iShares MSCI Intl Small-Cap Multifactor ETF (ISCF)
ISCF is a passive ETF by iShares tracking the investment results of the MSCI World exUSA SmallCap Diversified Multi-Factor. ISCF launched on Apr 28, 2015 and has a 0.40% expense ratio.
ETF Info
ISIN | US46434V2667 |
---|---|
CUSIP | 46434V266 |
Issuer | iShares |
Inception Date | Apr 28, 2015 |
Region | Developed Markets (Broad) |
Category | Foreign Small & Mid Cap Equities |
Index Tracked | MSCI World exUSA SmallCap Diversified Multi-Factor |
Asset Class | Equity |
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.
Share Price Chart
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Compare to other instruments
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.
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.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 2.71% | 10.04% |
1 month | 3.68% | 3.53% |
6 months | 15.12% | 22.79% |
1 year | 14.22% | 32.16% |
5 years (annualized) | 6.27% | 13.15% |
10 years (annualized) | N/A | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
iShares MSCI Intl Small-Cap Multifactor ETF | 1.04 | ||||
S&P 500 | 2.76 |
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.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
---|---|---|---|---|---|---|---|---|---|---|
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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, 2018 | 541 | Mar 23, 2020 | 179 | Dec 4, 2020 | 720 |
-30.7% | Sep 7, 2021 | 267 | Sep 27, 2022 | — | — | — |
-17.18% | Jul 10, 2015 | 92 | Feb 12, 2016 | 96 | Sep 26, 2016 | 188 |
-7.97% | Sep 29, 2016 | 42 | Dec 16, 2016 | 24 | Feb 3, 2017 | 66 |
-6.17% | May 26, 2015 | 23 | Jul 8, 2015 | 1 | Jul 9, 2015 | 24 |
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.