When I download a movie purchased in iTunes and save it on an external hard drive, the file size changes, why?

I am purchasing movies from iTunes on a PC running Windows 10. I have heard that occasionally a studio will remove a movie from he iTunes store, thus making it no longer available. It was suggested that I backup my movie library to an external hard drive. When I download the movie and copy it to external hard drive, I have noticed the file sizes changes, it seem to get smaller. Any ideas on why this is happening?