HSCZ vs. DEMSX
Compare and contrast key facts about iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) and DFA Emerging Markets Small Cap Portfolio (DEMSX).
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. DEMSX is managed by Dimensional Fund Advisors LP. It was launched on Mar 4, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HSCZ or DEMSX.
Correlation
The correlation between HSCZ and DEMSX is 0.62, 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
HSCZ vs. DEMSX - Performance Comparison
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Key characteristics
HSCZ:
0.56
DEMSX:
0.36
HSCZ:
0.88
DEMSX:
0.61
HSCZ:
1.13
DEMSX:
1.08
HSCZ:
0.71
DEMSX:
0.33
HSCZ:
3.06
DEMSX:
0.91
HSCZ:
2.96%
DEMSX:
6.25%
HSCZ:
15.78%
DEMSX:
14.15%
HSCZ:
-34.89%
DEMSX:
-68.86%
HSCZ:
-0.64%
DEMSX:
-3.56%
Returns By Period
In the year-to-date period, HSCZ achieves a 5.69% return, which is significantly higher than DEMSX's 4.54% return.
HSCZ
5.69%
10.85%
7.65%
8.75%
13.93%
N/A
DEMSX
4.54%
10.68%
3.81%
5.08%
11.76%
3.68%
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HSCZ vs. DEMSX - Expense Ratio Comparison
HSCZ has a 0.43% expense ratio, which is lower than DEMSX's 0.59% expense ratio.
Risk-Adjusted Performance
HSCZ vs. DEMSX — Risk-Adjusted Performance Rank
HSCZ
DEMSX
HSCZ vs. DEMSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) and DFA Emerging Markets Small Cap Portfolio (DEMSX). 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.
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Dividends
HSCZ vs. DEMSX - Dividend Comparison
HSCZ's dividend yield for the trailing twelve months is around 3.08%, less than DEMSX's 3.14% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | 3.08% | 3.26% | 2.98% | 26.91% | 2.90% | 1.46% | 4.51% | 6.15% | 2.52% | 2.57% | 1.75% | 0.00% |
DEMSX DFA Emerging Markets Small Cap Portfolio | 3.14% | 3.27% | 2.94% | 2.45% | 3.36% | 2.25% | 2.48% | 2.16% | 2.50% | 2.59% | 2.44% | 2.15% |
Drawdowns
HSCZ vs. DEMSX - Drawdown Comparison
The maximum HSCZ drawdown since its inception was -34.89%, smaller than the maximum DEMSX drawdown of -68.86%. Use the drawdown chart below to compare losses from any high point for HSCZ and DEMSX. For additional features, visit the drawdowns tool.
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Volatility
HSCZ vs. DEMSX - Volatility Comparison
iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) and DFA Emerging Markets Small Cap Portfolio (DEMSX) have volatilities of 3.60% and 3.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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