ISHARES MSCI USA SIZE FACTOR ETF
Symbol: SIZE
Exchange: NYSE ARCA
Sector: Technology
Category: Mid-Cap Blend
Inception Date: 16/04/2013
Latest Date: 02/04/2026
Current Price: $160.41
Expense Ratio: 0.15%
Assets Under Management
$397.5M
0.21% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
-4.83%
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
-1.44%
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
-0.27%
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
10.52%
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
17.80%
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
42.03%
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: 02/04/2025 - 02/04/2026.
Average Daily Return
0.047%
Best Day
9.403%
09/04/2025
Worst Day
-5.658%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 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 |
| 27/03/2026 | $157.75 | $157.75 | $156.03 | $156.03 | 15,000 |
| 26/03/2026 | $159.12 | $160.45 | $158.13 | $158.18 | 2,600 |
| 25/03/2026 | $160.12 | $160.75 | $159.64 | $160.57 | 53,900 |
| 24/03/2026 | $158.01 | $159.98 | $158.01 | $159.29 | 14,500 |
| 23/03/2026 | $159.47 | $160.95 | $159.04 | $159.04 | 7,700 |
| 20/03/2026 | $159.54 | $159.54 | $156.85 | $157.25 | 4,200 |