Data Source: from January 1995 to December 2021
Last Update: 31 Dec 2021
In the last 10 years, the iShares MSCI EAFE Small-Cap (SCZ) ETF obtained a 10.65% compound annual return, with a 15.07% standard deviation.
In the last 25 years, a 8.23% compound annual return, with a 17.54% 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 present in 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% |
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) ETF: Dividend Yield page.
An investment of 1000$, since January 1997, now would be worth 7217.21$, with a total return of 621.72% (8.23% annualized).
The Inflation Adjusted Capital now would be 4098.11$, with a net total return of 309.81% (5.80% annualized).
| Period | Return Dec 2021 update |
Return Inflation Adjusted |
Standard Deviation(*) |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|---|
|
1M
Dec 2021
|
+3.71%
|
+3.22%
|
0.00%
|
1 - 0
|
|
|
3M
|
+0.24%
|
-1.93%
|
-5.68%
Nov 2021 - Nov 2021
|
2 - 1
|
|
|
6M
|
+0.58%
|
-2.73%
|
-7.27%
Sep 2021 - Nov 2021
|
4 - 2
|
|
|
YTD
|
+10.14%
|
+2.82%
|
10.37%
|
-7.27%
Sep 2021 - Nov 2021
|
8 - 4
67% pos
|
|
1Y
|
+10.14%
|
+2.82%
|
10.37%
|
-7.27%
Sep 2021 - Nov 2021
|
8 - 4
67% pos
|
|
3Y
|
+15.32%
annualized
|
+11.39%
annualized
|
19.14%
|
-28.02%
Jan 2020 - Mar 2020
|
24 - 12
67% pos
|
|
5Y
|
+10.89%
annualized
|
+7.74%
annualized
|
16.62%
|
-29.73%
Feb 2018 - Mar 2020
|
39 - 21
65% pos
|
|
10Y
|
+10.65%
annualized
|
+8.35%
annualized
|
15.07%
|
-29.73%
Feb 2018 - Mar 2020
|
76 - 44
63% pos
|
|
20Y
|
+11.00%
annualized
|
+8.49%
annualized
|
17.90%
|
-63.26%
Nov 2007 - Feb 2009
|
149 - 91
62% pos
|
|
25Y
|
+8.23%
annualized
|
+5.80%
annualized
|
17.54%
|
-63.26%
Nov 2007 - Feb 2009
|
176 - 124
59% pos
|
|
MAX
01 Jan 1995
|
+7.68%
annualized
|
+5.22%
annualized
|
17.05%
|
-63.26%
Nov 2007 - Feb 2009
|
188 - 136
58% pos
|
Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 5Y: 2.92% , 10Y: 2.12% , 25Y: 2.29%
ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.
Drawdowns
Worst drawdowns since January 1997.
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -63.26% | Nov 2007 | Feb 2009 | 16 | Oct 2013 | 56 | 72 |
| -29.73% | Feb 2018 | Mar 2020 | 26 | Nov 2020 | 8 | 34 |
| -28.47% | Jul 1997 | Sep 1998 | 15 | May 2002 | 44 | 59 |
| -14.18% | Jun 2002 | Oct 2002 | 5 | May 2003 | 7 | 12 |
| -10.51% | Jul 2014 | Dec 2014 | 6 | May 2015 | 5 | 11 |
| -10.50% | Jun 2015 | Feb 2016 | 9 | Jul 2016 | 5 | 14 |
| -7.27% | Sep 2021 | Nov 2021 | 3 | in progress | 1 | 4 |
| -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 |
| -4.73% | Jan 1997 | Apr 1997 | 4 | May 1997 | 1 | 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 |
| -1.68% | Jun 2021 | Jun 2021 | 1 | Jul 2021 | 1 | 2 |
| -1.37% | Mar 2014 | Apr 2014 | 2 | Jun 2014 | 2 | 4 |
| -0.38% | Jan 2021 | Jan 2021 | 1 | Feb 2021 | 1 | 2 |
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 |
+10.26% |
+89.97% Apr 2003 - Mar 2004 |
-54.52% Nov 2007 - Oct 2008 |
32.59% |
| 2 Years |
+8.68% |
+54.81% Apr 2003 - Mar 2005 |
-36.23% Mar 2007 - Feb 2009 |
26.58% |
| 3 Years |
+8.37% |
+46.13% Apr 2003 - Mar 2006 |
-20.24% Mar 2006 - Feb 2009 |
25.26% |
| 5 Years |
+8.82% |
+33.55% Nov 2002 - Oct 2007 |
-7.11% Jun 2007 - May 2012 |
18.11% |
| 7 Years |
+9.00% |
+23.29% Nov 2000 - Oct 2007 |
-1.31% Feb 1995 - Jan 2002 |
5.81% |
| 10 Years |
+9.22% |
+16.18% Jan 1998 - Dec 2007 |
+2.46% Apr 2007 - Mar 2017 |
0.00% |
| 15 Years |
+8.72% |
+13.09% Feb 2003 - Jan 2018 |
+4.23% Apr 2005 - Mar 2020 |
0.00% |
| 20 Years |
+8.87% |
+11.08% Oct 2001 - Sep 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
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% |
-0.51 48% |
-0.22 56% |
0.16 63% |
2.03 67% |
| 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.
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 |
| 2021 |
+10.14 | +2.82 | -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 | +10.26 | -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 | +21.91 | 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 | +30.00 | 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 | +0.57 | -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 | +8.41 | 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 | -6.68 | -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 | +26.69 | 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 | +19.19 | 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 | -17.66 | 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 | +19.78 | -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 | +38.94 | -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 | -48.54 | -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 | -1.12 | 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 | +25.23 | 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 | +19.25 | 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 | +30.44 | 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 | +63.16 | 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 | +3.23 | -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 | -6.10 | 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 | -6.30 | -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 | +15.94 | -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 | +3.61 | 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 | -24.00 | -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 | -2.35 | 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 |
ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.