ISHARES MSCI USA SIZE FACTOR ETF

Symbol: SIZE

Exchange: NYSE ARCA

Sector: Technology

Category: Mid-Cap Blend

Inception Date: 16/04/2013

Latest Date: 17/04/2026

Current Price: $169.83

Expense Ratio: 0.15%

Assets Under Management
$373.8M
0.09% daily change

Period Performance

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

Adjusted Return
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Performance Metrics

Return

6.37%

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
Return

3.09%

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
Return

5.50%

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
Return

25.71%

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
Return

31.10%

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
Return

50.21%

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

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.097%

Best Day

2.653%

12/05/2025
Worst Day

-2.501%

10/10/2025
Days with Data

246

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
17/04/2026 $169.68 $170.15 $169.68 $169.83 1,800
16/04/2026 $167.50 $168.16 $167.16 $168.16 8,500
15/04/2026 $167.26 $167.26 $166.36 $167.13 10,300
14/04/2026 $166.39 $167.09 $166.39 $167.07 8,800
13/04/2026 $163.69 $166.16 $163.69 $166.16 5,500
10/04/2026 $165.14 $165.14 $163.91 $164.05 4,700
02/04/2026 $160.08 $160.41 $159.58 $160.41 6,200
01/04/2026 $159.78 $160.59 $159.78 $159.81 3,400
31/03/2026 $157.10 $159.46 $156.39 $159.46 5,900
30/03/2026 $157.52 $157.54 $155.08 $155.44 9,900