iShares MSCI USA Size Factor ETF (SIZE)
SIZE is a passive ETF by iShares tracking the investment results of the MSCI USA Low Size. SIZE launched on Apr 16, 2013 and has a 0.15% expense ratio.
ETF Info
| ISIN | US46432F3709 |
|---|---|
| CUSIP | 46432F370 |
| Issuer | iShares |
| Inception Date | Apr 16, 2013 |
| Region | North America (U.S.) |
| Category | All Cap Equities |
| Leveraged | 1x |
| Index Tracked | MSCI USA Low Size |
| Home Page | www.ishares.com |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
SIZE has an expense ratio of 0.15%, which is considered low compared to other funds.
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: SIZE vs. XLG, SIZE vs. VIG, SIZE vs. QDVA.DE, SIZE vs. QGRO, SIZE vs. DIVB, SIZE vs. QUAL, SIZE vs. SPY, SIZE vs. VOO, SIZE vs. IJH, SIZE vs. BDGS
Performance
Performance Chart
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.
Returns By Period
iShares MSCI USA Size Factor ETF had a return of 12.17% year-to-date (YTD) and 22.95% in the last 12 months. Over the past 10 years, iShares MSCI USA Size Factor ETF had an annualized return of 11.09%, while the S&P 500 benchmark had an annualized return of 10.85%, indicating that iShares MSCI USA Size Factor ETF performed slightly bigger than the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 12.17% | 17.79% |
| 1 month | 2.05% | 0.18% |
| 6 months | 5.27% | 7.53% |
| 1 year | 22.95% | 26.42% |
| 5 years (annualized) | 11.64% | 13.48% |
| 10 years (annualized) | 11.09% | 10.85% |
Monthly Returns
The table below presents the monthly returns of SIZE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.90% | 4.80% | 4.30% | -5.31% | 2.42% | -0.03% | 4.12% | 2.55% | 12.17% | ||||
| 2023 | 8.19% | -3.27% | -0.57% | -0.73% | -2.17% | 7.59% | 4.20% | -3.27% | -4.67% | -4.48% | 9.88% | 7.41% | 17.78% |
| 2022 | -5.93% | -1.18% | 2.52% | -7.16% | 0.52% | -9.20% | 8.75% | -3.18% | -9.57% | 8.85% | 6.14% | -5.29% | -15.86% |
| 2021 | -1.02% | 5.38% | 3.86% | 4.76% | 1.54% | 1.62% | 1.26% | 2.34% | -4.40% | 5.94% | -2.74% | 4.61% | 25.05% |
| 2020 | -1.27% | -8.63% | -18.25% | 13.66% | 6.59% | 1.69% | 5.15% | 4.47% | -2.10% | -0.16% | 14.31% | 4.25% | 16.26% |
| 2019 | 10.11% | 3.99% | 0.51% | 3.82% | -6.92% | 7.53% | 1.21% | -3.45% | 2.50% | 1.31% | 3.78% | 2.40% | 28.97% |
| 2018 | 3.46% | -3.92% | -0.26% | -0.07% | 0.70% | 1.76% | 2.65% | 1.97% | 0.32% | -5.35% | 2.78% | -9.92% | -6.59% |
| 2017 | 1.57% | 4.10% | -0.12% | 1.45% | 0.58% | 1.12% | 1.49% | -0.66% | 1.94% | 1.66% | 3.61% | 0.67% | 18.76% |
| 2016 | -5.97% | 1.23% | 7.39% | -0.13% | 2.44% | 0.68% | 3.41% | -0.65% | 0.20% | -2.16% | 4.17% | 1.53% | 12.17% |
| 2015 | -1.58% | 4.43% | -0.70% | -0.57% | 1.63% | -2.28% | 2.49% | -5.59% | -1.99% | 6.78% | 0.58% | -1.01% | 1.59% |
| 2014 | -1.95% | 4.08% | 1.35% | 0.42% | 2.29% | 2.17% | -1.79% | 3.46% | -1.93% | 3.62% | 3.16% | 0.40% | 16.08% |
| 2013 | 2.93% | 1.49% | -1.65% | 5.05% | -3.30% | 3.16% | 4.88% | 0.98% | 2.12% | 16.43% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SIZE is 62, 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.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares MSCI USA Size Factor ETF (SIZE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
iShares MSCI USA Size Factor ETF granted a 1.35% dividend yield in the last twelve months. The annual payout for that period amounted to $1.99 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.99 | $1.87 | $1.81 | $1.64 | $1.60 | $1.32 | $1.86 | $1.33 | $1.35 | $1.27 | $1.17 | $0.81 |
Dividend yield | 1.35% | 1.42% | 1.59% | 1.19% | 1.43% | 1.35% | 2.43% | 1.58% | 1.88% | 1.95% | 1.78% | 1.41% |
Monthly Dividends
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.54 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.00 | $0.97 | |||
| 2023 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.55 | $0.00 | $0.00 | $0.46 | $1.87 |
| 2022 | $0.00 | $0.00 | $0.48 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.54 | $0.00 | $0.00 | $0.35 | $1.81 |
| 2021 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.53 | $0.00 | $0.00 | $0.38 | $1.64 |
| 2020 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.39 | $1.60 |
| 2019 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.32 | $1.32 |
| 2018 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.56 | $0.00 | $0.00 | $0.55 | $0.00 | $0.00 | $0.45 | $1.86 |
| 2017 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.27 | $1.33 |
| 2016 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.40 | $1.35 |
| 2015 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.39 | $1.27 |
| 2014 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.36 | $1.17 |
| 2013 | $0.21 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.32 | $0.81 |
Drawdowns
Drawdowns Chart
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.
Worst Drawdowns
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 0.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.15% | Feb 21, 2020 | 22 | Mar 23, 2020 | 141 | Oct 12, 2020 | 163 |
| -24.03% | Nov 17, 2021 | 229 | Oct 14, 2022 | 335 | Feb 15, 2024 | 564 |
| -18.66% | Sep 24, 2018 | 64 | Dec 24, 2018 | 59 | Mar 21, 2019 | 123 |
| -12.76% | Aug 18, 2015 | 102 | Feb 11, 2016 | 28 | Apr 1, 2016 | 130 |
| -7.7% | Jan 29, 2018 | 48 | Apr 6, 2018 | 93 | Aug 17, 2018 | 141 |
Volatility
Volatility Chart
The current iShares MSCI USA Size Factor ETF volatility is 3.36%, 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.