Last Update: 31 Aug 2021
In the last 10 years, the iShares MSCI EAFE Small-Cap (SCZ) ETF obtained a 9.89% compound annual return, with a 15.53% standard deviation.
In the last 20 years, a 10.67% compound annual return, with a 18.00% standard deviation.
In 2020, the portfolio granted a 1.68% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI EAFE Small-Cap (SCZ): Dividend Yield page.
The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Small Cap
- Style: Blend
- Region: Developed Markets
- Country: EAFE
The iShares MSCI EAFE Small-Cap (SCZ) ETF is present in the following Lazy Portfolios:
| Portfolio Name | Author | ETF Weight |
|---|---|---|
| Ultimate Buy and Hold Strategy | Paul Merriman | 10.0% |
| Sandwich Portfolio | Bob Clyatt | 10.0% |
| Simple Money Portfolio | Tim Maurer | 15.0% |
| Big Rocks Portfolio | Larry Swedroe | 3.0% |
Capital Growth and Historical Returns
Capital growth, returns, stats are calculated assuming a reinvestment of dividends.
If you are interested in getting periodic income, please refer to the iShares MSCI EAFE Small-Cap (SCZ): Dividend Yield page.
ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.
| Period | Returns Aug 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+2.81%
|
0.00%
|
1 - 0 | |
|
3M
|
+2.83%
|
-1.68%
Jun 2021 - Jun 2021
|
2 - 1 | |
|
6M
|
+11.51%
|
-1.68%
Jun 2021 - Jun 2021
|
5 - 1 | |
|
YTD
|
+14.53%
|
-1.68%
Jun 2021 - Jun 2021
|
6 - 2 | |
|
1Y
|
+33.43%
|
14.19%
|
-3.65%
Sep 2020 - Oct 2020
|
8 - 4 |
|
3Y
|
+10.10%
annualized
|
20.00%
|
-28.02%
Jan 2020 - Mar 2020
|
22 - 14 |
|
5Y
|
+11.64%
annualized
|
16.34%
|
-29.74%
Feb 2018 - Mar 2020
|
39 - 21 |
|
10Y
|
+9.89%
annualized
|
15.53%
|
-29.74%
Feb 2018 - Mar 2020
|
75 - 45 |
|
MAX
01 Jan 1995
|
+7.94%
annualized
|
17.07%
|
-63.26%
Nov 2007 - Feb 2009
|
186 - 134 |
* Annualized St.Dev. of monthly returns
Drawdowns
Rolling Returns ( more details)
iShares MSCI EAFE Small-Cap (SCZ) ETF: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+10.11% |
+89.97% Apr 2003 - Mar 2004 |
-54.52% Nov 2007 - Oct 2008 |
33.01% |
| 2 Years |
+8.61% |
+54.81% Mar 2003 - Feb 2005 |
-36.23% Mar 2007 - Feb 2009 |
26.60% |
| 3 Years |
+8.31% |
+46.13% Apr 2003 - Mar 2006 |
-20.25% Mar 2006 - Feb 2009 |
25.61% |
| 5 Years |
+8.79% |
+33.55% Nov 2002 - Oct 2007 |
-7.11% Jun 2007 - May 2012 |
18.39% |
| 7 Years |
+9.00% |
+23.28% Nov 2000 - Oct 2007 |
-1.31% Feb 1995 - Jan 2002 |
5.91% |
| 10 Years |
+9.20% |
+16.18% Jan 1998 - Dec 2007 |
+2.46% Apr 2007 - Mar 2017 |
0.00% |
| 15 Years |
+8.81% |
+13.09% Feb 2003 - Jan 2018 |
+4.23% Apr 2005 - Mar 2020 |
0.00% |
| 20 Years |
+8.76% |
+10.67% Sep 2001 - Aug 2021 |
+6.88% Mar 1996 - Feb 2016 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
If you need a deeper detail about rolling returns, please refer to the iShares MSCI EAFE Small-Cap (SCZ) ETF: Rolling Returns page.
Seasonality and Yearly/Monthly Returns
In the table below, for the iShares MSCI EAFE Small-Cap (SCZ) ETF, the average monthly return is represented.
Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).
Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Win % |
0.63 56% |
0.99 67% |
1.60 67% |
2.98 74% |
0.58 56% |
0.39 44% |
0.56 48% |
-0.30 52% |
-0.37 50% |
-0.32 54% |
0.38 65% |
1.97 65% |
| Best Year |
8.8 2012 |
10.0 1998 |
9.7 2009 |
13.8 2009 |
15.9 2009 |
8.7 2000 |
10.4 2010 |
7.4 2020 |
12.0 2010 |
7.4 2011 |
12.9 2020 |
11.4 2010 |
| Worst Year |
-11.6 2009 |
-9.3 2009 |
-17.8 2020 |
-6.3 2000 |
-12.5 2010 |
-7.8 2008 |
-6.6 2008 |
-11.0 1998 |
-14.7 2008 |
-23.8 2008 |
-8.4 1997 |
-6.6 2018 |
For further information about the seasonality, check the Asset Class Seasonality page.
