SIZE vs EELV

Comparison between ISHARES MSCI USA SIZE FACTOR ETF (SIZE, ETF) and INVESCO S&P EMERGING MARKETS LOW VOLATILITY ETF (EELV, ETF).

5-Year PerformanceSIZE has outperformed EELV, delivering a return of +8.1% compared to +7.6%

SIZE vs EELV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SIZE(ETF)	EELV(ETF)
Net Assets	$429M	$428M
Expense Ratio	0.15%	0.29%
Max Drawdown	39.15%	47.27%
Sharpe Ratio	0.98	0.91
5Y Beta	0.86	0.43
P/E Ratio	24.18	N/A
Forward P/E	17.94	N/A
5Y Dividends CAGR	9.56%	13.25%
5Y EPS CAGR	12.62%	N/A
Debt to Equity	16.11%	N/A
P/S Ratio	2.06	N/A
P/B Ratio	3.34	N/A

Net Assets

Winner

SIZE

$429M

EELV

$428M

Expense Ratio

Winner

SIZE

0.15%

EELV

0.29%

Max Drawdown

Winner

SIZE

39.15%

EELV

47.27%

Sharpe Ratio

Winner

SIZE

0.98

EELV

0.91

5Y Beta

SIZE

0.86

Winner

EELV

0.43

P/E Ratio

SIZE

24.18

EELV

N/A

Forward P/E

SIZE

17.94

EELV

N/A

5Y Dividends CAGR

SIZE

9.56%

Winner

EELV

13.25%

5Y EPS CAGR

SIZE

12.62%

EELV

N/A

Debt to Equity

SIZE

16.11%

EELV

N/A

P/S Ratio

SIZE

2.06

EELV

N/A

P/B Ratio

SIZE

3.34

EELV

N/A

SIZE vs EELV - Holdings Comparison

SIZE and EELV have 1 common holdings. Overlap is -0.17%

SIZE's top 25 holdings weight is 7.00%. EELV's top 25 holdings weight is 18.47%.

Rank	SIZE	EELV
#1	ATLASSIAN CORP CLASS A (TEAM) - 0.36%	n/a (n/a) - 0.97%
#2	EQUITY RESIDENTIAL (VMRK) - 0.35%	n/a (n/a) - 0.97%
#3	SHARKNINJA INC (SN) - 0.33%	KUWAIT FINANCE HOUSE (n/a) - 0.90%
#4	SNOWFLAKE INC ORDINARY SHARES (SNOW) - 0.33%	BOROUGE PLC (n/a) - 0.87%
#5	n/a (DELL) - 0.31%	CHUNGHWA TELECOM CO LTD (n/a) - 0.80%
#6	OKTA INC CLASS A (OKTA) - 0.30%	TAIWAN HIGH SPEED RAIL CORP (n/a) - 0.78%
#7	NATERA INC (NTRA) - 0.30%	CHANG HWA COMMERCIAL BANK LTD (n/a) - 0.75%
#8	AXON ENTERPRISE INC (AXON) - 0.29%	THE SHANGHAI COMMERCIAL AND SAVINGS BANK (n/a) - 0.75%
#9	HEWLETT PACKARD ENTERPRISE CO (HPE) - 0.29%	TAICHUNG COMMERCIAL BANK CO LTD (n/a) - 0.74%
#10	NETAPP INC (NTAP) - 0.29%	TAIWAN BUSINESS BANK (n/a) - 0.74%
#11	TOAST INC CLASS A (TOST) - 0.28%	BOUBYAN BANK KSC (n/a) - 0.74%
#12	BEST BUY CO INC (BBY) - 0.28%	MEGA FINANCIAL HOLDING CO LTD (n/a) - 0.73%
#13	VEEVA SYSTEMS INC CLASS A (VEEV) - 0.28%	FIRST FINANCIAL HOLDING CO LTD (n/a) - 0.72%
#14	DOLLAR TREE INC (DLTR) - 0.27%	STARLUX AIRLINES CO LTD ORDINARY SHARES (n/a) - 0.72%
#15	WORKDAY INC CLASS A (WDAY) - 0.27%	SAUDI TELECOM CO (n/a) - 0.71%
#16	GENUINE PARTS CO (GPC) - 0.27%	SCB X PCL NVDR (n/a) - 0.70%
#17	EXPEDIA GROUP INC (EXPE) - 0.27%	NEPI ROCKCASTLE NV (n/a) - 0.69%
#18	EVERPURE INC CLASS A (P) - 0.27%	MALAYAN BANKING BHD (n/a) - 0.68%
#19	HP INC (HPQ) - 0.26%	IOI CORP BHD (n/a) - 0.66%
#20	ILLUMINA INC (ILMN) - 0.26%	n/a (n/a) - 0.65%
#21	THE COOPER COMPANIES INC (COO) - 0.23%	JARIR MARKETING CO (n/a) - 0.65%
#22	COREBRIDGE FINANCIAL INC (CRBG) - 0.23%	ALRAYAN BANK SHS PARTLY PAID (n/a) - 0.64%
#23	BOOKING HOLDINGS INC (BKNG) - 0.23%	PRESIDENT CHAIN STORE CORP (n/a) - 0.64%
#24	BECTON DICKINSON & CO (BDX) - 0.23%	UNI-PRESIDENT ENTERPRISES CORP (n/a) - 0.64%
#25	AVERY DENNISON CORP (AVY) - 0.22%	n/a (BGKKF) - 0.63%
Total Holdings	489	222

SIZE vs EELV - Historical Returns

Returns include dividend reinvestment.

