EWUS vs. SCZ
Compare and contrast key facts about iShares MSCI United Kingdom Small-Cap ETF (EWUS) and iShares MSCI EAFE Small-Cap ETF (SCZ).
EWUS and SCZ 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. SCZ is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Small Cap Index. It was launched on Dec 10, 2007. Both EWUS and SCZ 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 SCZ.
Key characteristics
| EWUS | SCZ | |
|---|---|---|
| YTD Return | 7.43% | 3.80% |
| 1Y Return | 25.19% | 17.28% |
| 3Y Return (Ann) | -5.17% | -3.83% |
| 5Y Return (Ann) | 0.97% | 3.63% |
| 10Y Return (Ann) | 2.75% | 5.67% |
| Sharpe Ratio | 1.26 | 1.18 |
| Sortino Ratio | 1.78 | 1.72 |
| Omega Ratio | 1.24 | 1.21 |
| Calmar Ratio | 0.69 | 0.64 |
| Martin Ratio | 6.45 | 6.32 |
| Ulcer Index | 3.88% | 2.62% |
| Daily Std Dev | 19.82% | 14.00% |
| Max Drawdown | -49.33% | -61.86% |
| Current Drawdown | -20.37% | -12.94% |
Correlation
The correlation between EWUS and SCZ is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EWUS vs. SCZ - Performance Comparison
In the year-to-date period, EWUS achieves a 7.43% return, which is significantly higher than SCZ's 3.80% return. Over the past 10 years, EWUS has underperformed SCZ with an annualized return of 2.75%, while SCZ has yielded a comparatively higher 5.67% annualized 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. SCZ - Expense Ratio Comparison
EWUS has a 0.59% expense ratio, which is higher than SCZ's 0.40% expense ratio.
Risk-Adjusted Performance
EWUS vs. SCZ - 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 MSCI EAFE Small-Cap ETF (SCZ). 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. SCZ - Dividend Comparison
EWUS's dividend yield for the trailing twelve months is around 2.88%, more than SCZ's 2.73% 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% |
SCZ iShares MSCI EAFE Small-Cap ETF | 2.73% | 2.95% | 1.99% | 2.96% | 1.52% | 3.51% | 2.79% | 2.38% | 2.82% | 2.06% | 2.61% | 2.40% |
Drawdowns
EWUS vs. SCZ - Drawdown Comparison
The maximum EWUS drawdown since its inception was -49.33%, smaller than the maximum SCZ drawdown of -61.86%. Use the drawdown chart below to compare losses from any high point for EWUS and SCZ. For additional features, visit the drawdowns tool.
Volatility
EWUS vs. SCZ - Volatility Comparison
iShares MSCI United Kingdom Small-Cap ETF (EWUS) has a higher volatility of 4.39% compared to iShares MSCI EAFE Small-Cap ETF (SCZ) at 2.88%. This indicates that EWUS's price experiences larger fluctuations and is considered to be riskier than SCZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.