Sortino ratio is not yet available for ISZE. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares iShares Edge MSCI Intl Size Factor ETF's Sortino Ratio with other ETFs in the Foreign Large Cap Equities category across multiple time periods, showing how ISZE's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| VIDI | Vident International Equity Fund | 4.50 | |||
| PATN | Pacer Nasdaq International Patent Leaders ETF | 4.35 | |||
| KEMX | KraneShares MSCI Emerging Markets ex China Index ETF | 4.31 | |||
| JIVE | Jpmorgan International Value ETF | 3.91 | |||
| DBAW | Xtrackers MSCI All World ex US Hedged Equity ETF | 3.90 | |||
| FNDF | Schwab Fundamental International Large Company Index ETF | 3.89 | |||
| GMOI | GMO International Value ETF | 3.86 | |||
| FDT | First Trust Developed Markets ex-US AlphaDEX Fund | 3.85 | |||
| EFAS | Global X MSCI SuperDividend® EAFE ETF | 3.83 | |||
| PXF | Invesco FTSE RAFI Developed Markets ex-U.S. ETF | 3.83 | |||
| ISZE | iShares Edge MSCI Intl Size Factor ETF | — |
Historical Sortino Ratio
The chart shows ISZE's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when ISZE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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