iShares Edge MSCI Intl Size Factor ETF (ISZE)
ISZE is a passive ETF by iShares tracking the investment results of the MSCI World ex USA Risk Weighted Index. ISZE launched on Jun 16, 2015 and has a 0.30% expense ratio.
ETF Info
ISIN | US46435G5080 |
---|---|
CUSIP | 46435G508 |
Issuer | iShares |
Inception Date | Jun 16, 2015 |
Region | Developed Markets (Broad) |
Category | Foreign Large Cap Equities |
Index Tracked | MSCI World ex USA Risk Weighted Index |
Home Page | www.ishares.com |
Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
The iShares Edge MSCI Intl Size Factor ETF has a high expense ratio of 0.30%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
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Popular comparisons: ISZE vs. SPHD
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iShares Edge MSCI Intl Size Factor 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 Edge MSCI Intl Size Factor ETF had a return of 0.35% year-to-date (YTD) and 6.59% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 0.35% | 6.33% |
1 month | -1.66% | -2.81% |
6 months | 16.61% | 21.13% |
1 year | 6.59% | 24.56% |
5 years (annualized) | 3.80% | 11.55% |
10 years (annualized) | N/A | 10.55% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -1.92% | 1.51% | 3.10% | |||||||||
2023 | -4.15% | -3.91% | 8.35% | 6.04% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
iShares Edge MSCI Intl Size Factor ETF(ISZE)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares Edge MSCI Intl Size Factor ETF (ISZE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
iShares Edge MSCI Intl Size Factor ETF granted a 6.61% dividend yield in the last twelve months. The annual payout for that period amounted to $1.72 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
---|---|---|---|---|---|---|---|---|---|---|
Dividend | $1.72 | $1.72 | $0.65 | $2.48 | $0.41 | $0.63 | $0.72 | $0.94 | $0.74 | $0.24 |
Dividend yield | 6.61% | 6.63% | 2.72% | 8.48% | 1.39% | 2.24% | 3.04% | 3.33% | 3.18% | 1.09% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares Edge MSCI Intl Size Factor 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 | $0.00 | |||||||||
2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.61 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.11 |
2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 |
2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.05 |
2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 |
2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 |
2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 |
2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.60 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 |
2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 |
2015 | $0.24 |
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 Edge MSCI Intl Size Factor 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 Edge MSCI Intl Size Factor ETF was 35.58%, occurring on Mar 23, 2020. Recovery took 170 trading sessions.
The current iShares Edge MSCI Intl Size Factor ETF drawdown is 6.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-35.58% | Jan 21, 2020 | 44 | Mar 23, 2020 | 170 | Nov 20, 2020 | 214 |
-31.32% | Sep 7, 2021 | 276 | Oct 12, 2022 | — | — | — |
-20.32% | Jan 29, 2018 | 104 | Dec 24, 2018 | 257 | Jan 2, 2020 | 361 |
-11.52% | Sep 29, 2015 | 1 | Sep 29, 2015 | 12 | Sep 2, 2016 | 13 |
-5.91% | Sep 30, 2016 | 4 | Nov 30, 2016 | 4 | Feb 15, 2017 | 8 |
Volatility
Volatility Chart
The current iShares Edge MSCI Intl Size Factor ETF volatility is 3.45%, 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.