Last Update: 31 Aug 2021

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

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.

Capital Growth:

ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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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

Drawdonws Chart:

Rolling Returns ( more details)

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

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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.

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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

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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.

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