iShares MSCI USA Size Factor ETF (SIZE)
Description
The investment seeks to track the performance of the MSCI USA Low Size Index. The SIZE ETF contains 613 constituents. It is focused on blend holdings in the North America region.
Price $105.82 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.75% |
| Expense ratio | 0.15% |
| Average spread | 0.057% |
| 1Y roundtrip cost | 0.207% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -5.9% | -1.2% | 2.5% | -7.2% | 0.5% | -9.2% | 8.8% | -3.2% | -9.6% | 1.5% | -22.9% | ||
| 2021 | -1.0% | 5.4% | 3.9% | 4.8% | 1.5% | 1.6% | 1.3% | 2.3% | -4.4% | 5.9% | -2.7% | 4.6% | 23.2% |
| 2020 | -1.3% | -8.6% | -18.2% | 13.7% | 6.6% | 1.7% | 5.1% | 4.5% | -2.1% | -0.2% | 14.3% | 4.3% | 19.7% |
| 2019 | 10.1% | 4.0% | 0.5% | 3.8% | -6.9% | 7.5% | 1.2% | -3.5% | 2.5% | 1.3% | 3.8% | 2.4% | 26.8% |
| 2018 | 3.5% | -3.9% | -0.3% | -0.1% | 0.7% | 1.8% | 2.6% | 2.0% | 0.3% | -5.4% | 2.8% | -9.9% | -5.9% |
| 2017 | 1.6% | 4.1% | -0.1% | 1.5% | 0.6% | 1.1% | 1.5% | -0.7% | 1.9% | 1.7% | 3.6% | 0.7% | 17.4% |
| 2016 | -6.0% | 1.2% | 6.9% | -0.1% | 2.4% | 0.7% | 3.4% | -0.7% | 0.2% | -2.2% | 4.2% | 1.5% | 11.6% |
| 2015 | -1.6% | 4.4% | -0.7% | -0.6% | 1.6% | -2.3% | 2.5% | -5.6% | -2.0% | 6.8% | 0.6% | -1.0% | 2.2% |
| 2014 | -1.9% | 4.1% | 1.4% | 0.4% | 2.3% | 2.2% | -1.8% | 3.5% | -1.9% | 3.6% | 3.2% | 0.4% | 15.3% |
| 2013 | 1.5% | -1.7% | 5.0% | -3.3% | 3.1% | 4.9% | 1.0% | 2.1% | 12.7% | ||||
| -2.6% | 9.5% | -4.2% | 16.2% | 10.9% | 3.4% | 29.7% | -4.6% | -11.9% | 18.0% | 30.6% | 5.1% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.48 | 0.45 | 0.54 | 1.46 | |||||||||
| 2021 | 0.35 | 0.37 | 0.53 | 0.38 | 1.64 | ||||||||
| 2020 | 0.43 | 0.35 | 0.43 | 0.39 | 1.59 | ||||||||
| 2019 | 0.21 | 0.42 | 0.36 | 0.31 | 1.30 | ||||||||
| 2018 | 0.31 | 0.56 | 0.55 | 0.38 | 1.80 | ||||||||
| 2017 | 0.28 | 0.33 | 0.46 | 0.27 | 1.33 | ||||||||
| 2016 | 0.32 | 0.32 | 0.40 | 1.04 | |||||||||
| 2015 | 0.28 | 0.32 | 0.28 | 0.39 | 1.27 | ||||||||
| 2014 | 0.26 | 0.31 | 0.24 | 0.36 | 1.17 | ||||||||
| 2013 | 0.21 | 0.27 | 0.32 | 0.81 | |||||||||
| 0.00 | 0.00 | 2.60 | 0.00 | 0.00 | 3.64 | 0.00 | 0.00 | 3.98 | 0.00 | 0.00 | 3.21 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Top 0 Weights | 0.00% |
Compare with similar ETFs
| SIZE | EUSA | GSEW | IWR | JHMM | VO | |
|---|---|---|---|---|---|---|
| Product name | iShares MSCI USA Size Factor ETF | iShares MSCI USA ETF | Goldman Sachs Equal Weight U.S. Large Cap Equity ETF | iShares Russell Mid-Cap ETF | John Hancock Multifactor Mid Cap ETF | Vanguard Mid-Cap ETF |
| Issuer | iShares | iShares | Goldman Sachs | iShares | John Hancock | Vanguard |
| Price | $105.82 | $69.34 | $54.1208 | $62.94 | $43.28 | $189.76 |
| Expense Ratio | 0.15% |  0.09% | 0.09% |  0.19% | 0.41% | 0.04% |
| Average Spread | 0.057% | 0.058% | 0.074% | 0.016% | 0.069% | 0.016% |
| AUM | $499,164,000 | $385,378,000 | $701,729,000 | $23,202,400,000 | $1,938,780,000 | $41,246,600,000 |
| Shares | 4,717,106 | 5,557,800 | 12,965,971 | 368,642,772 | 44,796,250 | 217,361,772 |
| Average Daily Volume | 9,333 | 23,867 | 46,787 | 1,867,320 | 211,762 | 806,220 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2013-04-16 | 2010-05-05 | 2017-09-12 | 2001-07-17 | 2015-09-28 | 2004-01-26 |
| Index Tracked | MSCI USA Low Size Index | MSCI USA Equal Weighted Index | Solactive U.S. Large Cap Equal Weight Index | Russell Midcap | John Hancock Dimensional Mid Cap Index | CRSP US Mid Cap |
| Category | All Cap Equities | All Cap Equities | Large Cap Growth Equities | Mid Cap Blend Equities | Mid Cap Growth Equities | Mid Cap Growth Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Large/Mid Caps | Large Caps | Large/Mid Caps | Large/Mid Caps | Large Caps |
| Value or Growth | Blend | Blend | Blend | Blend | Blend | Blend |
| Region | North America | North America | North America | North America | North America | North America |
| Countries | U.S. | U.S. | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $1.848 | $1.297 | $0.783 | $0.995 | $0.45 | $3.065 |
| Annual Dividend Yield | 0.017% | 0.019% | 0.014% | 0.016% | 0.010% | 0.016% |
| Number of Holdings | 613 | 627 | 498 | 808 | 653 | 362 |
| YTD Return | -21.94% | -21.51% | -23.76% | -23.37% | -21.80% | -24.75% |
| Beta | 1.00 | 0.98 | 1.01 | 1.05 | 1.06 | 1.09 |
| Upside Beta | 0.25 | 0.05 | 0.57 | 0.31 | 0.61 | 0.26 |
| Downside Beta | -0.26 | -0.25 | 0.47 | 0.17 | -0.04 | 0.10 |
| Volatility 1Y | 22.99% | 23.22% | 23.44% | 24.42% | 23.81% | 24.47% |
| Sharpe Ratio 3Y | 0.37 | 0.39 | 0.33 | 0.26 | 0.34 | 0.28 |
| Treynor Ratio 3Y | 0.01 | 0.01 | 0.01 | 0.00 | 0.01 | 0.00 |