Summary
SIZE
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 18.11% 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: 03/06/2026

Current price: $175.60

Expense ratio: 0.15%

Assets under management
$409.3M
-0.29% 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

3.62%

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

5.48%

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

8.29%

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

18.11%

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

31.49%

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

55.89%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.07%

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
03/06/2026 $176.11 $176.11 $175.52 $175.60 3,800
02/06/2026 $175.94 $176.80 $175.54 $176.80 4,300
01/06/2026 $175.13 $176.70 $175.13 $176.32 4,400
29/05/2026 $175.41 $176.13 $175.35 $175.91 4,900
28/05/2026 $174.87 $175.96 $174.56 $175.49 34,800
27/05/2026 $175.37 $175.37 $174.70 $174.70 4,200
26/05/2026 $174.51 $175.36 $174.51 $175.24 6,500
22/05/2026 $173.85 $174.06 $173.24 $173.92 8,600
21/05/2026 $170.68 $172.26 $170.11 $172.19 14,300
20/05/2026 $170.74 $171.49 $170.72 $171.49 3,600