iShares MSCI EAFE Small-Cap ETF (SCZ)
SCZ is a passive ETF by iShares tracking the investment results of the MSCI EAFE Small Cap Index. SCZ launched on Dec 10, 2007 and has a 0.40% expense ratio.
ETF Info
ISIN | US4642882736 |
---|---|
CUSIP | 464288273 |
Issuer | iShares |
Inception Date | Dec 10, 2007 |
Region | Developed Markets (EAFE) |
Category | Foreign Small & Mid Cap Equities |
Index Tracked | MSCI EAFE Small Cap Index |
ETF Home Page | www.ishares.com |
Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
The iShares MSCI EAFE Small-Cap ETF has a high expense ratio of 0.40%, indicating higher-than-average management fees.
Share Price Chart
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Performance
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.
Compare to other instruments
Popular comparisons: SCZ vs. VSS, SCZ vs. IEFA, SCZ vs. VPL, SCZ vs. VWO, SCZ vs. IDEV, SCZ vs. AVDV, SCZ vs. IWM, SCZ vs. VOO, SCZ vs. HDV, SCZ vs. VXUS
Return
iShares MSCI EAFE Small-Cap ETF had a return of 5.97% year-to-date (YTD) and -0.92% in the last 12 months. Over the past 10 years, iShares MSCI EAFE Small-Cap ETF had an annualized return of 5.98%, while the S&P 500 had an annualized return of 10.30%, indicating that iShares MSCI EAFE Small-Cap ETF did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
1 month | -0.78% | 5.45% |
Year-To-Date | 5.97% | 11.53% |
6 months | 3.62% | 5.17% |
1 year | -0.92% | 4.23% |
5 years (annualized) | 0.67% | 9.30% |
10 years (annualized) | 5.98% | 10.30% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 8.25% | -3.14% | 0.49% | 2.23% | -4.36% | |||||||
2022 | 11.90% | -0.91% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Small-Cap ETF (SCZ) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
SCZ iShares MSCI EAFE Small-Cap ETF | -0.02 | ||||
^GSPC S&P 500 | 0.21 |
Dividend History
iShares MSCI EAFE Small-Cap ETF granted a 1.88% dividend yield in the last twelve months. The annual payout for that period amounted to $1.13 per share.
Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $1.13 | $1.13 | $2.16 | $1.04 | $2.19 | $1.45 | $1.54 | $1.41 | $1.03 | $1.22 | $1.22 | $1.33 |
Dividend yield | 1.88% | 1.99% | 3.01% | 1.60% | 3.75% | 3.09% | 2.70% | 3.29% | 2.46% | 3.20% | 3.00% | 4.20% |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
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 |
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 |
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 |
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 |
2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.77 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.68 |
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 |
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 |
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 |
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 |
2013 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.57 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.65 |
2012 | $0.58 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.75 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the iShares MSCI EAFE Small-Cap ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the iShares MSCI EAFE Small-Cap ETF is 61.86%, recorded on Mar 9, 2009. It took 1030 trading sessions for the portfolio to recover.
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 | — | — | — |
-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 Chart
The current iShares MSCI EAFE Small-Cap ETF volatility is 3.99%, 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.
Portfolios with iShares MSCI EAFE Small-Cap ETF
Portfolio Name | YTD Return | 10Y Return | Div. Yield | 10Y Volatility | Max. Drawdown | Expense Ratio | Sharpe Ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index |
---|---|---|---|---|---|---|---|---|---|---|---|
Bob Clyatt Sandwich Portfolio | 5.06% | 5.28% | 2.30% | 9.09% | -32.63% | 0.17% | 0.03 | ||||
Tim Maurer Simple Money Portfolio | 4.13% | 4.93% | 2.42% | 10.08% | -36.29% | 0.23% | 0.03 |