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iShares MSCI Intl Small-Cap Multifactor ETF (ISCF)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS46434V2667
CUSIP46434V266
IssueriShares
Inception DateApr 28, 2015
RegionDeveloped Markets (Broad)
CategoryForeign Small & Mid Cap Equities
Index TrackedMSCI World exUSA SmallCap Diversified Multi-Factor
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The iShares MSCI Intl Small-Cap Multifactor ETF has a high expense ratio of 0.40%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.40%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with ISCF

iShares MSCI Intl Small-Cap Multifactor ETF

Popular comparisons: ISCF vs. VSS, ISCF vs. SPY, ISCF vs. ISVL, ISCF vs. HSCZ, ISCF vs. VXUS, ISCF vs. AVDV

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI Intl Small-Cap Multifactor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%140.00%OctoberNovemberDecember2024FebruaryMarch
68.85%
148.95%
ISCF (iShares MSCI Intl Small-Cap Multifactor ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares MSCI Intl Small-Cap Multifactor ETF had a return of 2.71% year-to-date (YTD) and 14.22% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date2.71%10.04%
1 month3.68%3.53%
6 months15.12%22.79%
1 year14.22%32.16%
5 years (annualized)6.27%13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.21%1.37%
2023-3.55%-4.49%-4.38%8.14%7.48%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ISCF
iShares MSCI Intl Small-Cap Multifactor ETF
1.04
^GSPC
S&P 500
2.76

Sharpe Ratio

The current iShares MSCI Intl Small-Cap Multifactor ETF Sharpe ratio is 1.04. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.04
2.76
ISCF (iShares MSCI Intl Small-Cap Multifactor ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Intl Small-Cap Multifactor ETF granted a 3.83% dividend yield in the last twelve months. The annual payout for that period amounted to $1.27 per share.


PeriodTTM202320222021202020192018201720162015
Dividend$1.27$1.27$0.82$1.42$0.77$0.91$0.55$0.64$0.69$0.36

Dividend yield

3.83%3.94%2.73%3.93%2.30%2.87%2.14%1.97%2.89%1.46%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Intl Small-Cap Multifactor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.53$0.00$0.00$0.00$0.00$0.00$0.73
2022$0.00$0.00$0.00$0.00$0.00$0.50$0.00$0.00$0.00$0.00$0.00$0.32
2021$0.00$0.00$0.00$0.00$0.00$0.42$0.00$0.00$0.00$0.00$0.00$1.00
2020$0.00$0.00$0.00$0.00$0.00$0.29$0.00$0.00$0.00$0.00$0.00$0.48
2019$0.00$0.00$0.00$0.00$0.00$0.40$0.00$0.00$0.00$0.00$0.00$0.51
2018$0.00$0.00$0.00$0.00$0.00$0.30$0.00$0.00$0.00$0.00$0.00$0.25
2017$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.00$0.00$0.00$0.38
2016$0.00$0.00$0.00$0.00$0.00$0.30$0.00$0.00$0.00$0.00$0.00$0.40
2015$0.12$0.00$0.00$0.00$0.00$0.00$0.25

Drawdowns

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-6.73%
0
ISCF (iShares MSCI Intl Small-Cap Multifactor ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Intl Small-Cap Multifactor ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares MSCI Intl Small-Cap Multifactor ETF was 40.79%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.

The current iShares MSCI Intl Small-Cap Multifactor ETF drawdown is 6.73%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.79%Jan 29, 2018541Mar 23, 2020179Dec 4, 2020720
-30.7%Sep 7, 2021267Sep 27, 2022
-17.18%Jul 10, 201592Feb 12, 201696Sep 26, 2016188
-7.97%Sep 29, 201642Dec 16, 201624Feb 3, 201766
-6.17%May 26, 201523Jul 8, 20151Jul 9, 201524

Volatility

Volatility Chart

The current iShares MSCI Intl Small-Cap Multifactor ETF volatility is 2.75%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
2.75%
2.82%
ISCF (iShares MSCI Intl Small-Cap Multifactor ETF)
Benchmark (^GSPC)