ISHARES INTERNATIONAL SMALL-CAP EQUITY FACTOR ETF
Symbol: ISCF
Exchange: NYSE
Sector: Industrials
Category: Foreign Small/Mid Blend
Inception date: 28/04/2015
Latest date: 17/07/2026
Current price: $43.50
Expense ratio: 0.24%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.73%
Ann. -50.12% (Sharpe / Sortino numerator)
Volatility
25.19%
Sharpe ratio
-2.134
VaR 95%
-2.75%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-2.45%
Ann. 4.35% (Sharpe / Sortino numerator)
Volatility
18.79%
Sharpe ratio
0.038
VaR 95%
-1.92%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
3.59%
Ann. 9.55% (Sharpe / Sortino numerator)
Volatility
15.59%
Sharpe ratio
0.380
VaR 95%
-1.65%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
15.82%
Ann. 30.14% (Sharpe / Sortino numerator)
Volatility
17.06%
Sharpe ratio
1.554
VaR 95%
-1.46%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
40.60%
Ann. 18.55% (Sharpe / Sortino numerator)
Volatility
15.79%
Sharpe ratio
0.945
VaR 95%
-1.47%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
54.79%
Ann. 15.42% (Sharpe / Sortino numerator)
Volatility
15.03%
Sharpe ratio
0.785
VaR 95%
-1.46%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.
Average daily return
0.063%
Best day
3.671%
Worst day
-3.079%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $43.23 | $43.56 | $43.23 | $43.50 | 28,700 |
| 16/07/2026 | $43.76 | $43.98 | $43.75 | $43.86 | 18,700 |
| 15/07/2026 | $43.96 | $44.24 | $43.83 | $44.13 | 19,300 |
| 14/07/2026 | $43.81 | $44.00 | $43.71 | $43.77 | 22,000 |
| 13/07/2026 | $43.64 | $43.64 | $43.32 | $43.40 | 45,800 |
| 10/07/2026 | $43.74 | $43.90 | $43.60 | $43.83 | 56,800 |
| 09/07/2026 | $43.39 | $43.54 | $43.33 | $43.49 | 139,100 |
| 08/07/2026 | $43.12 | $43.30 | $42.87 | $43.29 | 26,400 |
| 07/07/2026 | $44.08 | $44.09 | $43.62 | $43.72 | 66,500 |
| 06/07/2026 | $44.15 | $44.36 | $44.10 | $44.33 | 94,100 |