Investing in iShares MSCI EAFE Small-Cap (SCZ) ETF: detail of monthly returns
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+14.53% | -0.4 | 3.1 | 2.3 | 3.8 | 2.1 | -1.7 | 1.7 | 2.8 | ||||
| 2020 |
+11.69% | -3.8 | -8.9 | -17.8 | 9.6 | 8.1 | 2.0 | 2.7 | 7.4 | -0.2 | -3.5 | 12.9 | 7.1 |
| 2019 |
+24.67% | 8.1 | 2.0 | 0.5 | 3.3 | -5.7 | 4.3 | -1.5 | -1.7 | 3.0 | 4.1 | 2.4 | 4.2 |
| 2018 |
-17.63% | 5.2 | -3.8 | -0.1 | 0.7 | -1.0 | -2.3 | 1.2 | -1.2 | -0.7 | -9.7 | 0.0 | -6.6 |
| 2017 |
+32.73% | 3.8 | 2.0 | 2.5 | 4.2 | 3.3 | 0.6 | 3.4 | 0.7 | 2.9 | 1.7 | 0.9 | 2.6 |
| 2016 |
+2.63% | -6.3 | -1.7 | 8.2 | 1.2 | 1.8 | -4.6 | 5.2 | 0.2 | 3.1 | -2.9 | -2.5 | 2.0 |
| 2015 |
+9.10% | 0.3 | 7.0 | -1.3 | 4.3 | 1.7 | -1.6 | 0.9 | -4.7 | -2.6 | 4.9 | 0.7 | -0.2 |
| 2014 |
-6.07% | -2.8 | 6.4 | -1.0 | -0.3 | 1.1 | 1.7 | -3.3 | 0.2 | -5.4 | 0.1 | -1.3 | -1.1 |
| 2013 |
+28.61% | 4.3 | 1.3 | 2.2 | 3.6 | -4.0 | -2.8 | 7.0 | -0.7 | 8.8 | 3.0 | 0.3 | 3.1 |
| 2012 |
+21.28% | 8.8 | 5.3 | 0.8 | -0.8 | -11.5 | 4.2 | -1.2 | 4.0 | 4.2 | 0.8 | 1.5 | 4.8 |
| 2011 |
-15.14% | 0.7 | 2.3 | -0.3 | 5.9 | -2.4 | -1.3 | -1.7 | -8.2 | -11.2 | 7.4 | -2.6 | -3.4 |
| 2010 |
+21.50% | -2.2 | -0.6 | 7.4 | 0.6 | -12.5 | -0.5 | 10.4 | -4.5 | 12.0 | 4.5 | -3.4 | 11.4 |
| 2009 |
+42.85% | -11.6 | -9.3 | 9.7 | 13.8 | 15.9 | 1.7 | 8.4 | 6.4 | 4.9 | -2.5 | 1.0 | 1.6 |
| 2008 |
-48.55% | -10.4 | -0.4 | 1.9 | 1.9 | 2.1 | -7.8 | -6.6 | -3.6 | -14.7 | -23.8 | -7.4 | 8.7 |
| 2007 |
+2.95% | 2.7 | 1.8 | 4.3 | 3.0 | 1.9 | -0.4 | -0.3 | -4.1 | 2.1 | 3.9 | -8.1 | -3.1 |
| 2006 |
+28.39% | 7.3 | 0.2 | 4.8 | 4.2 | -4.8 | -1.9 | -0.4 | 2.6 | 1.0 | 4.4 | 4.8 | 3.8 |
| 2005 |
+23.23% | 2.8 | 4.7 | -0.9 | -2.0 | -1.5 | 2.4 | 3.8 | 3.9 | 2.3 | -2.3 | 1.9 | 6.4 |
| 2004 |
+34.80% | 6.1 | 3.1 | 4.2 | -3.5 | -1.0 | 4.6 | -3.5 | 1.2 | 2.7 | 3.3 | 8.8 | 5.2 |
| 2003 |
+66.48% | 0.3 | 0.5 | -0.9 | 9.5 | 10.1 | 5.6 | 4.1 | 5.5 | 5.6 | 5.7 | 0.4 | 6.3 |
| 2002 |
+5.79% | -1.0 | 4.0 | 4.8 | 3.9 | 6.3 | -1.8 | -5.3 | -0.3 | -6.6 | -1.0 | 2.2 | 1.2 |
| 2001 |
-4.59% | 2.8 | 1.0 | -5.2 | 7.5 | 0.5 | -0.9 | -2.2 | 2.2 | -11.0 | 2.8 | 0.5 | -1.5 |
| 2000 |
-3.08% | -1.6 | -2.4 | 3.9 | -6.3 | 1.5 | 8.7 | -3.7 | 1.8 | -3.2 | -5.3 | 1.3 | 3.1 |
| 1999 |
+19.04% | -2.1 | -1.3 | 5.9 | 10.3 | -0.9 | 6.6 | 3.3 | 0.5 | -0.6 | -1.8 | -2.2 | 0.7 |
| 1998 |
+5.27% | 7.2 | 10.0 | 2.0 | -1.8 | -1.0 | -2.9 | -3.1 | -11.0 | -2.6 | 6.2 | 4.4 | -0.6 |
| 1997 |
-22.72% | -2.5 | 0.8 | -0.8 | -2.3 | 6.7 | 1.5 | -3.9 | -4.6 | -1.9 | -4.0 | -8.4 | -5.4 |
| 1996 |
+0.95% | 2.0 | 1.1 | 1.4 | 5.2 | 0.5 | -1.4 | -4.1 | -0.5 | 0.0 | -1.2 | 1.1 | -2.8 |
| 1995 |
+1.16% | -0.7 | -1.5 | 4.8 | 1.1 | -1.8 | -1.9 | 3.9 | -2.5 | -1.5 | -3.2 | 0.9 | 4.0 |
ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.