Summary
SIZE
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 17.34% Volatility 18.81% Sharpe 0.37
Official loaded data — not a live quote.

ISHARES MSCI USA SIZE FACTOR ETF

Symbol: SIZE

Exchange: NYSE

Sector: Technology

Category: Mid-Cap Blend

Inception date: 16/04/2013

Latest date: 16/07/2026

Current price: $179.24

Expense ratio: 0.15%

Assets under management
$427.9M
0.11% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

1.15%

Ann. -41.88% (Sharpe / Sortino numerator)

Volatility

17.15%

Sharpe ratio

-2.654

VaR 95%

-1.56%

CVaR 95%: -1.62%
Max drawdown: -7.12%
Sortino ratio: -5.272
Calmar ratio: -5.88

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

6.89%

Ann. -5.72% (Sharpe / Sortino numerator)

Volatility

14.90%

Sharpe ratio

-0.627

VaR 95%

-1.57%

CVaR 95%: -1.68%
Max drawdown: -8.15%
Sortino ratio: -0.978
Calmar ratio: -0.70

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

7.60%

Ann. -0.54% (Sharpe / Sortino numerator)

Volatility

14.00%

Sharpe ratio

-0.298

VaR 95%

-1.48%

CVaR 95%: -1.76%
Max drawdown: -8.15%
Sortino ratio: -0.471
Calmar ratio: -0.07

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

17.34%

Ann. 10.56% (Sharpe / Sortino numerator)

Volatility

18.81%

Sharpe ratio

0.368

VaR 95%

-1.46%

CVaR 95%: -2.62%
Max drawdown: -8.45%
Sortino ratio: 0.486
Calmar ratio: 1.25

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

28.59%

Ann. 8.57% (Sharpe / Sortino numerator)

Volatility

16.16%

Sharpe ratio

0.306

VaR 95%

-1.42%

CVaR 95%: -2.23%
Max drawdown: -18.71%
Sortino ratio: 0.416
Calmar ratio: 0.46

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

47.91%

Ann. 12.46% (Sharpe / Sortino numerator)

Volatility

15.24%

Sharpe ratio

0.579

VaR 95%

-1.42%

CVaR 95%: -2.05%
Max drawdown: -18.71%
Sortino ratio: 0.823
Calmar ratio: 0.67

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.067%

Best day

2.941%

08/04/2026
Worst day

-2.501%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $179.04 $179.28 $178.84 $179.24 12,400
15/07/2026 $179.09 $179.56 $177.84 $179.56 9,900
14/07/2026 $179.17 $179.30 $178.53 $178.69 4,300
13/07/2026 $179.44 $179.44 $179.02 $179.02 1,600
10/07/2026 $179.33 $179.54 $178.94 $179.36 1,600
09/07/2026 $179.41 $179.41 $178.86 $178.90 2,100
08/07/2026 $177.13 $177.62 $177.12 $177.50 3,600
07/07/2026 $180.71 $180.71 $179.56 $179.62 1,900
06/07/2026 $179.83 $180.66 $179.83 $180.66 6,300
02/07/2026 $179.44 $179.44 $178.07 $178.07 7,100