iShares MSCI EAFE Small-Cap ETF (SCZ)

Description

The investment seeks to track the performance of the MSCI EAFE Small-Cap Index. The SCZ ETF contains 2370 constituents. It is focused on blend holdings in the Europe region.

Price $48.95 as of 2022-10-20

Cost/Risk/Yield

Dividend yield5.27%
Expense ratio0.4%
Average spread0.02%
1Y roundtrip cost0.42%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-6.1%-3.0%-0.4%-7.0%0.5%-10.3%6.6%-5.9%-11.0%0.3%-36.1%
2021-0.4%3.1%2.3%3.8%2.1%-1.7%1.7%2.8%-4.1%2.5%-5.7%3.7%10.2%
2020-3.8%-8.9%-17.8%9.6%8.1%2.0%2.7%7.4%-0.2%-3.5%12.9%7.1%15.5%
20198.1%2.0%0.5%3.3%-5.7%4.3%-1.5%-1.7%3.0%4.1%2.4%4.2%23.0%
20185.2%-3.8%-0.1%0.7%-1.0%-2.3%1.2%-1.2%-0.7%-9.7%-0.0%-6.6%-18.4%
20173.8%2.0%2.5%4.2%3.3%0.6%3.4%0.7%2.9%1.7%0.9%2.6%28.7%
2016-6.2%-1.7%8.2%1.2%1.8%-4.6%5.2%0.2%3.1%-2.9%-2.5%2.0%3.5%
20150.3%7.0%-1.3%4.3%1.7%-1.6%0.9%-4.7%-2.6%4.9%0.7%-0.2%9.3%
2014-2.8%6.4%-1.0%-0.3%1.1%1.7%-3.3%0.2%-5.4%0.1%-1.3%-1.1%-5.8%
20134.2%1.3%2.2%3.6%-4.0%-2.7%7.0%-0.7%8.8%3.0%0.3%3.1%26.2%
20128.8%5.3%0.8%-0.8%-11.5%4.1%-1.2%4.0%4.2%0.8%1.5%4.8%20.9%
20110.7%2.3%-0.3%5.9%-2.4%-1.3%-1.7%-8.2%-11.2%7.4%-2.6%-3.3%-14.7%
11.9%12.0%-4.3%28.3%-6.0%-11.7%21.0%-7.1%-13.2%8.8%6.6%16.2%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20221.121.12
20210.711.392.10
20200.550.471.02
20190.931.262.19
20180.770.681.45
20170.780.761.54
20160.680.731.41
20150.600.431.03
20140.580.641.22
20130.570.651.22
20120.570.751.33
20110.560.581.14
0.000.000.000.000.008.420.000.000.000.000.008.34

Sectors and Top Holdings

Security % Assets
VAT Group AG0.40%
IMCD N.V.0.39%
Getinge AB Class B0.33%
Euronext NV0.28%
U.S. Dollar0.28%
Intermediate Capital Group plc0.27%
SIG Combibloc Group Ltd0.26%
Rightmove plc0.26%
AerCap Holdings NV0.25%
Meggitt PLC0.25%
Indutrade AB0.25%
B&M European Value Retail SA0.24%
TOMRA Systems ASA0.24%
Howden Joinery Group PLC0.24%
Dechra Pharmaceuticals PLC0.24%
Top 15 Weights4.18%

Compare with similar ETFs

SCZ GSID IEUS IQSI ISCF RESD
Product nameiShares MSCI EAFE Small-Cap ETFGoldman Sachs MarketBeta International Equity ETFShares MSCI Europe Small-Cap ETFIQ Candriam ESG International Equity ETFiShares FactorSelect MSCI Intl Small-Cap ETFWisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund
IssueriSharesGoldman SachsiSharesIndexIQiSharesWisdomTree
Price$48.95$41.1799$42.16$21.5621$26.56$22.169
Expense Ratio0.4%better0.2%0.4%better0.15%0.4%better0.3%
Average Spread0.020%0.267%0.380%0.139%0.264%0.135%
AUM$9,876,900,000$254,882,000$222,587,000$150,745,000$146,845,000$5,558,080
Shares201,775,3486,189,4815,279,5806,991,2085,528,821250,714
Average Daily Volume2,369,7506,27318,22022,74188,5951,350
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2007-12-102020-05-122007-11-122019-12-172015-04-282016-11-03
Index TrackedMSCI EAFE Small-Cap IndexSolactive GBS Developed Markets ex North America Large & Mid Cap IndexMSCI Europe Small Cap IndexIQ Candriam ESG International Equity IndexMSCI World ex USA Small Cap Diversified Multiple-Factor IndexNo Underlying Index
CategoryForeign Small & Mid Cap EquitiesForeign Large Cap EquitiesEurope EquitiesForeign Large Cap EquitiesForeign Small & Mid Cap EquitiesForeign Large Cap Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeMid/Small CapsLarge/Mid CapsMid/Small CapsLarge/Mid CapsMid/Small CapsLarge/Mid Caps
Value or GrowthBlendBlendValueBlendBlendBlend
RegionEuropeEuropeEuropeEuropeEuropeEurope
CountriesEAFEBroadBroadBroadBroadBroad
Annual Dividend Rate$2.579$1.188$2.214$0.852$1.501$0.85
Annual Dividend Yield0.053%0.029%0.053%0.040%0.057%0.038%
Number of Holdings23709791011658767240
YTD Return-31.77%-25.76%-38.15%-26.21%-25.60%-27.40%
Beta0.960.750.990.790.810.73
Upside Beta0.030.300.030.480.450.41
Downside Beta-0.26-0.49-0.30-0.45-0.30-0.47
Volatility 1Y21.23%20.09%27.47%20.46%20.71%19.08%
Sharpe Ratio 3Y-0.360.00-0.350.00-0.120.00
Treynor Ratio 3Y-0.010.00-0.010.000.000.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew