(SIZE) MSCI USA Size Factor - Overview
Etf: Large-Cap, Equity, Blend, Size-Factor
Dividends
| Dividend Yield | 1.56% |
| Yield on Cost 5y | 2.23% |
| Yield CAGR 5y | 10.24% |
| Payout Consistency | 97.2% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 13.1% |
| Relative Tail Risk | 0.38% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.42 |
| Alpha | -3.87 |
| Character TTM | |
|---|---|
| Beta | 0.897 |
| Beta Downside | 0.908 |
| Drawdowns 3y | |
|---|---|
| Max DD | 18.71% |
| CAGR/Max DD | 0.70 |
Description: SIZE MSCI USA Size Factor December 29, 2025
The iShares MSCI USA Size Factor ETF (NYSE ARCA: SIZE) aims to track the MSCI USA Size Factor Index, which is built on the market-cap-weighted MSCI USA Index. The fund must hold at least 80 % of its assets in the index’s constituent securities, while the remaining ≤ 20 % can be allocated to cash, money-market shares, or derivative instruments (futures, options, swaps) that BFA believes will improve tracking efficiency.
Key metrics (as of Q3 2024) include an expense ratio of 0.15 % and assets under management of roughly $2.3 billion. The ETF’s top ten holdings are dominated by mid-cap U.S. stocks such as **Microsoft Corp.**, **Apple Inc.**, and **Alphabet Inc.**, reflecting its “Mid-Cap Blend” classification. Sector exposure leans toward **Information Technology (≈ 30 %)** and **Consumer Discretionary (≈ 20 %)**, sectors that historically benefit from a resilient U.S. consumer base and moderate interest-rate environments. Consequently, the fund’s performance is sensitive to macro drivers like U.S. GDP growth, corporate earnings trends in the mid-cap space, and Federal Reserve policy on rates.
If you’re evaluating factor-based ETFs, a quick look at ValueRay’s factor analytics can help you compare SIZE’s risk-adjusted return profile against peers-worth a deeper dive before committing capital.
What is the price of SIZE shares?
Over the past week, the price has changed by +1.69%, over one month by +0.84%, over three months by +6.50% and over the past year by +10.77%.
Is SIZE a buy, sell or hold?
What are the forecasts/targets for the SIZE price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 187.3 | 11.3% |
SIZE Fundamental Data Overview February 03, 2026
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 400.0m USD (400.0m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 400.0m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 400.0m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 9.22% (E(400.0m)/V(400.0m) * Re(9.22%) + (debt-free company))
Discount Rate = 9.22% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)