EWUS vs. HSCZ
Compare and contrast key facts about iShares MSCI United Kingdom Small-Cap ETF (EWUS) and iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ).
EWUS and HSCZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWUS is a passively managed fund by iShares that tracks the performance of the MSCI United Kingdom Small Cap Index. It was launched on Jan 25, 2012. HSCZ is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Small-Cap 100% Hedged to USD Index. It was launched on Jun 29, 2015. Both EWUS and HSCZ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EWUS or HSCZ.
Key characteristics
| EWUS | HSCZ | |
|---|---|---|
| YTD Return | 7.43% | 11.55% |
| 1Y Return | 25.19% | 20.46% |
| 3Y Return (Ann) | -5.17% | 4.29% |
| 5Y Return (Ann) | 0.97% | 8.47% |
| Sharpe Ratio | 1.26 | 1.75 |
| Sortino Ratio | 1.78 | 2.34 |
| Omega Ratio | 1.24 | 1.32 |
| Calmar Ratio | 0.69 | 2.07 |
| Martin Ratio | 6.45 | 10.34 |
| Ulcer Index | 3.88% | 1.97% |
| Daily Std Dev | 19.82% | 11.63% |
| Max Drawdown | -49.33% | -34.89% |
| Current Drawdown | -20.37% | -2.03% |
Correlation
The correlation between EWUS and HSCZ is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EWUS vs. HSCZ - Performance Comparison
In the year-to-date period, EWUS achieves a 7.43% return, which is significantly lower than HSCZ's 11.55% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EWUS vs. HSCZ - Expense Ratio Comparison
EWUS has a 0.59% expense ratio, which is higher than HSCZ's 0.43% expense ratio.
Risk-Adjusted Performance
EWUS vs. HSCZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI United Kingdom Small-Cap ETF (EWUS) and iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
EWUS vs. HSCZ - Dividend Comparison
EWUS's dividend yield for the trailing twelve months is around 2.88%, more than HSCZ's 2.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWUS iShares MSCI United Kingdom Small-Cap ETF | 2.88% | 2.88% | 2.03% | 3.54% | 1.97% | 2.59% | 3.52% | 2.61% | 3.18% | 2.85% | 3.33% | 0.80% |
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | 2.54% | 2.98% | 26.91% | 2.90% | 1.46% | 4.51% | 6.15% | 2.52% | 2.57% | 1.75% | 0.00% | 0.00% |
Drawdowns
EWUS vs. HSCZ - Drawdown Comparison
The maximum EWUS drawdown since its inception was -49.33%, which is greater than HSCZ's maximum drawdown of -34.89%. Use the drawdown chart below to compare losses from any high point for EWUS and HSCZ. For additional features, visit the drawdowns tool.
Volatility
EWUS vs. HSCZ - Volatility Comparison
iShares MSCI United Kingdom Small-Cap ETF (EWUS) has a higher volatility of 4.39% compared to iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) at 2.25%. This indicates that EWUS's price experiences larger fluctuations and is considered to be riskier than HSCZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.