Last Update: 31 Aug 2020

Category: Stocks
ETF: iShares MSCI EAFE Small-Cap (SCZ)

In the last 10 years, the iShares MSCI EAFE Small-Cap (SCZ) ETF obtained a 8.64% compound annual return, with a 16.06% standard deviation.

In 2019, the portfolio granted a 4.26% 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.

Capital Growth:
Swipe left to see all data
Period Returns
Aug 2020
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+7.36%
0.00%
1 - 0
3M
+12.47%
0.00%
3 - 0
6M
+9.44%
-17.83%
Mar 2020 - Mar 2020
5 - 1
YTD
-4.13%
-28.02%
Jan 2020 - Mar 2020
5 - 3
1Y
+9.59%
25.88%
-28.02%
Jan 2020 - Mar 2020
9 - 3
3Y
+2.18%
annualized
18.47%
-29.74%
Feb 2018 - Mar 2020
21 - 15
5Y
+6.61%
annualized
16.06%
-29.74%
Feb 2018 - Mar 2020
38 - 22
10Y
+8.64%
annualized
16.06%
-29.74%
Feb 2018 - Mar 2020
73 - 47
MAX
01 Jan 2008
+3.90%
annualized
19.90%
-58.72%
Jan 2008 - Feb 2009
89 - 63

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

iShares MSCI EAFE Small-Cap (SCZ) ETF: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+7.94% +73.15%
Mar 2009 - Feb 2010
-53.73%
Mar 2008 - Feb 2009
35.46%
2 Years
+8.27% +49.25%
Mar 2009 - Feb 2011
-15.48%
Jun 2008 - May 2010
18.60%
3 Years
+8.63% +28.11%
Mar 2009 - Feb 2012
-3.70%
Jan 2008 - Dec 2010
3.42%
5 Years
+8.68% +24.25%
Mar 2009 - Feb 2014
-1.68%
Jan 2008 - Dec 2012
1.08%
7 Years
+8.65% +15.27%
Mar 2009 - Feb 2016
+1.50%
Jan 2008 - Dec 2014
0.00%
10 Years
+8.42% +13.76%
Mar 2009 - Feb 2019
+4.74%
Apr 2010 - Mar 2020
0.00%

* Annualized rolling and average returns over full calendar month periods

Seasonality and Yearly/Monthly Returns

iShares MSCI EAFE Small-Cap (SCZ) ETF Seasonality

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Months
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average -0.4 0.1 1.0 3.7 -0.2 -0.5 1.9 -0.4 0.3 -1.0 -0.9 2.3
Best 8.8
2012
7.0
2015
9.7
2009
13.8
2009
15.9
2009
4.3
2019
10.4
2010
7.4
2020
12.0
2010
7.4
2011
2.4
2019
11.4
2010
Worst -11.6
2009
-9.3
2009
-17.8
2020
-0.8
2012
-12.5
2010
-7.8
2008
-6.6
2008
-8.2
2011
-14.7
2008
-23.8
2008
-7.4
2008
-6.6
2018
Gain
Frequency
54 54 62 85 54 46 62 46 58 67 50 67

Detail of Monthly Returns

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020
-4.13% -3.8 -8.9 -17.8 9.6 8.1 2.0 2.7 7.4
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
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