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iShares MSCI Japan Small Cap ETF (SCJ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US4642865822

CUSIP

464286582

Issuer

iShares

Inception Date

Dec 20, 2007

Region

Developed Asia Pacific (Japan)

Leveraged

1x

Index Tracked

MSCI Japan Small Cap Index

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

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


Share Price Chart


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Compare to other instruments

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


Performance

Performance Chart


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S&P 500

Returns By Period

iShares MSCI Japan Small Cap ETF (SCJ) returned 12.29% year-to-date (YTD) and 16.38% over the past 12 months. Over the past 10 years, SCJ returned 5.39% annually, underperforming the S&P 500 benchmark at 10.68%.


SCJ

YTD

12.29%

1M

3.59%

6M

11.79%

1Y

16.38%

3Y*

9.92%

5Y*

6.35%

10Y*

5.39%

^GSPC (Benchmark)

YTD

-1.34%

1M

5.80%

6M

-2.79%

1Y

9.39%

3Y*

13.76%

5Y*

14.45%

10Y*

10.68%

*Annualized

Monthly Returns

The table below presents the monthly returns of SCJ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.78%0.79%2.25%4.22%2.71%12.29%
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%
2020-4.72%-11.23%-6.05%5.92%8.80%-1.12%-2.61%7.44%5.37%-2.79%5.27%5.19%7.46%
20196.35%1.20%0.70%0.65%-5.03%3.09%0.63%-0.41%4.70%3.97%1.53%0.75%19.19%
20184.50%-2.65%0.89%-0.54%-1.07%-2.71%-0.73%-1.07%1.84%-9.79%2.98%-9.27%-17.17%
20173.43%3.44%0.70%1.43%3.60%1.02%2.69%1.94%1.51%3.55%2.96%1.59%31.61%
2016-3.94%-2.85%6.40%0.31%3.73%0.19%4.10%-2.45%5.97%0.82%-3.82%0.21%8.25%
20153.39%4.80%2.24%1.07%1.05%1.63%-0.25%-3.94%-2.23%4.52%2.61%-0.56%14.88%
2014-2.52%0.53%-1.39%-1.59%3.81%6.68%-1.57%1.00%-3.11%1.29%-5.07%-0.18%-2.64%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 78, SCJ is among the top 22% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SCJ is 7878
Overall Rank
The Sharpe Ratio Rank of SCJ is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of SCJ is 7878
Sortino Ratio Rank
The Omega Ratio Rank of SCJ is 7575
Omega Ratio Rank
The Calmar Ratio Rank of SCJ is 8080
Calmar Ratio Rank
The Martin Ratio Rank of SCJ is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares MSCI Japan Small Cap ETF (SCJ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

iShares MSCI Japan Small Cap ETF Sharpe ratios as of May 25, 2025 (values are recalculated daily):

  • 1-Year: 0.98
  • 5-Year: 0.40
  • 10-Year: 0.33
  • All Time: 0.25

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of iShares MSCI Japan Small Cap ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

iShares MSCI Japan Small Cap ETF provided a 1.60% dividend yield over the last twelve months, with an annual payout of $1.31 per share.


1.00%2.00%3.00%4.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$1.31$1.31$1.44$0.77$1.41$0.70$3.32$0.94$1.16$1.68$0.90$1.19

Dividend yield

1.60%1.79%1.99%1.18%1.87%0.89%4.46%1.44%1.45%2.73%1.53%2.31%

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
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.72$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$0.94$1.44
2022$0.00$0.00$0.00$0.00$0.00$0.77$0.00$0.00$0.00$0.00$0.00$0.00$0.77
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
2020$0.00$0.00$0.00$0.00$0.00$0.70$0.00$0.00$0.00$0.00$0.00$0.00$0.70
2019$0.00$0.00$0.00$0.00$0.00$1.19$0.00$0.00$0.00$0.00$0.00$2.12$3.32
2018$0.00$0.00$0.00$0.00$0.00$0.41$0.00$0.00$0.00$0.00$0.00$0.53$0.94
2017$0.00$0.00$0.00$0.00$0.00$0.61$0.00$0.00$0.00$0.00$0.00$0.55$1.16
2016$0.00$0.00$0.00$0.00$0.00$0.48$0.00$0.00$0.00$0.00$0.00$1.21$1.68
2015$0.00$0.00$0.00$0.00$0.00$0.40$0.00$0.00$0.00$0.00$0.00$0.49$0.90
2014$0.37$0.00$0.00$0.00$0.00$0.00$0.83$1.19

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.


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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 577 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.52%May 19, 2008102Oct 10, 2008577Feb 3, 2011679
-37.28%Jan 29, 2018536Mar 16, 2020205Jan 6, 2021741
-33.25%Sep 14, 2021279Oct 20, 2022649May 23, 2025928
-19.37%Mar 1, 201112Mar 16, 201188Jul 21, 2011100
-15.45%May 9, 201320Jun 6, 201393Oct 17, 2013113
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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