SIZE Performance — iShares MSCI USA Size Factor ETF
Data updated: 2026-10-13
SIZE returned +11.21% year to date and +16.06% over one year to Jul 2026. Annualised returns are +13.46% over 3 years and +8.01% over 5 years. Against its US Large Blend category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $146, against $153 for the category, and to $116 over one year, against $116. Volatility over the past three years was 13.79% a year. In the 12 months to Jul 2026 the fund took in a net $15.7M, and assets reached $428.75M.
SIZE Growth of $100
What $100 invested in iShares MSCI USA Size Factor ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | SIZE | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $116 | $116 |
| 3 years (Aug 2023 – Jul 2026) | $146 | $153 |
| 5 years (Aug 2021 – Jul 2026) | $147 | $159 |
| Since data start (Aug 2019 – Jul 2026) | $216 | $226 |
SIZE Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +11.21% |
| 1 year | +16.06% |
| 3 years (annualised) | +13.46% |
| 5 years (annualised) | +8.01% |
SIZE Annual Returns
Calendar-year total returns of iShares MSCI USA Size Factor ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +11.21% |
| 2025 | +10.78% |
| 2024 | +14.07% |
| 2023 | +17.82% |
| 2022 | −15.85% |
| 2021 | +25.04% |
| 2020 | +16.30% |
| 2019 (Aug–Dec) | +6.67% |
SIZE 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.1% | +2.5% | −5.6% | +7.2% | +3.1% | +1.7% | +0.2% | — | — | — | — | — |
| 2025 | +4.1% | −1.5% | −4.2% | −1.7% | +4.9% | +3.6% | +1.1% | +2.3% | +1.1% | −0.2% | +0.8% | +0.3% |
| 2024 | −0.9% | +4.6% | +4.4% | −5.3% | +2.5% | −0.1% | +4.1% | +2.4% | +2.1% | −1.0% | +7.6% | −6.2% |
| 2023 | +8.3% | −3.4% | −0.6% | −0.7% | −2.2% | +7.7% | +4.2% | −3.3% | −4.7% | −4.5% | +9.9% | +7.5% |
| 2022 | −5.9% | −1.2% | +2.4% | −7.1% | +0.5% | −9.3% | +8.9% | −3.2% | −9.5% | +8.8% | +6.2% | −5.2% |
| 2021 | −0.9% | +5.3% | +3.7% | +4.9% | +1.5% | +1.7% | +1.3% | +2.3% | −4.4% | +6.0% | −2.8% | +4.7% |
| 2020 | −1.2% | −8.7% | −18.2% | +13.8% | +6.6% | +1.6% | +5.1% | +4.5% | −2.1% | −0.3% | +14.3% | +4.4% |
| 2019 | — | — | — | — | — | — | — | −3.4% | +2.5% | +1.3% | +3.7% | +2.5% |
SIZE Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 13.79%
- 3-year Sharpe ratio: 0.65 (vs 4.5% risk-free rate)
- Best month: +9.90% (Nov 2023)
- Worst month: −6.25% (Dec 2024)
SIZE Fund Flows
Monthly money in and out of iShares MSCI USA Size Factor ETF, from SEC Form N-PORT.
- 12-month net flow: $15.7M
- 12-month gross sales (incl. reinvestments): $32.8M
- Sales ÷ redemptions: 1.91×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $0 | $0 | $0 |
| Jun 2026 | $0 | $0 | $0 |
| May 2026 | $8.6M | $8.8M | −$164K |
| Apr 2026 | $8.0M | $0 | $8.0M |
| Mar 2026 | $0 | $0 | $0 |
| Feb 2026 | $0 | $8.4M | −$8.4M |
| Jan 2026 | $0 | $0 | $0 |
| Dec 2025 | $16.3M | $0 | $16.3M |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $0 | $0 | $0 |
| Aug 2025 | $0 | $0 | $0 |
SIZE Assets Under Management
Net assets of iShares MSCI USA Size Factor ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $428.75M |
| 2026-04-30 | $409.25M |
| 2026-01-31 | $396.24M |
| 2025-10-31 | $369.42M |
| 2025-07-31 | $359.30M |
| 2025-04-30 | $313.89M |
| 2025-01-31 | $324.10M |
| 2024-10-31 | $317.16M |
| 2024-07-31 | $314.89M |
| 2024-04-30 | $309.66M |
| 2024-01-31 | $411.93M |
| 2023-10-31 | $269.08M |
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.