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HSCZ vs. HEZU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HSCZ and HEZU is 0.71, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

HSCZ vs. HEZU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) and iShares Currency Hedged MSCI Eurozone ETF (HEZU). The values are adjusted to include any dividend payments, if applicable.

90.00%95.00%100.00%105.00%110.00%115.00%120.00%125.00%NovemberDecember2025FebruaryMarchApril
114.96%
111.69%
HSCZ
HEZU

Key characteristics

Sharpe Ratio

HSCZ:

0.44

HEZU:

0.55

Sortino Ratio

HSCZ:

0.71

HEZU:

0.88

Omega Ratio

HSCZ:

1.10

HEZU:

1.12

Calmar Ratio

HSCZ:

0.54

HEZU:

0.66

Martin Ratio

HSCZ:

2.35

HEZU:

2.55

Ulcer Index

HSCZ:

2.94%

HEZU:

3.87%

Daily Std Dev

HSCZ:

15.73%

HEZU:

17.93%

Max Drawdown

HSCZ:

-34.89%

HEZU:

-38.80%

Current Drawdown

HSCZ:

-3.72%

HEZU:

-5.57%

Returns By Period

In the year-to-date period, HSCZ achieves a 0.04% return, which is significantly lower than HEZU's 7.28% return.


HSCZ

YTD

0.04%

1M

-3.48%

6M

1.97%

1Y

6.72%

5Y*

13.13%

10Y*

N/A

HEZU

YTD

7.28%

1M

-4.90%

6M

6.56%

1Y

8.88%

5Y*

16.20%

10Y*

7.54%

*Annualized

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HSCZ vs. HEZU - Expense Ratio Comparison

HSCZ has a 0.43% expense ratio, which is lower than HEZU's 0.52% expense ratio.


Expense ratio chart for HEZU: current value is 0.52%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HEZU: 0.52%
Expense ratio chart for HSCZ: current value is 0.43%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HSCZ: 0.43%

Risk-Adjusted Performance

HSCZ vs. HEZU — Risk-Adjusted Performance Rank

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

HSCZ
The Risk-Adjusted Performance Rank of HSCZ is 5858
Overall Rank
The Sharpe Ratio Rank of HSCZ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of HSCZ is 5353
Sortino Ratio Rank
The Omega Ratio Rank of HSCZ is 5454
Omega Ratio Rank
The Calmar Ratio Rank of HSCZ is 6666
Calmar Ratio Rank
The Martin Ratio Rank of HSCZ is 6666
Martin Ratio Rank

HEZU
The Risk-Adjusted Performance Rank of HEZU is 6565
Overall Rank
The Sharpe Ratio Rank of HEZU is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of HEZU is 6262
Sortino Ratio Rank
The Omega Ratio Rank of HEZU is 6060
Omega Ratio Rank
The Calmar Ratio Rank of HEZU is 7373
Calmar Ratio Rank
The Martin Ratio Rank of HEZU is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HSCZ vs. HEZU - 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 iShares Currency Hedged MSCI Eurozone ETF (HEZU). 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.


The chart of Sharpe ratio for HSCZ, currently valued at 0.44, compared to the broader market-1.000.001.002.003.004.00
HSCZ: 0.44
HEZU: 0.55
The chart of Sortino ratio for HSCZ, currently valued at 0.71, compared to the broader market-2.000.002.004.006.008.00
HSCZ: 0.71
HEZU: 0.88
The chart of Omega ratio for HSCZ, currently valued at 1.10, compared to the broader market0.501.001.502.00
HSCZ: 1.10
HEZU: 1.12
The chart of Calmar ratio for HSCZ, currently valued at 0.54, compared to the broader market0.002.004.006.008.0010.0012.00
HSCZ: 0.54
HEZU: 0.66
The chart of Martin ratio for HSCZ, currently valued at 2.35, compared to the broader market0.0020.0040.0060.00
HSCZ: 2.35
HEZU: 2.55

The current HSCZ Sharpe Ratio is 0.44, which is comparable to the HEZU Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of HSCZ and HEZU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.44
0.55
HSCZ
HEZU

Dividends

HSCZ vs. HEZU - Dividend Comparison

HSCZ's dividend yield for the trailing twelve months is around 3.26%, more than HEZU's 2.59% yield.


TTM20242023202220212020201920182017201620152014
HSCZ
iShares Currency Hedged MSCI EAFE Small Cap ETF
3.26%3.26%2.98%26.91%2.90%1.46%4.51%6.15%2.52%2.57%1.75%0.00%
HEZU
iShares Currency Hedged MSCI Eurozone ETF
2.59%2.77%2.52%23.26%2.25%2.32%5.40%3.48%1.92%3.11%2.68%1.15%

Drawdowns

HSCZ vs. HEZU - Drawdown Comparison

The maximum HSCZ drawdown since its inception was -34.89%, smaller than the maximum HEZU drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for HSCZ and HEZU. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.72%
-5.57%
HSCZ
HEZU

Volatility

HSCZ vs. HEZU - Volatility Comparison

The current volatility for iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) is 10.46%, while iShares Currency Hedged MSCI Eurozone ETF (HEZU) has a volatility of 12.86%. This indicates that HSCZ experiences smaller price fluctuations and is considered to be less risky than HEZU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.46%
12.86%
HSCZ
HEZU