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iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ)

ETF · Currency in USD · Last updated Aug 11, 2022

HSCZ is a passive ETF by iShares tracking the investment results of the MSCI EAFE Small-Cap 100% Hedged to USD Index. HSCZ launched on Jun 29, 2015 and has a 0.43% expense ratio.

ETF Info

ISINUS46435G8399
CUSIP46435G839
IssueriShares
Inception DateJun 29, 2015
RegionDeveloped Markets (EAFE)
CategoryForeign Small & Mid Cap Equities
Expense Ratio0.43%
Index TrackedMSCI EAFE Small-Cap 100% Hedged to USD Index
ETF Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Trading Data

Previous Close$33.04
Year Range$30.11 - $36.90
EMA (50)$32.00
EMA (200)$33.39
Average Volume$11.51K

HSCZShare Price Chart


Chart placeholderClick Calculate to get results

HSCZPerformance

The chart shows the growth of $10,000 invested in iShares Currency Hedged MSCI EAFE Small Cap ETF in Jul 2015 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $16,811 for a total return of roughly 68.11%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%MarchAprilMayJuneJulyAugust
-2.36%
-4.35%
HSCZ (iShares Currency Hedged MSCI EAFE Small Cap ETF)
Benchmark (^GSPC)

HSCZReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M5.98%7.97%
6M-3.39%-6.88%
YTD-8.48%-11.66%
1Y-7.16%-5.01%
5Y6.91%12.08%
10Y8.84%9.06%

HSCZMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-5.05%-2.93%1.39%-1.95%-0.29%-6.87%6.52%0.99%
20210.59%3.61%4.71%1.95%1.31%0.33%1.56%3.30%-2.62%2.23%-3.90%3.73%
2020-2.69%-8.22%-16.74%9.69%8.09%1.10%-1.46%6.54%1.48%-3.46%10.55%4.97%
20197.74%3.31%1.18%4.05%-5.65%3.27%1.10%-1.71%3.46%2.59%3.48%2.48%
20181.63%-1.47%-2.41%3.99%0.39%-0.96%1.40%-0.37%-0.05%-8.00%-0.49%-7.90%
20170.85%2.95%2.11%3.08%2.57%-0.14%0.76%1.21%3.42%3.21%-0.07%2.26%
2016-5.24%-2.64%3.80%-0.76%4.54%-6.23%4.92%1.67%1.93%1.17%1.05%3.25%
20150.44%-4.36%-4.26%6.93%2.91%-0.91%

HSCZSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iShares Currency Hedged MSCI EAFE Small Cap ETF Sharpe ratio is -0.49. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.49
-0.25
HSCZ (iShares Currency Hedged MSCI EAFE Small Cap ETF)
Benchmark (^GSPC)

HSCZDividend History

iShares Currency Hedged MSCI EAFE Small Cap ETF granted a 4.03% dividend yield in the last twelve months. The annual payout for that period amounted to $1.33 per share.


PeriodTTM2021202020192018201720162015
Dividend$1.33$1.07$0.47$1.39$1.55$0.78$0.66$0.43

Dividend yield

4.03%2.95%1.53%4.81%6.87%2.97%3.12%2.18%

HSCZDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-10.47%
-12.22%
HSCZ (iShares Currency Hedged MSCI EAFE Small Cap ETF)
Benchmark (^GSPC)

HSCZWorst Drawdowns

The table below shows the maximum drawdowns of the iShares Currency Hedged MSCI EAFE Small Cap ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the iShares Currency Hedged MSCI EAFE Small Cap ETF is 34.89%, recorded on Mar 16, 2020. It took 176 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.89%Feb 13, 202022Mar 16, 2020176Nov 23, 2020198
-20.67%May 23, 2018146Dec 24, 2018216Nov 1, 2019362
-18.41%Sep 8, 2021196Jun 16, 2022
-17.04%Jul 21, 201597Feb 11, 201677Oct 3, 2016174
-7.84%Jan 25, 201810Feb 8, 201840May 10, 201850
-4.24%Jan 21, 20209Jan 31, 20208Feb 12, 202017
-3.96%Apr 19, 202118May 12, 202113Jun 1, 202131
-3.54%Jul 13, 20215Jul 19, 20214Jul 23, 20219
-3.16%Nov 9, 20174Nov 15, 201715Dec 18, 201719
-2.98%Oct 25, 20167Nov 11, 20168Nov 30, 201615

HSCZVolatility Chart

Current iShares Currency Hedged MSCI EAFE Small Cap ETF volatility is 15.22%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%MarchAprilMayJuneJulyAugust
15.22%
16.23%
HSCZ (iShares Currency Hedged MSCI EAFE Small Cap ETF)
Benchmark (^GSPC)