ISZE Performance — iShares MSCI Intl Size Factor ETF
Data updated: 2024-10-15
ISZE returned +7.03% over one year to Jul 2024. Annualised returns are +0.47% over 3 years and +5.06% over 5 years. The fund trailed its International Large Blend category average: $100 invested three years ago grew to $101, against $110 for the category, and to $107 over one year, against $111. Volatility over the past three years was 17.81% a year. In the 12 months to Jul 2024 the fund lost a net $10.2M, and assets reached $5.38M.
ISZE Growth of $100
What $100 invested in iShares MSCI Intl Size Factor ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Large Blend category average over the same months.
| Period | ISZE | Category average |
|---|---|---|
| 1 year (Aug 2023 – Jul 2024) | $107 | $111 |
| 3 years (Aug 2021 – Jul 2024) | $101 | $110 |
| 5 years (Aug 2019 – Jul 2024) | $128 | $148 |
ISZE Trailing Returns
Total returns to Jul 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +7.03% |
| 3 years (annualised) | +0.47% |
| 5 years (annualised) | +5.06% |
ISZE Annual Returns
Calendar-year total returns of iShares MSCI Intl Size Factor ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jul) | +4.99% |
| 2023 | +15.85% |
| 2022 | −15.98% |
| 2021 | +8.15% |
| 2020 | +6.30% |
| 2019 (Aug–Dec) | +8.95% |
ISZE Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | −2.0% | +1.5% | +3.0% | −3.3% | +4.7% | −3.1% | +4.4% | — | — | — | — | — |
| 2023 | +8.5% | −3.0% | +2.1% | +2.5% | −4.4% | +3.8% | +4.0% | −4.1% | −3.9% | −4.2% | +8.8% | +6.1% |
| 2022 | −4.0% | −1.9% | −0.4% | −6.5% | +1.6% | −8.9% | +5.5% | −5.6% | −10.0% | +4.5% | +12.6% | −1.9% |
| 2021 | −0.4% | +2.0% | +2.8% | +2.5% | +2.8% | −1.4% | +0.4% | +1.6% | −3.0% | +2.1% | −4.9% | +3.6% |
| 2020 | −2.5% | −9.4% | −15.8% | +7.9% | +5.3% | +2.1% | +1.7% | +6.6% | −2.5% | −3.3% | +15.6% | +4.1% |
| 2019 | — | — | — | — | — | — | — | −2.6% | +3.2% | +3.9% | +1.4% | +3.0% |
ISZE Risk
Risk measures from monthly returns over Aug 2021 – Jul 2024.
- 3-year volatility (annualised): 17.81%
- 3-year Sharpe ratio: -0.23 (vs 4.5% risk-free rate)
- Best month: +12.62% (Nov 2022)
- Worst month: −10.04% (Sep 2022)
ISZE Fund Flows
Monthly money in and out of iShares MSCI Intl Size Factor ETF, from SEC Form N-PORT.
- 12-month net flow: −$10.2M
- 12-month gross sales (incl. reinvestments): $0
- Sales ÷ redemptions: 0.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2024 | $0 | $0 | $0 |
| Jun 2024 | $0 | $0 | $0 |
| May 2024 | $0 | $0 | $0 |
| Apr 2024 | $0 | $0 | $0 |
| Mar 2024 | $0 | $0 | $0 |
| Feb 2024 | $0 | $0 | $0 |
| Jan 2024 | $0 | $0 | $0 |
| Dec 2023 | $0 | $0 | $0 |
| Nov 2023 | $0 | $10.2M | −$10.2M |
| Oct 2023 | $0 | $0 | $0 |
| Sep 2023 | $0 | $0 | $0 |
| Aug 2023 | $0 | $0 | $0 |
ISZE Assets Under Management
Net assets of iShares MSCI Intl Size Factor ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-07-31 | $5.38M |
| 2024-04-30 | $5.17M |
| 2024-01-31 | $5.11M |
| 2023-10-31 | $14.14M |
| 2023-07-31 | $16.02M |
| 2023-04-30 | $15.90M |
| 2023-01-31 | $31.33M |
| 2022-10-31 | $13.15M |
| 2022-07-31 | $14.82M |
| 2022-04-30 | $10.33M |
| 2022-01-31 | $16.94M |
| 2021-10-31 | $19.17M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.