Data Source: from January 1992 to July 2022
Consolidated Returns as of 31 Jul 2022
Live Update: Aug 18 2022
Category: Stocks
ETF: iShares MSCI EAFE Small-Cap (SCZ)
ETF • LIVE PERFORMANCE (USD currency)
0.41%
1 Day
Aug 18 2022
0.41%
Current Month
August 2022

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.

ISHARES MSCI EAFE SMALL-CAP (SCZ) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from January 1992 to July 2022
Swipe left to see all data
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
(*) Returns over 1 year are annualized

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).

ISHARES MSCI EAFE SMALL-CAP (SCZ) ETF
Monthly correlations as of 31 Jul 2022
Swipe left to see all data
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.

An investment of 1000$, since August 1992, now would be worth 8170.81$, with a total return of 717.08% (7.25% annualized).

The Inflation Adjusted Capital now would be 3874.76$, with a net total return of 287.48% (4.62% annualized).
An investment of 1000$, since January 1992, now would be worth 8061.13$, with a total return of 706.11% (7.06% 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.

Swipe left to see all data
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.

Swipe left to see all data
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

Swipe left to see all data
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%
(*) 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

iShares MSCI EAFE Small-Cap (SCZ) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
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
Statistics calculated for the period Jan 1992 - Jul 2022

Monthly/Yearly Returns

iShares MSCI EAFE Small-Cap (SCZ) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
212 Positive Months (58%) - 155 Negative Months (42%)
Jan 1992 - Jul 2022
Swipe left to see all data
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.

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