PortfoliosLab logoPortfoliosLab logo
ISIN
US4642865822
CUSIP
464286582
Issuer
iShares
Inception Date
Dec 20, 2007
Region
Developed Asia Pacific (Japan)
Leveraged
1x (No leverage)
Index Tracked
MSCI Japan Small Cap Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend
Assets Under Management
$234M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

SCJ Performance Chart

iShares MSCI Japan Small Cap ETF (SCJ) is up 14.4% since the beginning of the year. SCJ is currently trading at $104 per share. Investors who bought $1,000 worth of SCJ shares 5 years ago would now be looking at an investment worth $1,440.


Loading charts...

S&P 500 Index

Returns By Period

iShares MSCI Japan Small Cap ETF (SCJ) has returned 14.43% so far this year and 29.99% over the past 12 months. Over the last ten years, SCJ has returned 7.94% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.


iShares MSCI Japan Small Cap ETF

1D
-1.98%
1M
0.36%
YTD
14.43%
6M
14.21%
1Y
29.99%
3Y*
18.07%
5Y*
7.56%
10Y*
7.94%

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCJ Monthly Returns History

Based on dividend-adjusted daily data since Dec 27, 2007, SCJ's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, an investment would double in approximately 10.0 years.

Historically, 61% of months were positive and 39% were negative. The best month was Sep 2013 with a return of +12.6%, while the worst month was Feb 2009 at -13.9%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SCJ closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +15.4%, while the worst single day was Mar 12, 2020 at -11.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.63%10.26%-9.21%3.97%4.93%-0.81%14.43%
20251.78%0.79%2.25%4.22%3.45%3.71%0.11%6.58%1.62%-1.54%2.91%0.57%29.58%
2024-0.79%2.04%2.85%-4.43%1.37%-1.29%6.96%1.36%2.55%-6.26%2.38%-2.65%3.41%
20234.94%-3.65%3.96%0.64%-2.16%2.48%3.87%-0.99%-3.36%-1.99%4.43%4.94%13.22%
2022-4.71%1.84%-5.52%-7.19%1.17%-4.50%5.65%-3.67%-6.13%-0.56%10.87%0.75%-12.75%
2021-0.65%0.77%3.08%-1.45%-0.35%0.50%0.09%1.77%1.11%-2.93%-6.64%2.10%-2.95%

Benchmark Metrics

iShares MSCI Japan Small Cap ETF has an annualized alpha of 0.57%, beta of 0.67, and R2 of 0.45 versus S&P 500 Index. Calculated based on daily prices since December 27, 2007.

  • This ETF participated in 66.76% of S&P 500 Index downside but only 58.25% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.67 may look defensive, but with R2 of 0.45 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.45 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
0.57%
Beta
0.67
0.45
Upside Capture
58.25%
Downside Capture
66.76%

Expense Ratio

SCJ has an expense ratio of 0.49%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SCJ ranks 55 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


SCJ Risk / Return Rank: 5555
Overall Rank
SCJ Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SCJ Sortino Ratio Rank: 5757
Sortino Ratio Rank
SCJ Omega Ratio Rank: 5555
Omega Ratio Rank
SCJ Calmar Ratio Rank: 5353
Calmar Ratio Rank
SCJ Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares MSCI Japan Small Cap ETF (SCJ) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SCJBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.32

1.32

0.00

Calmar ratioReturn relative to maximum drawdown

2.48

2.46

+0.02

Martin ratioReturn relative to average drawdown

8.30

10.92

-2.61

Dividends

Dividend History

iShares MSCI Japan Small Cap ETF provided a 2.80% dividend yield over the last twelve months, with an annual payout of $2.92 per share.


1.00%1.50%2.00%2.50%3.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.92$2.88$1.31$1.43$0.76$1.41$0.70$1.37$0.94$1.15$1.68$0.90

Dividend yield

2.80%3.14%1.79%1.99%1.18%1.87%0.89%1.85%1.44%1.45%2.73%1.53%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Japan Small Cap ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.92$0.92
2025$0.00$0.00$0.00$0.00$0.00$0.89$0.00$0.00$0.00$0.00$0.00$2.00$2.88
2024$0.00$0.00$0.00$0.00$0.00$0.71$0.00$0.00$0.00$0.00$0.00$0.60$1.31
2023$0.00$0.00$0.00$0.00$0.00$0.50$0.00$0.00$0.00$0.00$0.00$0.93$1.43
2022$0.00$0.00$0.00$0.00$0.00$0.76$0.00$0.00$0.00$0.00$0.00$0.00$0.76
2021$0.00$0.00$0.00$0.00$0.00$0.59$0.00$0.00$0.00$0.00$0.00$0.82$1.41

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Japan Small Cap ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares MSCI Japan Small Cap ETF was 43.52%, occurring on Oct 10, 2008. Recovery took 582 trading sessions.

The current iShares MSCI Japan Small Cap ETF drawdown is 1.98%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-43.52%Oct 2008
4mo 24d2y 3mo
2y 8moMay 2008 - Feb 2011
COVID crash2020
-38.87%Mar 2020
2y 1mo10mo 29d
3y 11dJan 2018 - Feb 2021
Bear market2022
-33.25%Oct 2022
1y 1mo2y 7mo
3y 8moSep 2021 - May 2025
2011 correction2011
-19.37%Mar 2011
15d4mo 7d
4mo 22dMar 2011 - Jul 2011
2013 correction2013
-15.45%Jun 2013
28d4mo 13d
5mo 11dMay 2013 - Oct 2013

Drawdown Indicators


SCJBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-43.52%

-56.78%

+13.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.17%

-9.10%

-3.07%

Max Drawdown (3Y)

Largest decline over 3 years

-12.43%

-18.90%

+6.47%

Max Drawdown (5Y)

Largest decline over 5 years

-33.25%

-25.43%

-7.82%

Max Drawdown (10Y)

Largest decline over 10 years

-38.87%

-33.92%

-4.95%

Current Drawdown

Current decline from peak

-1.98%

-3.21%

+1.23%

Average Drawdown

Average peak-to-trough decline

-10.36%

-10.71%

+0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

2.04%

+1.58%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with SCJ

Add iShares MSCI Japan Small Cap ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with SCJ