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iShares MSCI EAFE Small-Cap ETF (SCZ)

ETF · Currency in USD · Last updated Jun 3, 2023

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

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

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.


0.40%
0.00%2.15%

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.


-5.00%0.00%5.00%10.00%2023FebruaryMarchAprilMayJune
5.44%
7.09%
SCZ (iShares MSCI EAFE Small-Cap ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with SCZ

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.


PeriodReturnBenchmark
1 month-0.78%5.45%
Year-To-Date5.97%11.53%
6 months3.62%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


JanFebMarAprMayJunJulAugSepOctNovDec
20238.25%-3.14%0.49%2.23%-4.36%
202211.90%-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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SCZ
iShares MSCI EAFE Small-Cap ETF
-0.02
^GSPC
S&P 500
0.21

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iShares MSCI EAFE Small-Cap ETF Sharpe ratio is -0.02. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.80-0.60-0.40-0.200.000.200.402023FebruaryMarchAprilMayJune
-0.02
0.21
SCZ (iShares MSCI EAFE Small-Cap ETF)
Benchmark (^GSPC)

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.


PeriodTTM20222021202020192018201720162015201420132012
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-25.00%-20.00%-15.00%-10.00%2023FebruaryMarchAprilMayJune
-21.34%
-10.72%
SCZ (iShares MSCI EAFE Small-Cap ETF)
Benchmark (^GSPC)

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, 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 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.


3.00%4.00%5.00%6.00%7.00%8.00%2023FebruaryMarchAprilMayJune
3.99%
3.77%
SCZ (iShares MSCI EAFE Small-Cap ETF)
Benchmark (^GSPC)

Portfolios with iShares MSCI EAFE Small-Cap ETF


Portfolio NameYTD Return10Y ReturnDiv. Yield10Y VolatilityMax. DrawdownExpense RatioSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
Bob Clyatt Sandwich Portfolio5.06%5.28%2.30%9.09%-32.63%0.17%0.03
Tim Maurer Simple Money Portfolio4.13%4.93%2.42%10.08%-36.29%0.23%0.03