SIZE vs. QUAL

In the year-to-date period, SIZE achieves a -1.44% return, which is significantly higher than QUAL's -3.80% return. Over the past 10 years, SIZE has underperformed QUAL with an annualized return of 10.22%, while QUAL has yielded a comparatively higher 12.02% annualized return.

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Both SIZE and QUAL have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Size Factor ETF (SIZE) and iShares Edge MSCI USA Quality Factor ETF (QUAL). 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.

The current SIZE Sharpe Ratio is 0.35, which is comparable to the QUAL Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of SIZE and QUAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SIZE's dividend yield for the trailing twelve months is around 1.52%, more than QUAL's 1.07% yield.

The maximum SIZE drawdown since its inception was -39.15%, which is greater than QUAL's maximum drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for SIZE and QUAL. For additional features, visit the drawdowns tool.

iShares MSCI USA Size Factor ETF (SIZE) has a higher volatility of 7.60% compared to iShares Edge MSCI USA Quality Factor ETF (QUAL) at 6.32%. This indicates that SIZE's price experiences larger fluctuations and is considered to be riskier than QUAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.