EXX7.DE vs. IUS4.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Nikkei 225 UCITS ETF (DE) (EXX7.DE) and iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE).

EXX7.DE and IUS4.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXX7.DE is a passively managed fund by iShares that tracks the performance of the Nikkei 225®. It was launched on Jul 5, 2006. IUS4.DE is a passively managed fund by iShares that tracks the performance of the MSCI Japan Small Cap. It was launched on May 9, 2008. Both EXX7.DE and IUS4.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EXX7.DE vs. IUS4.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Nikkei 225 UCITS ETF (DE) (EXX7.DE) and iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE). The values are adjusted to include any dividend payments, if applicable.

EXX7.DE vs. IUS4.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EXX7.DE iShares Nikkei 225 UCITS ETF (DE)	7.95%	15.64%	13.98%	17.46%	-15.88%	3.04%	13.62%	24.16%	-5.34%	10.10%
IUS4.DE iShares MSCI Japan Small Cap UCITS ETF (Dist)	8.74%	15.96%	9.46%	9.42%	-7.69%	5.35%	-2.06%	21.73%	-13.13%	15.52%

Returns By Period

In the year-to-date period, EXX7.DE achieves a 7.95% return, which is significantly lower than IUS4.DE's 8.74% return. Over the past 10 years, EXX7.DE has outperformed IUS4.DE with an annualized return of 10.07%, while IUS4.DE has yielded a comparatively lower 7.76% annualized return.

EXX7.DE

• 1D: 4.81%
• 1M: -4.66%
• YTD: 7.95%
• 6M: 14.91%
• 1Y: 35.60%
• 3Y*: 16.11%
• 5Y*: 6.66%
• 10Y*: 10.07%

IUS4.DE

• 1D: 4.14%
• 1M: -2.96%
• YTD: 8.74%
• 6M: 12.08%
• 1Y: 24.67%
• 3Y*: 13.46%
• 5Y*: 6.39%
• 10Y*: 7.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EXX7.DE vs. IUS4.DE - Expense Ratio Comparison

EXX7.DE has a 0.51% expense ratio, which is lower than IUS4.DE's 0.58% expense ratio.

IUS4.DE

iShares MSCI Japan Small Cap UCITS ETF (Dist)

EXX7.DE

iShares Nikkei 225 UCITS ETF (DE)

Return for Risk

EXX7.DE vs. IUS4.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXX7.DE

EXX7.DE Risk / Return Rank: 78
EXX7.DE Sharpe Ratio Rank: 78
EXX7.DE Sortino Ratio Rank: 81
EXX7.DE Omega Ratio Rank: 69
EXX7.DE Calmar Ratio Rank: 85
EXX7.DE Martin Ratio Rank: 75

IUS4.DE

IUS4.DE Risk / Return Rank: 77
IUS4.DE Sharpe Ratio Rank: 76
IUS4.DE Sortino Ratio Rank: 77
IUS4.DE Omega Ratio Rank: 70
IUS4.DE Calmar Ratio Rank: 81
IUS4.DE Martin Ratio Rank: 83

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.

EXX7.DE vs. IUS4.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Nikkei 225 UCITS ETF (DE) (EXX7.DE) and iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE). 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.

	EXX7.DE	IUS4.DE	Difference
Sharpe ratio Return per unit of total volatility	1.50	1.47	+0.03
Sortino ratio Return per unit of downside risk	2.19	2.09	+0.10
Omega ratio Gain probability vs. loss probability	1.27	1.27	0.00
Calmar ratio Return relative to maximum drawdown	2.79	2.62	+0.17
Martin ratio Return relative to average drawdown	8.64	10.51	-1.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EXX7.DE vs. IUS4.DE - Sharpe Ratio Comparison

The current EXX7.DE Sharpe Ratio is 1.50, which is comparable to the IUS4.DE Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of EXX7.DE and IUS4.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EXX7.DE	IUS4.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.50	1.47	+0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	0.43	-0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	0.48	+0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.54	-0.20

Correlation

The correlation between EXX7.DE and IUS4.DE is 0.79, 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.

Dividends

EXX7.DE vs. IUS4.DE - Dividend Comparison

EXX7.DE's dividend yield for the trailing twelve months is around 0.86%, less than IUS4.DE's 0.92% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EXX7.DE iShares Nikkei 225 UCITS ETF (DE)	0.86%	0.92%	0.94%	1.17%	1.31%	0.81%	1.00%	1.21%	0.74%	1.19%	1.35%	1.29%
IUS4.DE iShares MSCI Japan Small Cap UCITS ETF (Dist)	0.92%	1.88%	1.70%	1.77%	2.10%	1.47%	1.60%	1.45%	1.41%	1.31%	1.15%	0.70%

Drawdowns

EXX7.DE vs. IUS4.DE - Drawdown Comparison

The maximum EXX7.DE drawdown since its inception was -50.57%, which is greater than IUS4.DE's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for EXX7.DE and IUS4.DE.

Drawdown Indicators

	EXX7.DE	IUS4.DE	Difference
Max Drawdown Largest peak-to-trough decline	-50.57%	-32.63%	-17.94%
Max Drawdown (1Y) Largest decline over 1 year	-12.97%	-10.12%	-2.85%
Max Drawdown (5Y) Largest decline over 5 years	-21.40%	-21.47%	+0.07%
Max Drawdown (10Y) Largest decline over 10 years	-29.83%	-32.63%	+2.80%
Current Drawdown Current decline from peak	-7.85%	-5.08%	-2.77%
Average Drawdown Average peak-to-trough decline	-12.11%	-6.45%	-5.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.18%	2.52%	+1.66%

Volatility

EXX7.DE vs. IUS4.DE - Volatility Comparison

iShares Nikkei 225 UCITS ETF (DE) (EXX7.DE) has a higher volatility of 9.24% compared to iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE) at 8.44%. This indicates that EXX7.DE's price experiences larger fluctuations and is considered to be riskier than IUS4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EXX7.DE	IUS4.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.24%	8.44%	+0.80%
Volatility (6M) Calculated over the trailing 6-month period	17.64%	12.69%	+4.95%
Volatility (1Y) Calculated over the trailing 1-year period	23.69%	16.79%	+6.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.12%	14.80%	+3.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.54%	15.96%	+1.58%