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iShares MSCI EAFE Small-Cap ETF (SCZ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642882736
CUSIP464288273
IssueriShares
Inception DateDec 10, 2007
RegionDeveloped Markets (EAFE)
CategoryForeign Small & Mid Cap Equities
Index TrackedMSCI EAFE Small Cap Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

SCZ has a high expense ratio of 0.40%, indicating higher-than-average management fees.


Expense ratio chart for SCZ: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares MSCI EAFE Small-Cap ETF

Popular comparisons: SCZ vs. VSS, SCZ vs. IEFA, SCZ vs. VPL, SCZ vs. IDEV, SCZ vs. AVDV, SCZ vs. VWO, SCZ vs. IWM, SCZ vs. VOO, SCZ vs. HDV, SCZ vs. VXUS

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.


100.00%150.00%200.00%250.00%December2024FebruaryMarchAprilMay
91.96%
256.33%
SCZ (iShares MSCI EAFE Small-Cap ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares MSCI EAFE Small-Cap ETF had a return of 3.80% year-to-date (YTD) and 9.08% in the last 12 months. Over the past 10 years, iShares MSCI EAFE Small-Cap ETF had an annualized return of 4.99%, while the S&P 500 had an annualized return of 10.90%, indicating that iShares MSCI EAFE Small-Cap ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date3.80%11.05%
1 month6.11%4.86%
6 months13.94%17.50%
1 year9.08%27.37%
5 years (annualized)5.12%13.14%
10 years (annualized)4.99%10.90%

Monthly Returns

The table below presents the monthly returns of SCZ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.57%1.56%3.40%-3.41%3.80%
20238.25%-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%10.11%
2020-3.81%-8.93%-17.83%9.57%8.08%2.03%2.69%7.36%-0.20%-3.46%12.94%7.07%11.71%
20198.09%2.04%0.51%3.26%-5.67%4.29%-1.50%-1.68%2.95%4.11%2.40%4.17%24.68%
20185.19%-3.82%-0.11%0.66%-0.98%-2.30%1.18%-1.18%-0.72%-9.68%-0.04%-6.64%-17.64%
20173.83%2.03%2.54%4.21%3.28%0.60%3.41%0.72%2.92%1.68%0.92%2.59%32.71%
2016-6.25%-1.71%8.19%1.18%1.77%-4.63%5.18%0.18%3.07%-2.88%-2.53%1.95%2.62%
20150.28%6.96%-1.26%4.29%1.71%-1.64%0.86%-4.66%-2.63%4.92%0.68%-0.15%9.11%
2014-2.77%6.39%-1.02%-0.34%1.13%1.71%-3.31%0.20%-5.40%0.08%-1.34%-1.10%-6.06%
20134.25%1.32%2.23%3.57%-4.00%-2.74%7.01%-0.67%8.82%2.99%0.30%3.10%28.64%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SCZ is 27, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of SCZ is 2727
SCZ (iShares MSCI EAFE Small-Cap ETF)
The Sharpe Ratio Rank of SCZ is 2929Sharpe Ratio Rank
The Sortino Ratio Rank of SCZ is 2929Sortino Ratio Rank
The Omega Ratio Rank of SCZ is 2727Omega Ratio Rank
The Calmar Ratio Rank of SCZ is 2626Calmar Ratio Rank
The Martin Ratio Rank of SCZ is 2626Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares MSCI EAFE Small-Cap ETF (SCZ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SCZ
Sharpe ratio
The chart of Sharpe ratio for SCZ, currently valued at 0.69, compared to the broader market0.002.004.000.69
Sortino ratio
The chart of Sortino ratio for SCZ, currently valued at 1.08, compared to the broader market-2.000.002.004.006.008.0010.001.08
Omega ratio
The chart of Omega ratio for SCZ, currently valued at 1.12, compared to the broader market0.501.001.502.002.501.12
Calmar ratio
The chart of Calmar ratio for SCZ, currently valued at 0.32, compared to the broader market0.005.0010.0015.000.32
Martin ratio
The chart of Martin ratio for SCZ, currently valued at 1.81, compared to the broader market0.0020.0040.0060.0080.001.81
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.49, compared to the broader market0.002.004.002.49
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market-2.000.002.004.006.008.0010.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.501.001.502.002.501.43
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.03, compared to the broader market0.005.0010.0015.002.03
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.57, compared to the broader market0.0020.0040.0060.0080.009.57

Sharpe Ratio

The current iShares MSCI EAFE Small-Cap ETF Sharpe ratio is 0.69. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares MSCI EAFE Small-Cap ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.69
2.49
SCZ (iShares MSCI EAFE Small-Cap ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI EAFE Small-Cap ETF granted a 2.85% dividend yield in the last twelve months. The annual payout for that period amounted to $1.83 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.83$1.83$1.13$2.16$1.04$2.19$1.44$1.53$1.41$1.03$1.22$1.22

Dividend yield

2.85%2.96%1.99%2.96%1.52%3.51%2.79%2.38%2.82%2.06%2.61%2.39%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00
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
2020$0.00$0.00$0.00$0.00$0.00$0.54$0.00$0.00$0.00$0.00$0.00$0.50$1.04
2019$0.00$0.00$0.00$0.00$0.00$0.93$0.00$0.00$0.00$0.00$0.00$1.26$2.19
2018$0.00$0.00$0.00$0.00$0.00$0.76$0.00$0.00$0.00$0.00$0.00$0.68$1.44
2017$0.00$0.00$0.00$0.00$0.00$0.78$0.00$0.00$0.00$0.00$0.00$0.75$1.53
2016$0.00$0.00$0.00$0.00$0.00$0.68$0.00$0.00$0.00$0.00$0.00$0.73$1.41
2015$0.00$0.00$0.00$0.00$0.00$0.60$0.00$0.00$0.00$0.00$0.00$0.43$1.03
2014$0.00$0.00$0.00$0.00$0.00$0.58$0.00$0.00$0.00$0.00$0.00$0.64$1.22
2013$0.57$0.00$0.00$0.00$0.00$0.00$0.65$1.22

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-12.95%
-0.21%
SCZ (iShares MSCI EAFE Small-Cap ETF)
Benchmark (^GSPC)

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 12.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.86%Dec 14, 2007309Mar 9, 20091030Apr 11, 20131339
-41.07%Jan 29, 2018541Mar 23, 2020171Nov 23, 2020712
-36.87%Sep 7, 2021278Oct 12, 2022
-17.42%May 18, 2015187Feb 11, 2016143Sep 6, 2016330
-16.12%Jul 7, 201473Oct 16, 2014143May 13, 2015216

Volatility

Volatility Chart

The current iShares MSCI EAFE Small-Cap ETF volatility is 3.48%, 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.


2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
3.48%
3.40%
SCZ (iShares MSCI EAFE Small-Cap ETF)
Benchmark (^GSPC)