Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/02/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SCZ (iShares MSCI EAFE Small-Cap ETF) | 11.08% | 12.27% | 6.16% | 9.76% | 5.41% | 6.82% | NA | 4.42% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCZ (iShares MSCI EAFE Small-Cap ETF) | 12/12/2007 | 05/02/2025 |
The return data shown below all have the same latest date: 05/02/2025.
AR inception is since 12/12/2007.
AR inception is since 12/12/2007.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.37 | 12.27 | 6.16 | 9.76 | 5.41 | 6.82 | NA | 4.42 | 11.08 | 1.52 | 12.98 | -21.28 | 10.11 | 11.69 | 24.67 | -17.48 | 32.73 | 2.63 | 9.10 | -6.07 | 28.61 | 21.28 | -15.14 | 21.50 | 42.85 | -48.55 | -0.31 |
| Sharpe Ratio | NA | 0.35 | 0.10 | 0.41 | 0.21 | NA | NA | 0.15 | 1.57 | -0.37 | 0.61 | -0.98 | 0.74 | 0.36 | 1.99 | -1.28 | 4.36 | 0.14 | 0.61 | -0.50 | 2.11 | 1.28 | -0.51 | 0.93 | 1.46 | -1.17 | -0.31 |
| Standard Deviation(%) | NA | 17.03 | 17.73 | 17.43 | 17.72 | NA | NA | 21.30 | 21.71 | 13.68 | 14.41 | 23.18 | 13.69 | 31.40 | 11.70 | 14.72 | 7.39 | 17.34 | 14.88 | 12.21 | 13.55 | 16.77 | 29.56 | 22.95 | 29.31 | 42.02 | 26.22 |
| Draw Down(%) | NA | 14.52 | 21.75 | 36.88 | 40.96 | NA | NA | 61.87 | 13.53 | 10.05 | 15.06 | 33.57 | 9.70 | 38.99 | 8.23 | 26.40 | 2.61 | 12.53 | 11.80 | 16.12 | 10.32 | 15.85 | 26.32 | 19.33 | 26.33 | 57.61 | 5.39 |
| Yield(%) | 0.00 | 3.42 | 2.76 | 3.44 | 3.07 | 3.89 | 2.31 | 2.72 | 0.00 | 3.48 | 3.22 | 1.53 | 3.16 | 1.66 | 4.23 | 2.38 | 3.06 | 2.84 | 2.20 | 2.42 | 2.94 | 3.70 | 2.67 | 3.27 | 3.14 | 1.43 | 0.08 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCZ (iShares MSCI EAFE Small-Cap ETF) |
-3.91%
Apr 2021 - Apr 2024 |
-1.97%
Sep 2017 - Sep 2022 |
3.37%
Oct 2013 - Oct 2023 |
3.95%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCZ (iShares MSCI EAFE Small-Cap ETF) |
28.11%
Feb 2009 - Feb 2012 |
24.25%
Feb 2009 - Feb 2014 |
13.78%
Feb 2009 - Feb 2019 |
10.46%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart