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
US46435G5080
46435G508
Jun 16, 2015
Developed Markets (Broad)
1x
MSCI World ex USA Risk Weighted Index
Large-Cap
Blend
Expense Ratio
ISZE features an expense ratio of 0.30%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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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.
Returns By Period
ISZE
N/A
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^GSPC (Benchmark)
4.22%
2.22%
9.51%
22.46%
12.74%
11.29%
Monthly Returns
The table below presents the monthly returns of ISZE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.00% | 0.00% | 0.00% | ||||||||||
| 2022 | 0.00% | 0.00% | 0.00% | ||||||||||
| 2021 | 0.00% | 0.00% | 0.00% | ||||||||||
| 2020 | 0.00% | 0.00% | 0.00% | ||||||||||
| 2019 | 0.00% | 0.00% | 0.00% | ||||||||||
| 2018 | 0.00% | 0.00% | 0.00% | ||||||||||
| 2017 | -7.06% | -7.60% | 76.92% | 114.99% | 76.43% | 59.94% | 10.06% | 60.01% | -25.95% | 5.95% | 58.44% | 12.08% | 2,161.56% |
| 2016 | 30.97% | 30.97% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ISZE is 16, meaning it’s performing worse than 84% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
Not enough dataDividends
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 $0.48 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.48 | $1.72 | $0.52 | $0.41 | $0.41 | $0.63 | $0.10 | $0.21 | $0.74 | $0.03 |
Dividend yield | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.21% | 16.95% | 0.00% |
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 | $0.48 | $0.48 | |||||||||||
| 2023 | $0.61 | $1.11 | $1.72 | ||||||||||
| 2022 | $0.50 | $0.02 | $0.52 | ||||||||||
| 2021 | $0.07 | $0.34 | $0.41 | ||||||||||
| 2020 | $0.14 | $0.27 | $0.41 | ||||||||||
| 2019 | $0.46 | $0.17 | $0.63 | ||||||||||
| 2018 | $0.08 | $0.02 | $0.10 | ||||||||||
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.21 |
| 2016 | $0.41 | $0.34 | $0.74 | ||||||||||
| 2015 | $0.03 | $0.03 |
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.
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 51.67%, occurring on Sep 14, 2017. Recovery took 52 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.67% | Sep 4, 2017 | 8 | Sep 14, 2017 | 52 | Nov 27, 2017 | 60 |
| -31.06% | May 25, 2017 | 2 | May 26, 2017 | 15 | Jun 16, 2017 | 17 |
| -30.52% | May 10, 2017 | 5 | May 16, 2017 | 6 | May 24, 2017 | 11 |
| -26.15% | Jul 5, 2017 | 11 | Jul 19, 2017 | 13 | Aug 28, 2017 | 24 |
| -23.35% | Jan 5, 2017 | 15 | Jan 25, 2017 | 43 | Mar 30, 2017 | 58 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.