Last Update: 31 Aug 2020
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.
| 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
Rolling Returns
iShares MSCI EAFE Small-Cap (SCZ) ETF: annualized rolling and average returns
| 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
| 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
| 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 |