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iShares Currency Hedged MSCI EAFE Small-Cap ETF (HSCZ)

32.17 +0.04 (+0.12%)
At close: November 14 at 3:52 PM EST

ETF Summary

The fund generally will invest at least 80% of its assets in the component securities (including indirect investments through the underlying fund) and other instruments of the index and in investments that have economic characteristics that are substantially identical to the component securities of the index.

Risk Overview

Performance & Risk

YTD Return 12.35%
5y Average Return 8.61%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.69
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
HSCZCategory AverageHSCZCategory AverageHSCZCategory Average
Alpha 1.99 -2.75 3.45 -0.43 0 0.59
BETA 0.69 1.08 0.8 1.12 0 1.06
Mean Annual Return 0.44 0.01 0.81 0.6 0 0.55
R-squared 78.84 91.05 78.73 90.96 0 89.67
Standard Deviation 12.85 18.86 15.71 20.22 0 16.79
Sharpe Ratio 0.1 -0.2 0.46 0.24 0 0.29
Treynor Ratio 0.76 -5.08 7.74 2.53 0 3.39

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