ISZE
iShares MSCI Intl Size Factor ETF
The iShares MSCI International Developed Size Factor ETF tracks an index of large- and midcap equities in developed markets outside the US. Stocks are selected by market cap and weighted inversely to price volatility.
International
EQUITY
Rules-Based
MANAGEMENT STYLE
ASSETS UNDER MGMT
30 bp
EXPENSES
Fund Basics
| Fund sponsor | BlackRock |
| Category | International |
| Asset class | Equity |
| Website | link... |
| Inception date | Jun 16, 2015 |
| Assets (mns) | $0 |
| Expense ratio | 30 bp |
| Currency | USD |
Sector Breakdown
Fund Structure
| Regulation | Open-End Investment Company |
| Distributions | Semi-Annually |
| Taxation | 1099 |
| Stock selection | Market Cap |
| Weighting | Volatility |
| Holdings Transparency | Full |
| Derivatives-based | No |
| Options available | No |
| Currency hedged | No |
| Fund of funds | No |
Top 10 Holdings
Complete list +
Constituent Breakdown
| Number of holdings | 837 |
| Herfindahl-Hirschman Index | 7,788 |
| Wgt avg mkt cap (mns) | $26,655 |
| Large cap (>$10bn) | 62.1% |
| Mid cap ($2-10bn) | 37.1% |
| Small cap (<$2bn) | 0.1% |
| Developed mkts. | 99.3% |
| Emerging mkts. | 0.3% |
Country Exposure
Historical Performance
Standardized Performance (as of 07/31/2024)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
|---|---|---|---|---|---|---|---|
| Total Returns | 2.2% | 3.8% | 7.7% | -0.5% | 4.6% | -- | 4.5% | Volatility | 12.3% | 13.1% | 16.7% | 16.5% | 19.3% | -- | -- |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.85 | 73% |
| MSCI EAFE | 1.02 | 98% |
| MSCI Emg Mkts | 0.88 | 72% |
Liquidity Measures
| Avg. volume (000) | 0 |
| Turnover | 0.0% |
| Avg. Bid/Ask (% of price) | 0.35% |
| ADV of underlying (mns) | $40,676 |
Technical Indicators
| Recent close | $0.00 |
| 30d moving avg. | $0.00 |
| Annualized volatility | 17.9% |
| Relative strength (RSI) | 48 |
| Short interest (ETF) | 7.4% |
| Short interest (underlying) | 0.0% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
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Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. ISZE |
Expenses vs. ISZE |
ALTAR Score™ vs. ISZE |
|---|
Risk and Returns: ISZE vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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Results & Estimates
| 2019 | 2020 | 2021 | 2022 | 2023 | 2024E | 2025E | ||
|---|---|---|---|---|---|---|---|---|
| Sales per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Earnings per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Dividends per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Book value per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- |
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates
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Valuation Metrics
| 2023 | 2024E | Fwd Est | 2025E | |
| Price-to-sales | --x | --x | --x | --x |
| Price-to-earnings | --x | --x | --x | --x |
| Price-to-cash flow | --x | --x | --x | --x |
| Price-to-growth | --x | --x | --x | --x |
| Price-to-book value | --x | --x | --x | --x |
| Yield | --% | --% | --x | --% |
Based on closing prices from 8/16/2024
Peer Group Comparison Sample data. Subscribe for access.
Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
Price-to-Earnings
ISZE
Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.
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ETF Research Center Rating
ALTAR Score™
ISZE
0.0%
Cat. Avg
7.2%
ALTAR Score™ Calculation
Category Overview
There are 267 funds in the International Equity category, with an average ALTAR Score™
of 7.2% and a standard deviation of
2.5%. ISZE's ALTAR Score™ is approximately
0.0 standard deviations
below
the category average. This places ISZE in the percentile among funds in the category.
Sell Side Consensus Rating
Sell-side recommendations on the ETF's individual constituents
ISZESELL
U/W
HOLD
O/W
BUY
Expense Analysis
| Peer Group | Rules-Based International Equity ETFs |
| # of ETFs | 152 |
| Avg. Expense Ratio | 42.9 bp |
| Std. Deviation | 24.3 bp |
| ISZE (30 bp) Percentile rank | 30 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
| Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
|---|---|---|---|
| ISZE | 30.0 | 34.6 | 64.6 |
| Peer Avg. | 55.4 | 58.6 | 114.0 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .