Performance analysis of SIZE (ISHARES MSCI USA SIZE FACTOR ETF)
Annual Return
Over the past 3 years, SIZE has had an average annual return of +13.51%, underperforming the benchmark SPY, which returned +19.62% annual.
Over the past 5 years, SIZE has had an average annual return of +8.13%, underperforming the benchmark SPY, which returned +12.73% annual.
Over the past 10 years, SIZE has had an average annual return of +11.55%, underperforming the benchmark SPY, which returned +15.04% annual.
Since Apr 18, 2013, SIZE has had an average annual return of +11.89%, underperforming the benchmark SPY, which returned +14.59% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +10.53% | +10.51% | +14.38% | +17.79% | -15.85% | +25.06% | +16.25% | +28.98% | -6.57% | +18.76% | +12.19% | +1.59% |
| 2014 | 2013 | ||||||||||
| +16.07% | +16.41% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.39% | +2.36% | -5.50% | +6.98% | +3.12% | +1.62% | -0.46% | +10.53% | |||||
| 2025 | +3.85% | -1.38% | -4.04% | -1.90% | +4.91% | +3.61% | +1.04% | +2.35% | +1% | -0.12% | +0.79% | +0.29% | +10.51% |
| 2024 | -0.90% | +4.80% | +4.30% | -5.31% | +2.42% | -0.03% | +4.11% | +2.55% | +1.76% | -0.75% | +7.60% | -6.12% | +14.38% |
| 2023 | +8.19% | -3.26% | -0.57% | -0.73% | -2.17% | +7.59% | +4.20% | -3.27% | -4.66% | -4.48% | +9.88% | +7.42% | +17.79% |
| 2022 | -5.93% | -1.18% | +2.52% | -7.16% | +0.52% | -9.20% | +8.75% | -3.18% | -9.56% | +8.84% | +6.15% | -5.29% | -15.85% |
| 2021 | -1.01% | +5.38% | +3.86% | +4.75% | +1.54% | +1.62% | +1.26% | +2.33% | -4.39% | +5.94% | -2.73% | +4.62% | +25.06% |
| 2020 | -1.27% | -8.63% | -18.26% | +13.66% | +6.59% | +1.69% | +5.15% | +4.47% | -2.09% | -0.16% | +14.31% | +4.25% | +16.25% |
| 2019 | +10.12% | +3.99% | +0.51% | +3.82% | -6.92% | +7.53% | +1.21% | -3.45% | +2.50% | +1.31% | +3.78% | +2.40% | +28.98% |
| 2018 | +3.46% | -3.92% | -0.25% | -0.07% | +0.70% | +1.76% | +2.64% | +1.97% | +0.33% | -5.36% | +2.77% | -9.91% | -6.57% |
| 2017 | +1.57% | +4.10% | -0.12% | +1.45% | +0.58% | +1.13% | +1.49% | -0.66% | +1.94% | +1.66% | +3.60% | +0.67% | +18.76% |
Drawdown analysis of SIZE (ISHARES MSCI USA SIZE FACTOR ETF)
The maximum drawdown for the SIZE was -39.15%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.
The current SIZE drawdown is -1.77%.
Since Apr 18, 2013 SIZE has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 2 times
- 10% or more: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.15% | Feb 20, 2020 | 22 | Mar 23, 2020 | 141 | Oct 12, 2020 | 163 |
| -24.01% | Nov 16, 2021 | 229 | Oct 14, 2022 | 335 | Feb 15, 2024 | 564 |
| -18.71% | Nov 29, 2024 | 87 | Apr 8, 2025 | 59 | Jul 3, 2025 | 146 |
| -18.66% | Sep 21, 2018 | 64 | Dec 24, 2018 | 59 | Mar 21, 2019 | 123 |
| -12.77% | Aug 17, 2015 | 123 | Feb 11, 2016 | 34 | Apr 1, 2016 | 157 |
| -7.97% | Feb 26, 2026 | 22 | Mar 30, 2026 | 13 | Apr 17, 2026 | 35 |
| -7.70% | Jan 26, 2018 | 48 | Apr 6, 2018 | 93 | Aug 17, 2018 | 141 |
| -7.11% | Jul 24, 2019 | 16 | Aug 15, 2019 | 55 | Nov 1, 2019 | 71 |
| -6.97% | Sep 8, 2014 | 27 | Oct 15, 2014 | 11 | Oct 30, 2014 | 38 |
| -6.92% | Apr 30, 2019 | 22 | May 31, 2019 | 14 | Jun 20, 2019 | 36 |
| -6.51% | Mar 28, 2024 | 15 | Apr 19, 2024 | 59 | Jul 16, 2024 | 74 |
| -6.19% | Oct 12, 2020 | 12 | Oct 28, 2020 | 6 | Nov 5, 2020 | 18 |
| -6.03% | Jul 16, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
| -5.71% | Oct 27, 2025 | 18 | Nov 20, 2025 | 8 | Dec 3, 2025 | 26 |
| -5.50% | May 21, 2013 | 21 | Jun 20, 2013 | 21 | Jul 22, 2013 | 42 |
| -5.25% | Jun 8, 2016 | 13 | Jun 27, 2016 | 8 | Jul 8, 2016 | 21 |
| -5.21% | Sep 2, 2021 | 21 | Oct 4, 2021 | 12 | Oct 20, 2021 | 33 |
| -4.91% | Sep 7, 2016 | 42 | Nov 4, 2016 | 9 | Nov 17, 2016 | 51 |
| -4.75% | Jan 20, 2021 | 7 | Jan 29, 2021 | 5 | Feb 5, 2021 | 12 |
| -4.33% | Feb 24, 2021 | 6 | Mar 4, 2021 | 5 | Mar 11, 2021 | 11 |
| -4.33% | Aug 5, 2013 | 19 | Aug 30, 2013 | 13 | Sep 19, 2013 | 32 |
| -4.18% | Jan 22, 2014 | 10 | Feb 5, 2014 | 9 | Feb 19, 2014 | 19 |
| -3.97% | Jul 3, 2014 | 24 | Aug 7, 2014 | 9 | Aug 20, 2014 | 33 |
| -3.93% | May 7, 2021 | 3 | May 12, 2021 | 11 | May 27, 2021 | 14 |
| -3.71% | Jan 17, 2020 | 9 | Jan 31, 2020 | 7 | Feb 11, 2020 | 16 |