HSCZ vs. ROL
HSCZ (iShares Currency Hedged MSCI EAFE Small Cap ETF) is Foreign Small & Mid Cap Equities fund tracking the MSCI EAFE Small-Cap 100% Hedged to USD Index, while ROL (Rollins, Inc.) is a stock. Over the past 10 years, HSCZ returned 12.35%/yr vs 15.58%/yr for ROL. At a 0.32 correlation, their price movements are largely independent.
Performance
HSCZ vs. ROL - Performance Comparison
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Returns By Period
In the year-to-date period, HSCZ achieves a 10.99% return, which is significantly higher than ROL's -20.87% return. Over the past 10 years, HSCZ has underperformed ROL with an annualized return of 12.35%, while ROL has yielded a comparatively higher 15.58% annualized return.
HSCZ
- 1D
- 0.71%
- 1M
- 0.48%
- YTD
- 10.99%
- 6M
- 13.18%
- 1Y
- 29.11%
- 3Y*
- 18.32%
- 5Y*
- 10.94%
- 10Y*
- 12.35%
ROL
- 1D
- 0.30%
- 1M
- -11.66%
- YTD
- -20.87%
- 6M
- -20.91%
- 1Y
- -16.00%
- 3Y*
- 6.26%
- 5Y*
- 8.61%
- 10Y*
- 15.58%
HSCZ vs. ROL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | 10.99% | 25.74% | 12.89% | 17.03% | -11.46% | 17.75% | 6.40% | 27.89% | -13.99% | 24.52% |
ROL Rollins, Inc. | -20.87% | 31.06% | 7.56% | 21.19% | 8.10% | -11.43% | 78.47% | -6.95% | 17.61% | 39.61% |
Correlation
The correlation between HSCZ and ROL is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2015 | 0.32 |
The correlation between HSCZ and ROL shifts across timeframes, from 0.18 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
HSCZ vs. ROL — Risk / Return Rank
HSCZ
ROL
HSCZ vs. ROL - 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 Rollins, Inc. (ROL). 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.
| HSCZ | ROL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.14 | ||
| Sortino ratioReturn per unit of downside risk | +4.25 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 0.89 | +0.56 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | -0.54 | +3.49 |
| Martin ratioReturn relative to average drawdown | 12.57 | -1.58 | +14.15 |
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Drawdowns
HSCZ vs. ROL - Drawdown Comparison
The maximum HSCZ drawdown since its inception was -34.89%, smaller than the maximum ROL drawdown of -57.27%. Use the drawdown chart below to compare losses from any high point for HSCZ and ROL.
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Drawdown Indicators
| HSCZ | ROL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.89% | -57.27% | +22.38% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | -30.90% | +21.29% |
Max Drawdown (3Y)Largest decline over 3 years | -12.81% | -30.90% | +18.09% |
Max Drawdown (5Y)Largest decline over 5 years | -20.11% | -30.90% | +10.79% |
Max Drawdown (10Y)Largest decline over 10 years | -34.89% | -30.90% | -3.99% |
Current DrawdownCurrent decline from peak | -0.60% | -27.60% | +27.00% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -12.14% | +7.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 10.53% | -8.28% |
Volatility
HSCZ vs. ROL - Volatility Comparison
The current volatility for iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) is 4.08%, while Rollins, Inc. (ROL) has a volatility of 9.24%. This indicates that HSCZ experiences smaller price fluctuations and is considered to be less risky than ROL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HSCZ | ROL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 9.24% | -5.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.68% | 18.67% | -8.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.60% | 24.16% | -12.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.52% | 24.59% | -11.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.68% | 25.04% | -9.36% |
Dividends
HSCZ vs. ROL - Dividend Comparison
HSCZ's dividend yield for the trailing twelve months is around 2.93%, more than ROL's 1.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | 2.93% | 3.25% | 3.26% | 2.98% | 26.91% | 2.90% | 1.46% | 4.66% | 6.15% | 2.52% | 2.57% | 1.75% |
ROL Rollins, Inc. | 1.51% | 1.13% | 1.33% | 1.24% | 1.18% | 1.23% | 0.84% | 1.42% | 1.03% | 1.20% | 1.18% | 1.62% |
Frequently Asked Questions
HSCZ and ROL have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROL has higher volatility (9.24%) compared to HSCZ (4.08%). In terms of maximum drawdown, HSCZ dropped -34.89% vs ROL's -57.27%.
HSCZ currently has the higher Sharpe Ratio (2.45 vs -0.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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