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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.
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Returns By Period
iShares Edge MSCI Intl Size Factor ETF
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.92% | 1.51% | 3.10% | -2.91% | 4.37% | -2.63% | 3.98% | -5.15% | -0.11% | ||||
| 2023 | 8.26% | -2.98% | 2.06% | 2.91% | -4.60% | 3.89% | 3.94% | -3.93% | -4.15% | -3.91% | 8.35% | 6.04% | 15.54% |
| 2022 | -3.78% | -2.09% | -0.20% | -6.69% | 1.53% | -8.83% | 5.59% | -5.68% | -10.07% | 4.68% | 13.32% | -2.28% | -15.70% |
| 2021 | 0.16% | 2.16% | 2.81% | 2.08% | 3.13% | -1.60% | 0.43% | 1.41% | -2.98% | 2.30% | -4.97% | 3.32% | 8.17% |
| 2020 | -3.19% | -8.68% | -16.23% | 7.65% | 6.57% | 1.75% | 1.11% | 7.80% | -1.98% | -4.34% | 14.79% | 4.59% | 6.07% |
| 2019 | 8.04% | 1.72% | 0.38% | 2.63% | -5.67% | 5.63% | -1.99% | -1.88% | 3.51% | 3.37% | 1.67% | 2.67% | 21.17% |
Benchmark Metrics
iShares Edge MSCI Intl Size Factor ETF has an annualized alpha of -1.65%, beta of 0.60, and R² of 0.44 versus S&P 500 Index. Calculated based on daily prices since July 08, 2015.
- This ETF participated in 97.82% of S&P 500 Index downside but only 71.83% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.60 may look defensive, but with R² of 0.44 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.44 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -1.65%
- Beta
- 0.60
- R²
- 0.44
- Upside Capture
- 71.83%
- Downside Capture
- 97.82%
Expense Ratio
ISZE has an expense ratio of 0.30%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares Edge MSCI Intl Size Factor ETF (ISZE) and compare them to a chosen benchmark (S&P 500 Index).
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
Dividends
Dividend History
iShares Edge MSCI Intl Size Factor ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $1.72 | $0.65 | $2.48 | $0.41 | $0.63 | $0.72 | $0.94 | $0.74 | $0.24 |
Dividend yield | 0.00% | 6.63% | 2.72% | 8.47% | 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.48 | $0.00 | $0.00 | $0.48 | ||||
| 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 | $1.72 |
| 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 | $0.65 |
| 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 | $2.48 |
| 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 | $0.41 |
| 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 | $0.63 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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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 35.59%, occurring on Mar 23, 2020. Recovery took 170 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.59% | Jan 21, 2020 | 44 | Mar 23, 2020 | 170 | Nov 20, 2020 | 214 |
| -31.32% | Sep 7, 2021 | 278 | Oct 12, 2022 | — | — | — |
| -20.31% | Jan 29, 2018 | 229 | Dec 24, 2018 | 257 | Jan 2, 2020 | 486 |
| -11.55% | Sep 29, 2015 | 91 | Feb 8, 2016 | 128 | Aug 10, 2016 | 219 |
| -5.91% | Sep 30, 2016 | 43 | Nov 30, 2016 | 52 | Feb 15, 2017 | 95 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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