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

Correlation

The correlation between HSCZ and ISCF is 0.76, 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: 0.8

Performance

HSCZ vs. ISCF - 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 MSCI Intl Small-Cap Multifactor ETF (ISCF). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%NovemberDecember2025FebruaryMarchApril
1.18%
0.56%
HSCZ
ISCF

Key characteristics

Sharpe Ratio

HSCZ:

0.44

ISCF:

0.50

Sortino Ratio

HSCZ:

0.67

ISCF:

0.79

Omega Ratio

HSCZ:

1.09

ISCF:

1.09

Calmar Ratio

HSCZ:

0.55

ISCF:

0.67

Martin Ratio

HSCZ:

2.48

ISCF:

1.89

Ulcer Index

HSCZ:

2.19%

ISCF:

3.80%

Daily Std Dev

HSCZ:

12.23%

ISCF:

14.42%

Max Drawdown

HSCZ:

-34.89%

ISCF:

-40.79%

Current Drawdown

HSCZ:

-3.34%

ISCF:

-3.04%

Returns By Period

In the year-to-date period, HSCZ achieves a 0.44% return, which is significantly lower than ISCF's 4.74% return.


HSCZ

YTD

0.44%

1M

-1.38%

6M

0.71%

1Y

6.64%

5Y*

15.57%

10Y*

N/A

ISCF

YTD

4.74%

1M

1.26%

6M

-0.42%

1Y

7.97%

5Y*

13.24%

10Y*

N/A

*Annualized

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HSCZ vs. ISCF - Expense Ratio Comparison

HSCZ has a 0.43% expense ratio, which is higher than ISCF's 0.40% expense ratio.


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%
Expense ratio chart for ISCF: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ISCF: 0.40%

Risk-Adjusted Performance

HSCZ vs. ISCF — 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 4747
Overall Rank
The Sharpe Ratio Rank of HSCZ is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of HSCZ is 4141
Sortino Ratio Rank
The Omega Ratio Rank of HSCZ is 4242
Omega Ratio Rank
The Calmar Ratio Rank of HSCZ is 5252
Calmar Ratio Rank
The Martin Ratio Rank of HSCZ is 5959
Martin Ratio Rank

ISCF
The Risk-Adjusted Performance Rank of ISCF is 4949
Overall Rank
The Sharpe Ratio Rank of ISCF is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of ISCF is 4848
Sortino Ratio Rank
The Omega Ratio Rank of ISCF is 4545
Omega Ratio Rank
The Calmar Ratio Rank of ISCF is 5959
Calmar Ratio Rank
The Martin Ratio Rank of ISCF is 4848
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. ISCF - 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 MSCI Intl Small-Cap Multifactor ETF (ISCF). 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 market0.002.004.00
HSCZ: 0.44
ISCF: 0.50
The chart of Sortino ratio for HSCZ, currently valued at 0.67, compared to the broader market-2.000.002.004.006.008.0010.0012.00
HSCZ: 0.67
ISCF: 0.79
The chart of Omega ratio for HSCZ, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.00
HSCZ: 1.09
ISCF: 1.09
The chart of Calmar ratio for HSCZ, currently valued at 0.55, compared to the broader market0.005.0010.0015.00
HSCZ: 0.55
ISCF: 0.67
The chart of Martin ratio for HSCZ, currently valued at 2.48, compared to the broader market0.0020.0040.0060.0080.00100.00
HSCZ: 2.48
ISCF: 1.89

The current HSCZ Sharpe Ratio is 0.44, which is comparable to the ISCF Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of HSCZ and ISCF, 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 Ratio0.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.44
0.50
HSCZ
ISCF

Dividends

HSCZ vs. ISCF - Dividend Comparison

HSCZ's dividend yield for the trailing twelve months is around 3.24%, less than ISCF's 4.10% yield.


TTM2024202320222021202020192018201720162015
HSCZ
iShares Currency Hedged MSCI EAFE Small Cap ETF
3.24%3.26%2.98%26.91%2.90%1.46%4.51%6.15%2.52%2.57%1.75%
ISCF
iShares MSCI Intl Small-Cap Multifactor ETF
4.10%4.29%3.94%2.73%3.93%2.31%2.87%2.13%1.98%2.89%1.46%

Drawdowns

HSCZ vs. ISCF - Drawdown Comparison

The maximum HSCZ drawdown since its inception was -34.89%, smaller than the maximum ISCF drawdown of -40.79%. Use the drawdown chart below to compare losses from any high point for HSCZ and ISCF. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.34%
-3.04%
HSCZ
ISCF

Volatility

HSCZ vs. ISCF - Volatility Comparison

The current volatility for iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) is 4.58%, while iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) has a volatility of 5.16%. This indicates that HSCZ experiences smaller price fluctuations and is considered to be less risky than ISCF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%NovemberDecember2025FebruaryMarchApril
4.58%
5.16%
HSCZ
ISCF