iShares MSCI USA Size Factor ETF (SIZE)

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

The chart shows the growth of an initial investment of $10,000 in iShares MSCI USA Size Factor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

iShares MSCI USA Size Factor ETF (SIZE) has returned -0.96% so far this year and 11.37% over the past 12 months. Over the last ten years, SIZE has returned 10.95% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Apr 18, 2013, SIZE's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, your investment would double in approximately 5.9 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +14.3%, while the worst month was Mar 2020 at -18.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, SIZE closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -13.6%.

iShares MSCI USA Size Factor ETF has an annualized alpha of 0.50%, beta of 0.93, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since April 19, 2013.

• With beta of 0.93 and R² of 0.82, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

SIZE has an expense ratio of 0.15%, which is considered low.

SIZE ranks 35 for risk / return — below 35% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The table below present risk-adjusted performance metrics for iShares MSCI USA Size Factor ETF (SIZE) and compare them to a chosen benchmark (S&P 500 Index).

iShares MSCI USA Size Factor ETF provided a 1.56% dividend yield over the last twelve months, with an annual payout of $2.49 per share. The fund has been increasing its distributions for 6 consecutive years.

The table displays the monthly dividend distributions for iShares MSCI USA Size Factor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the iShares MSCI USA Size Factor 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 USA Size Factor ETF was 39.15%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.

The current iShares MSCI USA Size Factor ETF drawdown is 5.59%.

The chart below shows the rolling one-month volatility.