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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iShares MSCI EAFE Small-Cap 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 MSCI EAFE Small-Cap ETF (SCZ) has returned 1.14% so far this year and 27.73% over the past 12 months. Over the last ten years, SCZ has returned 7.69% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
iShares MSCI EAFE Small-Cap ETF
- 1D
- 3.06%
- 1M
- -8.53%
- YTD
- 1.14%
- 6M
- 4.20%
- 1Y
- 27.73%
- 3Y*
- 13.29%
- 5Y*
- 4.46%
- 10Y*
- 7.69%
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
Based on dividend-adjusted daily data since Dec 12, 2007, SCZ's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, your investment would double in approximately 10.2 years.
Historically, 59% of months were positive and 41% were negative. The best month was May 2009 with a return of +15.9%, while the worst month was Oct 2008 at -23.8%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.
On a daily basis, SCZ closed higher 53% of trading days. The best single day was Oct 28, 2008 with a return of +14.0%, while the worst single day was Mar 12, 2020 at -11.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.47% | 4.83% | -8.53% | 1.14% | |||||||||
| 2025 | 2.98% | 0.51% | 1.03% | 4.67% | 6.21% | 4.46% | -0.37% | 4.36% | 1.52% | -0.66% | 1.65% | 2.03% | 32.08% |
| 2024 | -2.57% | 1.56% | 3.40% | -3.41% | 5.49% | -3.11% | 5.11% | 1.87% | 2.58% | -6.26% | 0.82% | -3.17% | 1.52% |
| 2023 | 8.25% | -3.14% | 0.49% | 2.23% | -4.36% | 3.07% | 3.93% | -3.46% | -4.58% | -4.71% | 8.83% | 7.15% | 12.98% |
| 2022 | -6.09% | -2.96% | -0.41% | -6.99% | 0.47% | -10.28% | 6.63% | -5.89% | -10.95% | 4.43% | 11.90% | -0.91% | -21.27% |
| 2021 | -0.38% | 3.10% | 2.34% | 3.79% | 2.11% | -1.68% | 1.73% | 2.81% | -4.06% | 2.47% | -5.68% | 3.68% | 10.12% |
Benchmark Metrics
iShares MSCI EAFE Small-Cap ETF has an annualized alpha of -1.53%, beta of 0.87, and R² of 0.69 versus S&P 500 Index. Calculated based on daily prices since December 13, 2007.
- This ETF participated in 106.28% of S&P 500 Index downside but only 92.34% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.87 and R² of 0.69, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -1.53%
- Beta
- 0.87
- R²
- 0.69
- Upside Capture
- 92.34%
- Downside Capture
- 106.28%
Expense Ratio
SCZ has an expense ratio of 0.40%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SCZ ranks 82 for risk / return — in the top 82% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares MSCI EAFE Small-Cap ETF (SCZ) and compare them to a chosen benchmark (S&P 500 Index).
| SCZ | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 0.90 | +0.81 |
Sortino ratioReturn per unit of downside risk | 2.31 | 1.39 | +0.92 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.21 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.29 | 1.40 | +0.89 |
Martin ratioReturn relative to average drawdown | 9.00 | 6.61 | +2.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore SCZ risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
iShares MSCI EAFE Small-Cap ETF provided a 3.26% dividend yield over the last twelve months, with an annual payout of $2.56 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.56 | $2.56 | $2.13 | $1.83 | $1.13 | $2.16 | $1.04 | $2.19 | $1.45 | $1.54 | $1.41 | $1.03 |
Dividend yield | 3.26% | 3.30% | 3.50% | 2.96% | 1.99% | 2.96% | 1.52% | 3.52% | 2.79% | 2.38% | 2.82% | 2.06% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares MSCI EAFE Small-Cap 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.06 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.50 | $2.56 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.90 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.23 | $2.13 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.83 | $1.83 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.13 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.13 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.71 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.45 | $2.16 |
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 MSCI EAFE Small-Cap 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 EAFE Small-Cap ETF was 61.86%, occurring on Mar 9, 2009. Recovery took 1030 trading sessions.
The current iShares MSCI EAFE Small-Cap ETF drawdown is 8.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.86% | Dec 14, 2007 | 309 | Mar 9, 2009 | 1030 | Apr 11, 2013 | 1339 |
| -41.07% | Jan 29, 2018 | 541 | Mar 23, 2020 | 171 | Nov 23, 2020 | 712 |
| -36.87% | Sep 7, 2021 | 278 | Oct 12, 2022 | 660 | Jun 2, 2025 | 938 |
| -17.42% | May 18, 2015 | 187 | Feb 11, 2016 | 143 | Sep 6, 2016 | 330 |
| -16.12% | Jul 7, 2014 | 73 | Oct 16, 2014 | 143 | May 13, 2015 | 216 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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