Simulation Settings
Category: Stocks
Period: January 1975 - May 2025 (~50 years)
Consolidated Returns as of 31 May 2025
Initial Amount: 1€
Currency:
EUR
SCZ is not denominated in EUR. Returns are simulated using exchange rates or interest rate differentials in case of currency hedging.
Inflation: Eurozone
(Change Settings)
Results
iShares MSCI EAFE Small-Cap (SCZ)
1.00€
Invested Capital
June 1995
June 1995
6.18€
Final Capital
May 2025
May 2025
6.26%
Yearly Return
17.24%
Std Deviation
-62.59%
Max Drawdown
71months
Recovery Period
1.00€
Invested Capital
June 1995
June 1995
3.36€
Final Capital
May 2025
May 2025
4.13%
Yearly Return
17.24%
Std Deviation
-63.44%
Max Drawdown
81months
Recovery Period
1.00€
Invested Capital
January 1975
January 1975
91.92€
Final Capital
May 2025
May 2025
9.38%
Yearly Return
16.58%
Std Deviation
-62.59%
Max Drawdown
71months
Recovery Period
1.00€
Invested Capital
January 1975
January 1975
25.87€
Final Capital
May 2025
May 2025
6.67%
Yearly Return
16.58%
Std Deviation
-63.44%
Max Drawdown
81months
Recovery Period
The iShares MSCI EAFE Small-Cap (SCZ) to EUR Hedged ETF covers to the following investment themes:
- Asset Class: Equity
- Size: Small Cap
- Style: Blend
- Region: Developed Markets
- Country: EAFE
As of May 2025, in the previous 30 Years, the iShares MSCI EAFE Small-Cap (SCZ) to EUR Hedged ETF obtained a 6.26% compound annual return, with a 17.24% standard deviation. It suffered a maximum drawdown of -62.59% that required 71 months to be recovered.
Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information.
The authors of the website are not affiliated with the ETFs/Assets issuers. Content is for informational, educational, illustrative and entertainment purposes only.
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Investment Returns as of May 31, 2025
Returns are calculated in EUR, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
- for non-EUR assets, the currency hedging cost, taking into account the interest rate differentials, with a yearly additional expense ratio of 0.25%.
ISHARES MSCI EAFE SMALL-CAP (SCZ) TO EUR HEDGED ETF
Capital Growth
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| iShares MSCI EAFE Small-Cap (SCZ) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 1 € | 6.18€ | 517.72% | 6.26% | 3.36€ | 236.47% | 4.13% | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Initial Amount Jun 1995 |
Final Amount May 2025 |
Total Return | Ann. Return | Final Amount May 2025 |
Total Return | Ann. Return | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Simulation Result | Inflation Adjusted | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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| iShares MSCI EAFE Small-Cap (SCZ) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 1 € | 91.92€ | 9092.44% | 9.38% | 25.87€ | 2487.00% | 6.67% | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Initial Amount Jan 1975 |
Final Amount May 2025 |
Total Return | Ann. Return | Final Amount May 2025 |
Total Return | Ann. Return | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Simulation Result | Inflation Adjusted | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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| Chg (%) | Return (%) | Return (%) as of May 31, 2025 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | --- |
YTD (5M) |
1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX (~50Y) |
|||
| Investment Return | --- | --- | 15.27 | 6.01 | 11.48 | 11.25 | 7.35 | 4.35 | 6.26 | 9.38 | |||
| Returns over 1 year are annualized | |||||||||||||
| (*) Eastern Time (ET - America/New York) | |||||||||||||
| The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation. | |||||||||||||
Investment Metrics as of May 31, 2025
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
- for non-EUR assets, the currency hedging cost, taking into account the interest rate differentials, with a yearly additional expense ratio of 0.25%.
