ISZE

iShares Edge MSCI Intl Size Factor ETF
*Unless otherwise stated, data provided by FactSet.

ISZE Fund Description

ISZE tracks an index of large- and midcap stocks in developed markets outside the US. Holdings are weighted by the inverse of the natural log of their market capitalization.

ISZE Factset Analytics Insight

ISZE provides total-market international exposure that’s flipped on its head. The fund’s novel weighting method allocates larger positions to the smallest firms from its large- and midcap parent index (a less comprehensive version of our MSCI benchmark index). However, the methodology’s natural log weighting function produces muted results compared to a simple inversion—ISZE resembles an equal-weighted portfolio with a slight boost given to smaller firms. In addition to this small-size tilt, inverse weighting is likely to produce significant sector tilts relative to the parent index. Turnover is a potential concern: The fund’s top holdings can change often, as market movements and corporate actions push smaller midcap firms in and out of the large/mid universe, and the contrarian strategy requires ISZE to sell winners and buy losers at each semi-annual rebalance. Prior to December 3, 2018, ISZE tracked an index of international stocks weighted to favor low-volatility issues.

ISZE MSCI ESG Analytics Insight

iShares Edge MSCI Intl Size Factor ETF has an MSCI ESG Fund Rating of A based on a score of 6.45 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. iShares Edge MSCI Intl Size Factor ETF ranks in the 76th percentile within its peer group and in the 28th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

ISZE MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

ISZE Charts And Performance

Price Chart ($)
Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 11/14/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ISZE 4.19% 11.57% 17.40% 10.40% 6.69% -- --
ISZE (NAV) 4.22% 9.81% 16.57% 10.43% 9.29% -- --
MSCI World ex USA Low Size Index -- -- -- -- -- -- --
MSCI World ex USA IMI 3.86% 8.86% 17.93% 11.45% 9.35% 4.52% 5.21%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

ISZE Summary Data

Blackrock
iShares
06/16/15
Open-Ended Fund
0.30%
$5.49M
$10.62K
0.29%

ISZE Portfolio Data

$19.49B
17.27
1.44
2.65%
12/16/19
919

ISZE Index Data

MSCI World ex USA Low Size Index
Volatility
Market Cap
MSCI World ex USA IMI

ISZE Portfolio Management

0.30%
-0.02%
0.02%
-0.08%

ISZE Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

ISZE Fund Structure

Open-Ended Fund
No
Yes
80% / 20%
N/A
N/A
High
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

ISZE Factset Analytics Block Liquidity

As of 11/15/19
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of ISZE. ISZE is rated a 4 out of 5.

ISZE Tradability

368
$10.62K
30
0
0.29%
$0.08
-0.06%
1.31% / -2.16%
None
22.00%
200,000
0.00
0.27%
0.09%
0
$27.31
4

ISZE Sector/Industry Breakdown


ISZE
Segment Benchmark
22.48%
23.89%
19.12%
15.56%
14.32%
11.86%
9.38%
7.59%
8.66%
10.60%
7.49%
6.92%
6.53%
10.06%
4.73%
3.54%
4.01%
6.41%
3.28%
3.57%

ISZE Top 10 Holdings[View All]

0.22%
0.22%
0.22%
0.22%
0.22%
0.22%
0.21%
0.21%
0.21%
0.21%
2.16%

ISZE Countries


ISZE
Segment Benchmark
34.69%
23.51%
9.14%
15.05%
8.60%
9.06%
7.56%
9.03%
6.92%
6.48%
5.50%
7.31%
3.80%
7.88%
3.62%
2.84%
2.92%
2.69%
2.74%
1.39%

ISZE Regions


ISZE
Segment Benchmark
48.73%
34.54%
40.79%
55.07%
9.49%
9.88%
0.99%
0.52%

ISZE Economic Development


ISZE
Segment Benchmark
100.00%
100.00%

ISZE Performance Statistics

0.95
0.98
0.98
0.95
0.14%
MSCI World ex USA IMI

ISZE MSCI ESG Ratings

A
6.45 / 10
28.09
76.26
9.12%
7.96%
212.43

ISZE Benchmark Comparison Holdings

919
3543
906
47.85%

ISZE Benchmark Comparison Summary


ISZE
Segment Benchmark
919
3543
$19.49B
$52.69B
17.27
16.81
1.44
1.58
3.05%
3.28%
Low
Low

ISZE Benchmark Comparison Market Cap Size


ISZE
Segment Benchmark
39.62%
68.01%
58.99%
23.03%
1.39%
7.83%
0.00%
1.13%