Data Source: from January 1995 to December 2021

Last Update: 31 Dec 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 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.

Time Range:

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).

Swipe left to see all data
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
(*)Annualized St.Dev. of monthly returns

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

Drawdonws Chart:

Worst drawdowns since January 1997.

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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

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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.

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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%
-0.51
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
Statistics calculated for the period Jan 1995 - Dec 2021

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?

MONTHLY RETURNS HISTOGRAM
188 Positive Months (58%) - 136 Negative Months (42%)
Jan 1995 - Dec 2021
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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.

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