ISHARES MSCI EAFE SMALL-CAP (SCZ) TO EUR HEDGED ETF
Advanced Metrics
1 January 1975 - 31 May 2025 (~50 years)
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| Metrics as of May 31, 2025 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
|
YTD
(5M) |
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~50Y) |
|
| Investment Return (%) | 15.27 | 6.01 | 11.70 | 11.48 | 11.25 | 5.61 | 7.35 | 4.35 | 5.61 | 6.26 | 9.38 |
| Growth of 1€ | 1.15 | 1.06 | 1.12 | 1.11 | 1.11 | 1.18 | 1.43 | 1.53 | 2.98 | 6.18 | 91.92 |
| Eurozone Inflation (%) | 1.34 | 0.00 | 1.19 | 1.70 | 1.95 | 3.52 | 4.10 | 2.50 | 2.10 | 2.05 | 2.55 |
| Pending updates, the monthly inflation of May 2025 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized. | |||||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -4.39 | -8.86 | -20.38 | -35.37 | -35.37 | -62.59 | -62.59 | -62.59 | |||
| Start to Recovery (# months) | 45* | 8 | 14 | 45* | 45* | 71 | 71 | 71 | |||
| Start (yyyy mm) | 2024 10 | 2022 06 | 2021 09 | 2021 09 | 2007 11 | 2007 11 | 2007 11 | ||||
| Start to Bottom (# months) | 3 | 4 | 13 | 13 | 16 | 16 | 16 | ||||
| Bottom (yyyy mm) | 2024 12 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 5 | 10 | 32 | 32 | 55 | 55 | 55 | ||||
| End (yyyy mm) | 2025 05 | 2023 07 | - | - | 2013 09 | 2013 09 | 2013 09 | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
-34.33 | -34.33 | ||||
| Start to Recovery (# months) | 85 | 85 | |||||||||
| Start (yyyy mm) | 2024 10 | 2022 06 | 2021 09 | 2021 09 | 2007 11 | 1996 06 | 1996 06 | ||||
| Start to Bottom (# months) | 3 | 4 | 13 | 13 | 16 | 28 | 28 | ||||
| Bottom (yyyy mm) | 2024 12 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 1998 09 | 1998 09 | ||||
| Bottom to End (# months) | 5 | 10 | 32 | 32 | 55 | 57 | 57 | ||||
| End (yyyy mm) | 2025 05 | 2023 07 | - | - | 2013 09 | 2003 06 | 2003 06 | ||||
| Longest negative period (# months) | 9 | 20 | 51 | 83 | 83 | 95 | 115 | ||||
| Start (yyyy mm) | 2024 06 | 2022 06 | 2021 01 | 2018 02 | 2018 02 | 1995 06 | 1989 08 | ||||
| End (yyyy mm) | 2025 02 | 2024 01 | 2025 03 | 2024 12 | 2024 12 | 2003 04 | 1999 02 | ||||
| Annualized Return (%) | -0.55 | -0.39 | -0.34 | -0.30 | -0.30 | -0.30 | -0.08 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
| Deepest Drawdown Depth (%) | -19.83 | -9.20 | -22.51 | -41.48 | -41.48 | -63.44 | -63.44 | -63.44 | |||
| Start to Recovery (# months) | 45* | 8 | 27 | 45* | 45* | 81 | 81 | 81 | |||
| Start (yyyy mm) | 2024 10 | 2022 06 | 2021 09 | 2021 09 | 2007 06 | 2007 06 | 2007 06 | ||||
| Start to Bottom (# months) | 3 | 4 | 13 | 13 | 21 | 21 | 21 | ||||
| Bottom (yyyy mm) | 2024 12 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 5 | 23 | 32 | 32 | 60 | 60 | 60 | ||||
| End (yyyy mm) | 2025 05 | 2024 08 | - | - | 2014 02 | 2014 02 | 2014 02 | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
-36.08 | -36.08 | ||||
| Start to Recovery (# months) | 87 | 87 | |||||||||
| Start (yyyy mm) | 2024 10 | 2022 06 | 2021 09 | 2021 09 | 2007 06 | 1996 06 | 1996 06 | ||||
| Start to Bottom (# months) | 3 | 4 | 13 | 13 | 21 | 28 | 28 | ||||
| Bottom (yyyy mm) | 2024 12 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 1998 09 | 1998 09 | ||||
| Bottom to End (# months) | 5 | 23 | 32 | 32 | 60 | 59 | 59 | ||||
| End (yyyy mm) | 2025 05 | 2024 08 | - | - | 2014 02 | 2003 08 | 2003 08 | ||||
| Longest negative period (# months) | 10 | 34 | 56 | 101 | 199 | 199 | 199 | ||||
| Start (yyyy mm) | 2024 06 | 2022 06 | 2020 09 | 2015 06 | 2007 04 | 2007 04 | 2007 04 | ||||
| End (yyyy mm) | 2025 03 | 2025 03 | 2025 04 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | ||||
| Annualized Return (%) | -1.09 | -1.28 | -0.54 | -0.97 | -0.17 | -0.17 | -0.17 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Standard Deviation (%) | 12.27 | 18.11 | 17.14 | 16.56 | 18.44 | 17.24 | 16.58 | ||||
| Sharpe Ratio | 0.53 | 0.07 | 0.28 | 0.15 | 0.22 | 0.23 | 0.31 | ||||
| Sortino Ratio | 0.69 | 0.09 | 0.39 | 0.21 | 0.29 | 0.31 | 0.42 | ||||
| Ulcer Index | 4.52 | 6.76 | 16.34 | 14.26 | 19.22 | 18.20 | 15.41 | ||||
| Ratio: Return / Standard Deviation | 0.92 | 0.31 | 0.43 | 0.26 | 0.30 | 0.36 | 0.57 | ||||
| Ratio: Return / Deepest Drawdown | 1.27 | 0.28 | 0.21 | 0.12 | 0.09 | 0.10 | 0.15 | ||||
| Positive Months (%) | 75.00 | 61.11 | 60.00 | 60.00 | 60.00 | 57.77 | 59.66 | ||||
| Positive Months | 9 | 22 | 36 | 72 | 144 | 208 | 361 | ||||
| Negative Months | 3 | 14 | 24 | 48 | 96 | 152 | 244 | ||||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Best 10 Years Return (%) - Annualized | 4.35 | 13.36 | 15.21 | 19.54 | |||||||
| Worst 10 Years Return (%) - Annualized | 2.15 | 2.15 | 1.27 | ||||||||
| Best 10 Years Return (%) - Annualized | 1.81 | 11.96 | 12.85 | 16.75 | |||||||
| Worst 10 Years Return (%) - Annualized | -0.09 | -0.09 | -1.33 | ||||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |
