FRCJ.DE vs. IUS4.DE
FRCJ.DE (UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis) and IUS4.DE (iShares MSCI Japan Small Cap UCITS ETF (Dist)) are both Japan Equities funds - FRCJ.DE tracks the MSCI Japan SRI Low Carbon Select 5% Issuer Capped while IUS4.DE tracks the MSCI Japan Small Cap. Both are passively managed. Over the past 10 years, FRCJ.DE returned 7.71%/yr vs 7.62%/yr for IUS4.DE. A 0.79 correlation means they provide meaningful diversification when combined. FRCJ.DE charges 0.19%/yr vs 0.58%/yr for IUS4.DE.
Performance
FRCJ.DE vs. IUS4.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FRCJ.DE achieves a 16.62% return, which is significantly lower than IUS4.DE's 18.57% return. Both investments have delivered pretty close results over the past 10 years, with FRCJ.DE having a 7.71% annualized return and IUS4.DE not far behind at 7.62%.
FRCJ.DE
- 1D
- -1.54%
- 1M
- 3.48%
- 6M
- 11.09%
- YTD
- 16.62%
- 1Y
- 35.68%
- 3Y*
- 15.30%
- 5Y*
- 7.85%
- 10Y*
- 7.71%
IUS4.DE
- 1D
- -0.77%
- 1M
- 2.81%
- 6M
- 13.89%
- YTD
- 18.57%
- 1Y
- 33.19%
- 3Y*
- 16.91%
- 5Y*
- 8.56%
- 10Y*
- 7.62%
FRCJ.DE vs. IUS4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRCJ.DE UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis | 16.62% | 13.40% | 13.07% | 10.16% | -14.97% | 4.12% | 9.94% | 28.93% | -12.80% | 8.84% |
IUS4.DE iShares MSCI Japan Small Cap UCITS ETF (Dist) | 18.57% | 15.97% | 9.46% | 9.42% | -7.68% | 5.35% | -2.08% | 21.73% | -13.13% | 15.52% |
Correlation
The correlation between FRCJ.DE and IUS4.DE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2015 | 0.79 |
The correlation between FRCJ.DE and IUS4.DE has been stable across timeframes, ranging from 0.76 to 0.84 - a consistent structural relationship.
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Return for Risk
FRCJ.DE vs. IUS4.DE — Risk / Return Rank
FRCJ.DE
IUS4.DE
FRCJ.DE vs. IUS4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (FRCJ.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.
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.
| FRCJ.DE | IUS4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.35 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 3.27 | +0.13 |
| Martin ratioReturn relative to average drawdown | 11.61 | 11.26 | +0.35 |
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Drawdowns
FRCJ.DE vs. IUS4.DE - Drawdown Comparison
The maximum FRCJ.DE drawdown since its inception was -26.67%, smaller than the maximum IUS4.DE drawdown of -51.61%. Use the drawdown chart below to compare losses from any high point for FRCJ.DE and IUS4.DE.
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Drawdown Indicators
| FRCJ.DE | IUS4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.67% | -51.61% | +24.94% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -10.11% | -0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -16.98% | -12.92% | -4.06% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | -21.46% | -0.58% |
Max Drawdown (10Y)Largest decline over 10 years | -26.67% | -32.62% | +5.95% |
Current DrawdownCurrent decline from peak | -2.05% | -2.30% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -15.02% | +7.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.94% | +0.13% |
Volatility
FRCJ.DE vs. IUS4.DE - Volatility Comparison
UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (FRCJ.DE) has a higher volatility of 6.28% compared to iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE) at 4.62%. This indicates that FRCJ.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.
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Volatility by Period
| FRCJ.DE | IUS4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 4.62% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 14.05% | +1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.00% | 16.56% | +2.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.57% | 14.97% | +1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 15.94% | +0.55% |
FRCJ.DE vs. IUS4.DE - Expense Ratio Comparison
FRCJ.DE has a 0.19% expense ratio, which is lower than IUS4.DE's 0.58% expense ratio.
Dividends
FRCJ.DE vs. IUS4.DE - Dividend Comparison
FRCJ.DE's dividend yield for the trailing twelve months is around 0.98%, more than IUS4.DE's 0.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRCJ.DE UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis | 0.98% | 1.78% | 1.62% | 1.59% | 1.82% | 1.31% | 1.40% | 1.44% | 1.61% | 1.43% | 1.26% | 0.00% |
IUS4.DE iShares MSCI Japan Small Cap UCITS ETF (Dist) | 0.85% | 1.88% | 1.70% | 1.77% | 2.10% | 1.47% | 1.60% | 1.45% | 1.41% | 1.31% | 1.15% | 0.70% |
Frequently Asked Questions
FRCJ.DE and IUS4.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FRCJ.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FRCJ.DE is cheaper with a 0.19% expense ratio, compared with 0.58% for IUS4.DE.
FRCJ.DE tracks MSCI Japan SRI Low Carbon Select 5% Issuer Capped, while IUS4.DE tracks MSCI Japan Small Cap. They also come from different issuers: UBS and iShares. Their fees differ too: 0.19% for FRCJ.DE and 0.58% for IUS4.DE.
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