Period	SIZE	EELV
1 month	+1.55%	+1.40%
3 months	+5.05%	+3.26%
6 months	+9.25%	+0.10%
1 year	+16.46%	+13.79%
5 years(CAGR)	+8.11%	+7.55%
10 years(CAGR)	+11.87%	+6.41%
Max(CAGR)	+12.09%	+4.46%

Winner

SIZE

+1.55%

EELV

+1.40%

Winner

SIZE

+5.05%

EELV

+3.26%

Winner

SIZE

+9.25%

EELV

+0.10%

Winner

SIZE

+16.46%

EELV

+13.79%

5Y(CAGR)

Winner

SIZE

+8.11%

EELV

+7.55%

10Y(CAGR)

Winner

SIZE

+11.87%

EELV

+6.41%

Max(CAGR)

Winner

SIZE

+12.09%

EELV

+4.46%

SIZE vs EELV - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	SIZE	EELV
2026	+13.67%	+7.24%
2025	+10.84%	+22.38%
2024	+14.77%	+2.28%
2023	+18.03%	+9.09%
2022	-15.76%	-3.22%
2021	+27.05%	+16.19%
2020	+15.82%	-4.69%
2019	+29.23%	+8.94%
2018	-6.57%	-6.85%
2017	+18.56%	+24.52%
2016	+15.89%	+7.76%
2015	+1.92%	-17.71%
2014	+16.07%	-2.23%
2013	+16.41%	-2.50%
2012	N/A	+17.60%

SIZE vs EELV Drawdown Comparison

The maximum drawdown for SIZE was -39.15%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.

The maximum drawdown for EELV was -36.30%, occurring on Mar 19, 2020. Recovery took 811 trading sessions.

The current SIZE drawdown is -1.65%. The current EELV drawdown is -1.10%.

Rank	SIZE	EELV
#1	-39.15% Feb 20, 2020 - Oct 12, 2020	-36.30% Jan 26, 2018 - Apr 19, 2021
#2	-24.01% Nov 16, 2021 - Feb 15, 2024	-34.89% Sep 5, 2014 - Jan 22, 2018
#3	-18.71% Nov 29, 2024 - Jul 3, 2025	-19.05% Apr 13, 2022 - May 15, 2024
#4	-18.66% Sep 21, 2018 - Mar 21, 2019	-16.55% May 8, 2013 - Aug 19, 2014
#5	-12.77% Aug 17, 2015 - Apr 1, 2016	-11.78% Sep 26, 2024 - May 13, 2025
#6	-7.97% Feb 26, 2026 - Apr 17, 2026	-10.11% May 1, 2012 - Aug 16, 2012
#7	-7.70% Jan 26, 2018 - Aug 17, 2018	-8.22% Feb 24, 2026 - Mar 20, 2026
#8	-7.11% Jul 24, 2019 - Nov 1, 2019	-5.54% Feb 16, 2022 - Apr 13, 2022
#9	-6.97% Sep 8, 2014 - Oct 30, 2014	-4.87% May 7, 2021 - Jun 1, 2021
#10	-6.92% Apr 30, 2019 - Jun 20, 2019	-4.33% Nov 12, 2021 - Jan 10, 2022
#11	-6.51% Mar 28, 2024 - Jul 16, 2024	-4.01% Apr 2, 2012 - May 1, 2012
#12	-6.19% Oct 12, 2020 - Nov 5, 2020	-3.83% Jul 31, 2024 - Aug 13, 2024
#13	-6.03% Jul 16, 2024 - Aug 19, 2024	-3.72% Jun 2, 2021 - Aug 30, 2021
#14	-5.71% Oct 27, 2025 - Dec 3, 2025	-3.65% Mar 1, 2012 - Apr 2, 2012
#15	-5.50% May 21, 2013 - Jul 22, 2013	-3.55% Mar 8, 2013 - Apr 30, 2013

Correlation

Correlation between SIZE and EELV is 0.90 which considered as a strong positive correlation - the stocks tend to move together.

0.90

-101

Dividend Comparison (2012 - 2026)

SIZE vs EELV dividend yield comparison.

Year	SIZE	EELV
2026	0.58%	2.40%
2025	1.50%	3.75%
2024	1.53%	4.70%
2023	1.42%	4.00%
2022	1.59%	3.46%
2021	1.19%	4.35%
2020	1.43%	2.82%
2019	1.35%	3.14%
2018	2.43%	5.50%
2017	1.58%	2.92%
2016	1.88%	2.29%
2015	1.95%	2.53%
2014	1.78%	3.25%
2013	1.41%	2.10%
2012	0.00%	0.98%