HSCZ vs. FYLD
Compare and contrast key facts about iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) and Cambria Foreign Shareholder Yield ETF (FYLD).
HSCZ and FYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. FYLD is an actively managed fund by Cambria. It was launched on Dec 3, 2013.
Performance
HSCZ vs. FYLD - Performance Comparison
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HSCZ vs. FYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | 1.96% | 25.74% | 12.89% | 17.03% | -11.46% | 17.75% | 6.40% | 27.89% | -13.99% | 24.52% |
FYLD Cambria Foreign Shareholder Yield ETF | 15.22% | 34.53% | 3.00% | 13.18% | -5.53% | 18.67% | 4.17% | 17.83% | -14.47% | 29.81% |
Returns By Period
In the year-to-date period, HSCZ achieves a 1.96% return, which is significantly lower than FYLD's 15.22% return. Both investments have delivered pretty close results over the past 10 years, with HSCZ having a 11.13% annualized return and FYLD not far ahead at 11.39%.
HSCZ
- 1D
- 2.14%
- 1M
- -6.61%
- YTD
- 1.96%
- 6M
- 7.54%
- 1Y
- 27.45%
- 3Y*
- 16.89%
- 5Y*
- 9.84%
- 10Y*
- 11.13%
FYLD
- 1D
- 2.23%
- 1M
- -1.69%
- YTD
- 15.22%
- 6M
- 21.63%
- 1Y
- 45.00%
- 3Y*
- 20.11%
- 5Y*
- 12.23%
- 10Y*
- 11.39%
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HSCZ vs. FYLD - Expense Ratio Comparison
HSCZ has a 0.43% expense ratio, which is lower than FYLD's 0.59% expense ratio.
Return for Risk
HSCZ vs. FYLD — Risk / Return Rank
HSCZ
FYLD
HSCZ vs. FYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) and Cambria Foreign Shareholder Yield ETF (FYLD). 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.
| HSCZ | FYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.92 | 2.76 | -0.84 |
Sortino ratioReturn per unit of downside risk | 2.62 | 3.43 | -0.81 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.60 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.61 | 3.33 | -0.72 |
Martin ratioReturn relative to average drawdown | 10.63 | 19.47 | -8.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HSCZ | FYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 2.76 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.75 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.63 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.44 | +0.18 |
Correlation
The correlation between HSCZ and FYLD 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.
Dividends
HSCZ vs. FYLD - Dividend Comparison
HSCZ's dividend yield for the trailing twelve months is around 3.19%, less than FYLD's 3.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | 3.19% | 3.25% | 3.26% | 2.98% | 26.91% | 2.90% | 1.46% | 4.66% | 6.15% | 2.52% | 2.57% | 1.75% |
FYLD Cambria Foreign Shareholder Yield ETF | 3.75% | 4.07% | 5.41% | 6.06% | 6.13% | 4.74% | 3.94% | 3.73% | 5.17% | 2.85% | 2.72% | 3.98% |
Drawdowns
HSCZ vs. FYLD - Drawdown Comparison
The maximum HSCZ drawdown since its inception was -34.89%, smaller than the maximum FYLD drawdown of -44.55%. Use the drawdown chart below to compare losses from any high point for HSCZ and FYLD.
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Drawdown Indicators
| HSCZ | FYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.89% | -44.55% | +9.66% |
Max Drawdown (1Y)Largest decline over 1 year | -9.88% | -13.37% | +3.49% |
Max Drawdown (5Y)Largest decline over 5 years | -20.11% | -25.12% | +5.01% |
Max Drawdown (10Y)Largest decline over 10 years | -34.89% | -44.55% | +9.66% |
Current DrawdownCurrent decline from peak | -6.61% | -1.69% | -4.92% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -8.94% | +4.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.29% | +0.15% |
Volatility
HSCZ vs. FYLD - Volatility Comparison
iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) and Cambria Foreign Shareholder Yield ETF (FYLD) have volatilities of 5.41% and 5.30%, 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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Volatility by Period
| HSCZ | FYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 5.30% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 8.49% | 9.11% | -0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 16.41% | -1.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.37% | 16.31% | -2.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.65% | 18.09% | -2.44% |