Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SIZE (iShares MSCI USA Size Factor ETF) | 5.82% | 15.54% | 13.49% | 13.56% | 14.44% | NA | NA | 11.80% |
Data as of 07/03/2025, AR inception is 04/18/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SIZE (iShares MSCI USA Size Factor ETF) | 04/18/2013 | 07/03/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.77 | 15.54 | 13.49 | 13.56 | 14.44 | NA | NA | 11.80 | 5.82 | 14.37 | 17.78 | -15.85 | 25.04 | 16.25 | 28.97 | -6.57 | 18.38 | 11.65 | 1.59 | 16.07 | 16.41 |
| Sharpe Ratio | NA | 0.64 | 0.57 | 0.66 | 0.39 | NA | NA | 0.47 | 0.38 | 0.62 | 0.89 | -0.71 | 1.81 | 0.42 | 2.14 | -0.54 | 2.70 | 0.86 | 0.03 | 1.68 | 2.04 |
| Standard Deviation(%) | NA | 19.19 | 17.84 | 17.87 | 24.05 | NA | NA | 22.23 | 23.50 | 12.51 | 15.30 | 24.47 | 13.81 | 37.65 | 12.90 | 14.78 | 6.61 | 13.27 | 48.69 | 9.58 | 11.76 |
| Draw Down(%) | NA | 18.99 | 18.99 | 24.02 | 39.15 | NA | NA | 39.15 | 17.72 | 7.11 | 13.35 | 23.55 | 6.97 | 39.15 | 7.11 | 18.66 | 2.37 | 10.78 | 29.53 | 6.97 | 5.50 |
| Yield(%) | 0.00 | 0.95 | 1.50 | 1.89 | 3.18 | 2.36 | 1.77 | 2.94 | 0.00 | 1.72 | 1.65 | 1.32 | 1.50 | 1.63 | 1.72 | 2.22 | 1.47 | 1.65 | 1.95 | 2.03 | 1.62 |
Data as of 07/03/2025, AR inception is 04/18/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIZE (iShares MSCI USA Size Factor ETF) |
-0.14%
Mar 2017 - Mar 2020 |
3.17%
Mar 2015 - Mar 2020 |
8.98%
Oct 2013 - Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIZE (iShares MSCI USA Size Factor ETF) |
23.31%
Dec 2018 - Dec 2021 |
16.96%
Mar 2020 - Mar 2025 |
11.06%
Sep 2014 - Sep 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart