Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ISZE (iShares MSCI Intl Size Factor ETF) | NA | 6.82% | -1.49% | 4.53% | NA | NA | NA | … | … |
Data as of 06/13/2024, Common starting date is 07/07/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ISZE (iShares MSCI Intl Size Factor ETF) | 07/07/2015 | 06/13/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.71 | 6.82 | -1.49 | 4.53 | NA | NA | NA | … | … | 1.78 | 15.56 | -15.69 | 8.16 | 6.07 | 21.14 | -13.93 | 25.05 | 8.80 | -7.41 |
| Sharpe Ratio | NA | 0.23 | -0.23 | 0.15 | NA | NA | NA | … | … | 0.03 | 0.84 | -0.78 | 0.64 | 0.19 | 1.79 | -1.10 | 2.81 | 0.57 | -0.24 |
| Standard Deviation(%) | NA | 12.82 | 16.47 | 19.45 | NA | NA | NA | … | … | 11.82 | 13.58 | 21.99 | 12.69 | 30.73 | 11.01 | 13.83 | 8.72 | 15.04 | 60.14 |
| Draw Down(%) | NA | 13.26 | 31.32 | 35.57 | NA | NA | NA | … | … | 4.30 | 13.26 | 28.71 | 8.89 | 35.57 | 8.19 | 20.34 | 3.76 | 6.29 | 11.52 |
| Yield(%) | 1.77 | 6.17 | 5.04 | 4.86 | 3.72 | 2.48 | 1.86 | … | … | 1.87 | 7.12 | 2.21 | 8.45 | 1.44 | 2.65 | 2.54 | 4.02 | 3.35 | 1.00 |
Data as of 06/13/2024, Common starting date is 07/07/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISZE (iShares MSCI Intl Size Factor ETF) |
-3.83%
Mar 2017 – Mar 2020 |
-1.71%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISZE (iShares MSCI Intl Size Factor ETF) |
11.87%
Mar 2020 – Mar 2023 |
9.02%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart