.25622620337
2026-01-0129787.270492400068
2026-02-0129106.296228087827
2026-03-0127397.43628179486
2026-04-0130592.447609951647
Annual Return Matrix
YearAnnual Return
20210.27987153932794584
2022-0.2674326120310552
20230.4285839369019766
20240.3741820811728509
20250.21493893192417057
20260.04889867841409701
Total Factor Risk
0.16193445229084916
VTI.US Exposure
1.0278863309043038
VEA.US Exposure
-0.0022732181998921888
VWO.US Exposure
-0.025611352657803243
QQQ.US Exposure
0.07089493956334894
VTV.US Exposure
-0.10964187378467373
IJR.US Exposure
-0.050340603047289594
QUAL.US Exposure
0.09436391875154937
SHV.US Exposure
0.03190768210125095
TLT.US Exposure
0.03881597437549724
LQD.US Exposure
-0.029001986561860486
HYG.US Exposure
-0.030847152103926346
GLD.US Exposure
0.0025395546265831806
USO.US Exposure
-0.001081812042339295
VNQ.US Exposure
-0.028506722566044675
BTC-USD.CC Exposure
0.001327347205536463
CPER.US Exposure
-0.00257404698897548
VIX.INDX Exposure
-0.0017898809337271457
UUP.US Exposure
-0.0040667327312677365
TIP.US Exposure
-0.0020732087207273953
Idiosyncratic Exposure
0.020072842810457098
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$17
Avg Yield on Cost
0.17%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$17.130.17%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI USA Quality GARP ETF a high-risk investment?

iShares MSCI USA Quality GARP ETF (GARP.US) has an annualized volatility of 16.2% and experienced a maximum drawdown of 28.5% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of GARP.US?

Over the past 10 years, GARP.US has generated a Compound Annual Growth Rate (CAGR) of 19.6%. It has had a positive return in 83% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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