Effect size estimates to be combined in a systematic review are often found to be more variable than one would expect based on sampling differences alone. This is usually interpreted as evidence that the effect sizes are heterogeneous. A random-effects model is then often used to account for the heterogeneity in the effect sizes. A novel method for constructing confidence intervals for the amount of heterogeneity in the effect sizes is proposed that guarantees nominal coverage probabilities even in small samples when model assumptions are satisfied. A variety of existing approaches for constructing such confidence intervals are summarized and the various methods are applied to an example to illustrate their use. A simulation study reveals that the newly proposed method yields the most accurate coverage probabilities under conditions more analogous to practice, where assumptions about normally distributed effect size estimates and known sampling variances only hold asymptotically.