| ··· As of May 2025 - Over the previous 30Y | |||||||||||
| Best Rolling Return (%) - Annualized | 91.43 | 45.58 | 32.58 | 15.21 | 10.68 | 6.26 | |||||
| Worst Rolling Return (%) - Annualized | -53.96 | -20.63 | -6.52 | 2.15 | 4.78 | ||||||
| Positive Periods (%) | 63.8 | 70.1 | 78.4 | 100.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 88.24 | 42.70 | 29.73 | 12.85 | 8.89 | 4.13 | |||||
| Worst Rolling Return (%) - Annualized | -55.37 | -22.26 | -8.44 | -0.09 | 2.61 | ||||||
| Positive Periods (%) | 59.5 | 63.0 | 68.7 | 99.5 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 7.55 | 12.28 | 16.25 | 23.61 | 27.00 | 15.97 | 0.00 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 9.62 | 15.86 | 21.31 | 38.63 | 35.88 | 20.36 | 0.00 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 10.94 | 18.15 | 24.56 | 52.90 | 44.95 | 25.18 | 0.00 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 13.10 | 21.89 | 29.85 | 53.72 | 48.76 | 27.21 | 0.00 | 0.00 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 61.39 | 20.24 | 12.99 | 7.67 | 6.14 | 5.24 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | 2.70 | 3.68 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
| ··· All available data (Jan 1975 - May 2025) | |||||||||||
| Best Rolling Return (%) - Annualized | 91.43 | 54.38 | 38.40 | 19.54 | 14.36 | 12.68 | |||||
| Worst Rolling Return (%) - Annualized | -53.96 | -20.63 | -6.52 | 1.27 | 3.52 | 5.38 | |||||
| Positive Periods (%) | 69.1 | 76.1 | 84.2 | 100.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 88.24 | 53.24 | 36.38 | 16.75 | 10.73 | 9.78 | |||||
| Worst Rolling Return (%) - Annualized | -55.37 | -22.26 | -8.44 | -1.33 | 1.13 | 3.23 | |||||
| Positive Periods (%) | 62.4 | 65.7 | 73.8 | 94.2 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 7.01 | 11.04 | 14.09 | 20.92 | 20.39 | 15.39 | 0.00 | 0.00 | 0.00 | ||
| 95% CVaR - Conditional Value at Risk (%) | 9.00 | 14.48 | 18.96 | 31.88 | 30.63 | 19.66 | 0.00 | 0.00 | 0.00 | ||
| 99% VaR - Value at Risk (%) - Cumulative | 10.27 | 16.69 | 22.08 | 47.69 | 37.90 | 24.69 | 0.00 | 0.00 | 0.00 | ||
| 99% CVaR - Conditional Value at Risk (%) | 12.35 | 20.29 | 27.17 | 51.59 | 44.69 | 26.14 | 0.00 | 0.00 | 0.00 | ||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 61.39 | 20.24 | 12.99 | 7.67 | 5.24 | 4.36 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | 1.22 | 2.98 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed.
- Standard Deviation: it's a measure of the dispersion of returns around the mean.
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
- Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
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Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
ISHARES MSCI EAFE SMALL-CAP (SCZ) TO EUR HEDGED ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
1 June 1995 - 31 May 2025 (30 Years)
1 January 1975 - 31 May 2025 (~50 years)
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Rolling Returns
For a detailed rolling return analysis, click here
iShares MSCI EAFE Small-Cap (SCZ) to EUR Hedged ETF: Rolling Returns
iShares MSCI EAFE Small-Cap (SCZ) to EUR Hedged ETF: Rolling Returns
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
ISHARES MSCI EAFE SMALL-CAP (SCZ) TO EUR HEDGED ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 June 1995 - 31 May 2025 (30 Years)
1 January 1975 - 31 May 2025 (~50 years)
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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.
Seasonality
In which months is it better to invest in iShares MSCI EAFE Small-Cap (SCZ) to EUR Hedged ETF?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from January 1975 to May 2025.
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For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the iShares MSCI EAFE Small-Cap (SCZ) to EUR Hedged ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
ISHARES MSCI EAFE SMALL-CAP (SCZ) TO EUR HEDGED ETF
Monthly Returns Distribution
1 June 1995 - 31 May 2025 (30 Years)
1 January 1975 - 31 May 2025 (~50 years)
208 Positive Months (58%) - 152 Negative Months (42%)
361 Positive Months (60%) - 244 Negative Months (40%)
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Methodology
Returns, up to December 2007, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.
For non-EUR assets, hedged returns are calculated taking into account the interest rate differentials of the countries. It is assumed that hedged instruments have a yearly additional expense ratio of 0.25%.
Returns, up to December 2007, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.
For non-EUR assets, hedged returns are calculated taking into account the interest rate differentials of the countries. It is assumed that hedged instruments have a yearly additional expense ratio of 0.25%.
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