SIZE vs. EPU
Compare and contrast key facts about iShares MSCI USA Size Factor ETF (SIZE) and iShares MSCI Peru ETF (EPU).
SIZE and EPU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SIZE is a passively managed fund by iShares that tracks the performance of the MSCI USA Low Size Index. It was launched on Apr 16, 2013. EPU is a passively managed fund by iShares that tracks the performance of the MSCI All Peru Capped Index. It was launched on Jun 19, 2009. Both SIZE and EPU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SIZE vs. EPU - Performance Comparison
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SIZE vs. EPU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIZE iShares MSCI USA Size Factor ETF | -0.96% | 10.51% | 14.37% | 17.78% | -15.86% | 25.05% | 16.26% | 28.97% | -6.59% | 18.76% |
EPU iShares MSCI Peru ETF | 11.55% | 86.87% | 21.73% | 25.34% | 2.05% | -11.81% | -4.31% | 7.30% | -12.17% | 29.70% |
Returns By Period
In the year-to-date period, SIZE achieves a -0.96% return, which is significantly lower than EPU's 11.55% return. Over the past 10 years, SIZE has underperformed EPU with an annualized return of 10.95%, while EPU has yielded a comparatively higher 15.59% annualized return.
SIZE
- 1D
- 2.59%
- 1M
- -5.50%
- YTD
- -0.96%
- 6M
- -0.01%
- 1Y
- 11.37%
- 3Y*
- 12.32%
- 5Y*
- 7.22%
- 10Y*
- 10.95%
EPU
- 1D
- 5.99%
- 1M
- -13.99%
- YTD
- 11.55%
- 6M
- 31.78%
- 1Y
- 88.14%
- 3Y*
- 44.09%
- 5Y*
- 23.44%
- 10Y*
- 15.59%
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SIZE vs. EPU - Expense Ratio Comparison
SIZE has a 0.15% expense ratio, which is lower than EPU's 0.59% expense ratio.
Return for Risk
SIZE vs. EPU — Risk / Return Rank
SIZE
EPU
SIZE vs. EPU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Size Factor ETF (SIZE) and iShares MSCI Peru ETF (EPU). 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.
| SIZE | EPU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 3.02 | -2.42 |
Sortino ratioReturn per unit of downside risk | 1.00 | 3.36 | -2.37 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.49 | -0.35 |
Calmar ratioReturn relative to maximum drawdown | 0.94 | 4.16 | -3.22 |
Martin ratioReturn relative to average drawdown | 4.35 | 17.19 | -12.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SIZE | EPU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 3.02 | -2.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.94 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.66 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.45 | +0.20 |
Correlation
The correlation between SIZE and EPU is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SIZE vs. EPU - Dividend Comparison
SIZE's dividend yield for the trailing twelve months is around 1.56%, more than EPU's 1.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIZE iShares MSCI USA Size Factor ETF | 1.56% | 1.50% | 1.53% | 1.42% | 1.59% | 1.19% | 1.43% | 1.35% | 2.43% | 1.58% | 1.88% | 1.95% |
EPU iShares MSCI Peru ETF | 1.46% | 1.63% | 5.78% | 4.17% | 5.56% | 3.13% | 1.91% | 2.67% | 1.53% | 3.30% | 0.85% | 1.90% |
Drawdowns
SIZE vs. EPU - Drawdown Comparison
The maximum SIZE drawdown since its inception was -39.15%, smaller than the maximum EPU drawdown of -60.62%. Use the drawdown chart below to compare losses from any high point for SIZE and EPU.
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Drawdown Indicators
| SIZE | EPU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.15% | -60.62% | +21.47% |
Max Drawdown (1Y)Largest decline over 1 year | -12.78% | -20.85% | +8.07% |
Max Drawdown (5Y)Largest decline over 5 years | -24.03% | -35.59% | +11.56% |
Max Drawdown (10Y)Largest decline over 10 years | -39.15% | -50.97% | +11.82% |
Current DrawdownCurrent decline from peak | -5.59% | -13.99% | +8.40% |
Average DrawdownAverage peak-to-trough decline | -4.23% | -18.90% | +14.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 5.05% | -2.28% |
Volatility
SIZE vs. EPU - Volatility Comparison
The current volatility for iShares MSCI USA Size Factor ETF (SIZE) is 5.13%, while iShares MSCI Peru ETF (EPU) has a volatility of 14.15%. This indicates that SIZE experiences smaller price fluctuations and is considered to be less risky than EPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIZE | EPU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 14.15% | -9.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 24.04% | -14.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.91% | 29.31% | -10.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 25.08% | -7.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 23.63% | -4.96% |