Fund exposure record
SIZE
iShares MSCI USA Size Factor ETF
BlackRock · Size Factor
Reported positions
492
Rows in current dataset
Holdings coverage
91.3%
medium confidence
Holdings snapshot
2025-12-16
Retrieved 2025-12-16
Latest price
2026-10-07
Adjusted-close observation
This holdings file is partial. Percentages below retain their reported scale; missing weight is not redistributed across visible positions.
YTD
+10.25%
1 year
+11.04%
3Y annualized
+16.64%
5Y annualized
+7.82%
Volatility
+18.68%
Max drawdown
-39.15%
Adjusted-close observations. Historical period is limited to available common dates.
Largest reported holdings
| Symbol | Name | Reported weight |
|---|---|---|
| IBKR | IBKR | 0.34% |
| IBM | IBM | 0.34% |
| INCY | INCY | 0.34% |
| INTU | INTU | 0.34% |
| ISRG | ISRG | 0.34% |
| LHX | LHX | 0.34% |
| LRCX | LRCX | 0.34% |
| PODD | PODD | 0.34% |
| RCL | RCL | 0.34% |
| TT | TT | 0.34% |
| CVNA | CVNA | 0.25% |
| SATS | SATS | 0.24% |
| DECK | DECK | 0.23% |
| DG | DG | 0.23% |
| MCHP | MCHP | 0.23% |
| DKNG | DKNG | 0.22% |
| DLTR | DLTR | 0.22% |
| JBHT | JBHT | 0.22% |
| NTRA | NTRA | 0.22% |
| ON | ON | 0.22% |
Classified reported exposure
19.6% of fund weight maps to the current sector dictionary.
Unclassified71.7%
Technology3.9%
Healthcare3.3%
Financials2.7%
Industrials1.6%
Energy1.4%
Consumer Discretionary1.4%
Consumer Staples1.4%
Real Estate1.1%
Materials1.1%
Risk calculation details
- Sharpe ratio
- 0.41
- Sortino ratio
- 0.39
- Beta vs SPY
- 0.98
- CAPM alpha
- -3.59%
Calculated from date-aligned daily adjusted-close returns with a 4% annual risk-free assumption. Descriptive, not predictive.