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iShares MSCI USA Size Factor ETF

SIZE
ETF · Currency in USD
ISIN
US46432F3709
CUSIP
46432F370
Issuer
Blackrock Financial Management
Inception Date
Apr 16, 2013
Region
North America (U.S.)
Category
All Cap Equities
Expense Ratio
0.15%
Index Tracked
MSCI USA Low Size
ETF Home Page
www.ishares.com
Asset Class
Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

SIZEPrice Chart


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S&P 500

SIZEPerformance

The chart shows the growth of $10,000 invested in iShares MSCI USA Size Factor ETF on Apr 19, 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $30,401 for a total return of roughly 204.01%. All prices are adjusted for splits and dividends.


SIZE (iShares MSCI USA Size Factor ETF)
Benchmark (S&P 500)

SIZEReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M0.05%
6M10.75%
YTD19.23%
1Y39.23%
5Y15.94%
10Y14.13%

SIZEMonthly Returns Heatmap


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SIZESharpe 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 USA Size Factor ETF Sharpe ratio is 2.74. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


SIZE (iShares MSCI USA Size Factor ETF)
Benchmark (S&P 500)

SIZEDividends

iShares MSCI USA Size Factor ETF granted a 1.17% dividend yield in the last twelve months, as of Sep 18, 2021. The annual payout for that period amounted to $1.54 per share.


PeriodTTM20202019201820172016201520142013
Dividend$1.54$1.60$1.32$1.87$1.33$1.04$1.27$1.17$0.81

Dividend yield

1.17%1.43%1.35%2.43%1.58%1.45%1.95%1.78%1.41%

SIZEDrawdowns Chart

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


SIZE (iShares MSCI USA Size Factor ETF)
Benchmark (S&P 500)

SIZEWorst Drawdowns

The table below shows the maximum drawdowns of the iShares MSCI USA Size Factor 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 USA Size Factor ETF is 39.15%, recorded on Mar 23, 2020. It took 141 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.15%Feb 21, 202022Mar 23, 2020141Oct 12, 2020163
-18.67%Sep 24, 201864Dec 24, 201859Mar 21, 2019123
-12.77%Aug 18, 2015123Feb 11, 201645Apr 18, 2016168
-7.7%Jan 29, 201848Apr 6, 201893Aug 17, 2018141
-7.11%Jul 25, 201916Aug 15, 201955Nov 1, 201971
-6.97%Sep 9, 201427Oct 15, 201411Oct 30, 201438
-6.92%May 1, 201922May 31, 201914Jun 20, 201936
-6.19%Oct 13, 202012Oct 28, 20206Nov 5, 202018
-5.5%May 22, 201321Jun 20, 201321Jul 22, 201342
-5.25%Jun 9, 201613Jun 27, 20168Jul 8, 201621

SIZEVolatility Chart

Current iShares MSCI USA Size Factor ETF volatility is 8.30%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


SIZE (iShares MSCI USA Size Factor ETF)
Benchmark (S&P 500)

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