In the last 30 Years, the iShares MSCI EAFE Small-Cap (SCZ) ETF obtained a 7.25% compound annual return, with a 16.71% standard deviation.
In 2021, the ETF granted a 3.18% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI EAFE Small-Cap (SCZ) ETF: 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 part of the following Lazy Portfolios:
Portfolio Name | Author | SCZ 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% |
Historical Returns as of Jul 31, 2022
Historical returns and stats of iShares MSCI EAFE Small-Cap (SCZ) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.
Period | Return (%) as of Jul 2022 |
Return (%) Infl.Adj. |
Standard Deviation (%) |
Max Drawdown (%) |
Months Pos - Neg |
---|---|---|---|---|---|
1M
Jul 2022
|
6.63
|
6.64
|
0.00
|
1 - 0
|
|
3M
|
-3.85
|
-6.17
|
-10.25
Jun 2022 - Jun 2022
|
2 - 1
|
|
6M
|
-13.57
|
-17.98
|
-18.95
Feb 2022 - Jun 2022
|
2 - 4
|
|
YTD
|
-18.83
|
-23.62
|
-23.88
Jan 2022 - Jun 2022
|
2 - 5
|
|
1Y
|
-19.75
|
-26.05
|
16.92
|
-26.80
Sep 2021 - Jun 2022
|
5 - 7
42% pos
|
3Y(*)
|
3.92
|
-0.95
|
20.55
|
-28.02
Jan 2020 - Mar 2020
|
21 - 15
58% pos
|
5Y(*)
|
2.27
|
-1.56
|
17.95
|
-29.73
Feb 2018 - Mar 2020
|
34 - 26
57% pos
|
10Y(*)
|
7.89
|
5.16
|
15.17
|
-29.73
Feb 2018 - Mar 2020
|
74 - 46
62% pos
|
15Y(*)
|
2.88
|
0.50
|
19.54
|
-63.26
Nov 2007 - Feb 2009
|
103 - 77
57% pos
|
20Y(*)
|
9.28
|
6.60
|
18.14
|
-63.26
Nov 2007 - Feb 2009
|
147 - 93
61% pos
|
25Y(*)
|
7.36
|
4.76
|
17.77
|
-63.26
Nov 2007 - Feb 2009
|
175 - 125
58% pos
|
30Y(*)
|
7.25
|
4.62
|
16.71
|
-63.26
Nov 2007 - Feb 2009
|
209 - 151
58% pos
|
MAX(*)
01 Jan 1992
|
7.06
|
4.42
|
16.58
|
-63.26
Nov 2007 - Feb 2009
|
212 - 155
58% pos
|
US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60% , 30Y: 2.52%
ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.
Correlations as of Jul 31, 2022
Monthly correlations of iShares MSCI EAFE Small-Cap (SCZ) ETF vs the main Asset Classes, over different timeframes.
Columns are sortable (click on table header to sort).
Correlation vs SCZ | ||||||
---|---|---|---|---|---|---|
|
||||||
Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
US Total Stock Market VTI |
0.94
|
0.92
|
0.87
|
0.75
|
0.74
|
|
US Large Cap SPY |
0.93
|
0.91
|
0.85
|
0.72
|
0.72
|
|
US Small Cap IJR |
0.95
|
0.89
|
0.79
|
0.71
|
0.72
|
|
US REITs VNQ |
0.84
|
0.75
|
0.61
|
0.58
|
0.58
|
|
US Technology QQQ |
0.84
|
0.80
|
0.77
|
0.53
|
0.54
|
|
Preferred Stocks PFF |
0.93
|
0.79
|
0.70
|
0.51
|
0.51
|
|
EAFE Stocks EFA |
0.98
|
0.97
|
0.96
|
0.86
|
0.86
|
|
World All Countries VT |
0.96
|
0.97
|
0.94
|
0.84
|
0.84
|
|
Emerging Markets EEM |
0.76
|
0.81
|
0.77
|
0.74
|
0.73
|
|
Europe VGK |
0.95
|
0.96
|
0.93
|
0.83
|
0.82
|
|
Pacific VPL |
0.94
|
0.95
|
0.91
|
0.79
|
0.78
|
|
Latin America FLLA |
0.54
|
0.67
|
0.62
|
0.65
|
0.65
|
|
US Total Bond Market BND |
0.67
|
0.30
|
0.24
|
0.11
|
0.10
|
|
Long Term Treasuries TLT |
0.42
|
-0.18
|
-0.17
|
-0.18
|
-0.18
|
|
US Cash BIL |
-0.10
|
-0.27
|
-0.21
|
-0.09
|
-0.10
|
|
TIPS TIP |
0.73
|
0.45
|
0.36
|
0.20
|
0.19
|
|
Investment Grade Bonds LQD |
0.78
|
0.57
|
0.48
|
0.32
|
0.32
|
|
High Yield Bonds HYG |
0.90
|
0.82
|
0.77
|
0.65
|
0.65
|
|
International Bond Market BNDX |
0.57
|
0.31
|
0.26
|
0.18
|
0.17
|
|
Emerging Market Bonds EMB |
0.91
|
0.76
|
0.69
|
0.52
|
0.52
|
|
Gold GLD |
0.19
|
0.14
|
0.10
|
0.19
|
0.19
|
|
Commodities DBC |
0.21
|
0.61
|
0.48
|
0.46
|
0.46
|
Capital Growth as of Jul 31, 2022
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) ETF: Dividend Yield page.
The Inflation Adjusted Capital now would be 3874.76$, with a net total return of 287.48% (4.62% annualized).
The Inflation Adjusted Capital now would be 3752.01$, with a net total return of 275.20% (4.42% annualized).
Drawdowns
Worst drawdowns since August 1992.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-63.26% | Nov 2007 | Feb 2009 | 16 | Oct 2013 | 56 | 72 |
-32.59% | Jun 1996 | Sep 1998 | 28 | May 2003 | 56 | 84 |
-29.73% | Feb 2018 | Mar 2020 | 26 | Nov 2020 | 8 | 34 |
-26.80% | Sep 2021 | Jun 2022 | 10 | in progress | 1 | 11 |
-10.51% | Jul 2014 | Dec 2014 | 6 | May 2015 | 5 | 11 |
-10.50% | Jun 2015 | Feb 2016 | 9 | Jul 2016 | 5 | 14 |
-9.21% | Feb 1994 | Jun 1994 | 5 | Mar 1996 | 21 | 26 |
-6.91% | May 2006 | Jul 2006 | 3 | Oct 2006 | 3 | 6 |
-5.34% | Oct 2016 | Nov 2016 | 2 | Jan 2017 | 2 | 4 |
-4.75% | Jun 2007 | Aug 2007 | 3 | Oct 2007 | 2 | 5 |
-4.47% | Apr 2004 | May 2004 | 2 | Sep 2004 | 4 | 6 |
-4.32% | Mar 2005 | May 2005 | 3 | Jul 2005 | 2 | 5 |
-2.77% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
-2.61% | Aug 1992 | Aug 1992 | 1 | Oct 1992 | 2 | 3 |
-2.32% | Oct 2005 | Oct 2005 | 1 | Dec 2005 | 2 | 3 |
-2.31% | Apr 1993 | Apr 1993 | 1 | May 1993 | 1 | 2 |
-1.68% | Jun 2021 | Jun 2021 | 1 | Jul 2021 | 1 | 2 |
-1.37% | Mar 2014 | Apr 2014 | 2 | Jun 2014 | 2 | 4 |
-1.14% | Nov 1993 | Nov 1993 | 1 | Dec 1993 | 1 | 2 |
-0.39% | Jun 1993 | Jun 1993 | 1 | Jul 1993 | 1 | 2 |
Worst drawdowns since January 1992.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-63.26% | Nov 2007 | Feb 2009 | 16 | Oct 2013 | 56 | 72 |
-32.59% | Jun 1996 | Sep 1998 | 28 | May 2003 | 56 | 84 |
-29.73% | Feb 2018 | Mar 2020 | 26 | Nov 2020 | 8 | 34 |
-26.80% | Sep 2021 | Jun 2022 | 10 | in progress | 1 | 11 |
-10.51% | Jul 2014 | Dec 2014 | 6 | May 2015 | 5 | 11 |
-10.50% | Jun 2015 | Feb 2016 | 9 | Jul 2016 | 5 | 14 |
-9.21% | Feb 1994 | Jun 1994 | 5 | Mar 1996 | 21 | 26 |
-8.43% | Mar 1992 | Aug 1992 | 6 | Dec 1992 | 4 | 10 |
-6.91% | May 2006 | Jul 2006 | 3 | Oct 2006 | 3 | 6 |
-5.34% | Oct 2016 | Nov 2016 | 2 | Jan 2017 | 2 | 4 |
-4.75% | Jun 2007 | Aug 2007 | 3 | Oct 2007 | 2 | 5 |
-4.47% | Apr 2004 | May 2004 | 2 | Sep 2004 | 4 | 6 |
-4.32% | Mar 2005 | May 2005 | 3 | Jul 2005 | 2 | 5 |
-2.77% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
-2.32% | Oct 2005 | Oct 2005 | 1 | Dec 2005 | 2 | 3 |
-2.31% | Apr 1993 | Apr 1993 | 1 | May 1993 | 1 | 2 |
-1.68% | Jun 2021 | Jun 2021 | 1 | Jul 2021 | 1 | 2 |
-1.37% | Mar 2014 | Apr 2014 | 2 | Jun 2014 | 2 | 4 |
-1.14% | Nov 1993 | Nov 1993 | 1 | Dec 1993 | 1 | 2 |
-0.39% | Jun 1993 | Jun 1993 | 1 | Jul 1993 | 1 | 2 |
Rolling Returns ( more details)
iShares MSCI EAFE Small-Cap (SCZ) ETF: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
9.92 |
89.97 Apr 2003 - Mar 2004 |
-54.52 Nov 2007 - Oct 2008 |
32.30% |
2 Years |
8.76 |
54.81 Apr 2003 - Mar 2005 |
-36.23 Mar 2007 - Feb 2009 |
24.71% |
3 Years |
7.99 |
46.13 Apr 2003 - Mar 2006 |
-20.24 Mar 2006 - Feb 2009 |
24.70% |
5 Years |
7.85 |
33.55 Nov 2002 - Oct 2007 |
-7.11 Jun 2007 - May 2012 |
20.45% |
7 Years |
7.96 |
23.29 Nov 2000 - Oct 2007 |
-1.95 Oct 1994 - Sep 2001 |
8.45% |
10 Years |
8.42 |
16.18 Jan 1998 - Dec 2007 |
1.50 Apr 1993 - Mar 2003 |
0.00% |
15 Years |
8.41 |
13.09 Feb 2003 - Jan 2018 |
2.27 Mar 1994 - Feb 2009 |
0.00% |
20 Years |
8.46 |
11.08 Oct 2001 - Sep 2021 |
6.62 Jun 1992 - May 2012 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the iShares MSCI EAFE Small-Cap (SCZ) ETF: Rolling Returns page.
Seasonality
iShares MSCI EAFE Small-Cap (SCZ) ETF: in which months is it better to invest?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Win % |
0.60 58% |
0.78 65% |
1.26 61% |
2.24 65% |
0.72 58% |
-0.20 39% |
0.83 52% |
0.01 53% |
-0.34 53% |
0.06 60% |
0.13 60% |
2.10 70% |
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 |
-7.0 2022 |
-12.5 2010 |
-10.2 2022 |
-6.6 2008 |
-11.0 1998 |
-14.7 2008 |
-23.8 2008 |
-8.4 1997 |
-6.6 2018 |
Monthly/Yearly Returns
iShares MSCI EAFE Small-Cap (SCZ) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2022 |
-18.83 | -23.62 | -6.1 | -3.0 | -0.4 | -7.0 | 0.5 | -10.2 | 6.6 | |||||
2021 |
+10.14 | +2.90 | -0.4 | 3.1 | 2.3 | 3.8 | 2.1 | -1.7 | 1.7 | 2.8 | -4.1 | 2.5 | -5.7 | 3.7 |
2020 |
+11.69 | +10.19 | -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 | +21.88 | 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 | -19.18 | 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 | +29.99 | 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 | +0.54 | -6.2 | -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 | +8.31 | 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 | -6.78 | -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 | +26.70 | 4.2 | 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 | +19.21 | 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 | -17.58 | 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 | +19.71 | -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 | +39.06 | -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 | -48.60 | -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 | -1.09 | 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 | +25.21 | 7.3 | 0.2 | 4.8 | 4.2 | -4.8 | -1.9 | -0.4 | 2.5 | 0.9 | 4.4 | 4.8 | 3.7 |
2005 |
+23.23 | +19.16 | 2.8 | 4.7 | -0.9 | -1.9 | -1.5 | 2.3 | 3.8 | 3.9 | 2.3 | -2.3 | 1.9 | 6.4 |
2004 |
+34.80 | +30.55 | 6.1 | 3.1 | 4.2 | -3.5 | -1.0 | 4.5 | -3.5 | 1.2 | 2.7 | 3.3 | 8.8 | 5.2 |
2003 |
+66.48 | +63.41 | 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 | +3.33 | -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 | -6.05 | 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 | -6.26 | -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 | +15.93 | -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 | +3.60 | 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 | -24.01 | -2.5 | 0.8 | -0.8 | -2.3 | 6.7 | 1.5 | -3.9 | -4.6 | -1.8 | -4.0 | -8.4 | -5.4 |
1996 |
+0.95 | -2.30 | 2.0 | 1.1 | 1.4 | 5.2 | 0.5 | -1.3 | -4.1 | -0.5 | 0.0 | -1.2 | 1.1 | -2.8 |
1995 |
+1.16 | -1.34 | -0.7 | -1.5 | 4.8 | 1.1 | -1.8 | -1.9 | 3.9 | -2.5 | -1.5 | -3.2 | 0.9 | 4.0 |
1994 |
-2.86 | -5.39 | 2.6 | -1.4 | -4.2 | -0.4 | -0.3 | -3.2 | 2.6 | 4.7 | 0.1 | 1.0 | -4.3 | 0.4 |
1993 |
+30.02 | +26.55 | 1.6 | 0.1 | 3.5 | -2.3 | 5.4 | -0.4 | 1.8 | 6.2 | 2.9 | 4.4 | -1.1 | 5.1 |
1992 |
+6.69 | +3.68 | 3.3 | 1.6 | -2.9 | -1.3 | 1.1 | -2.7 | -0.2 | -2.6 | 0.5 | 2.4 | 5.1 | 2.7 |
ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.