Strategy Note /
Global

Oh, Quality, Where Art Thou?

    FactorResearch
    18 January 2021
    Published byFactorResearch
    1. Quality and quality income ETFs have underperformed the S&P 500 since 2005
    2. The most recent underperformance is explained by an underweight to technology stocks
    3. However, more importantly, quality ETFs have not reduced drawdowns during stock market crashes