IBCG.DE vs. SODJ.DE
IBCG.DE (iShares MSCI Japan EUR Hedged UCITS ETF (Acc)) and SODJ.DE (iShares MSCI Japan Screened UCITS ETF USD (Dist)) are both Japan Equities funds from iShares - IBCG.DE tracks the MSCI Japan Index (EUR Hedged) while SODJ.DE tracks the MSCI Japan Screened Index. Both are passively managed. Over the past 5 years, IBCG.DE returned 19.66%/yr vs 9.95%/yr for SODJ.DE. Their correlation of 0.85 suggests significant overlap in exposure. IBCG.DE charges 0.64%/yr vs 0.15%/yr for SODJ.DE.
Performance
IBCG.DE vs. SODJ.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with IBCG.DE having a 20.30% return and SODJ.DE slightly lower at 19.83%.
IBCG.DE
- 1D
- -1.21%
- 1M
- 0.60%
- 6M
- 13.03%
- YTD
- 20.30%
- 1Y
- 49.05%
- 3Y*
- 26.62%
- 5Y*
- 19.66%
- 10Y*
- 14.08%
SODJ.DE
- 1D
- -0.93%
- 1M
- 0.91%
- 6M
- 13.29%
- YTD
- 19.83%
- 1Y
- 38.84%
- 3Y*
- 17.00%
- 5Y*
- 9.95%
- 10Y*
- —
IBCG.DE vs. SODJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IBCG.DE iShares MSCI Japan EUR Hedged UCITS ETF (Acc) | 20.30% | 26.94% | 22.76% | 32.85% | -5.89% | 12.06% | 7.58% | 16.67% | -11.55% |
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 19.83% | 11.64% | 13.20% | 15.83% | -12.75% | 9.54% | 6.05% | 23.50% | -21.34% |
Correlation
The correlation between IBCG.DE and SODJ.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.85 |
The correlation between IBCG.DE and SODJ.DE shifts across timeframes, from 0.82 (5 years) to 0.93 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IBCG.DE vs. SODJ.DE — Risk / Return Rank
IBCG.DE
SODJ.DE
IBCG.DE vs. SODJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan EUR Hedged UCITS ETF (Acc) (IBCG.DE) and iShares MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.DE). 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.
| IBCG.DE | SODJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.35 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.91 | 3.65 | +1.26 |
| Martin ratioReturn relative to average drawdown | 16.44 | 11.99 | +4.45 |
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Drawdowns
IBCG.DE vs. SODJ.DE - Drawdown Comparison
The maximum IBCG.DE drawdown since its inception was -34.79%, which is greater than SODJ.DE's maximum drawdown of -28.10%. Use the drawdown chart below to compare losses from any high point for IBCG.DE and SODJ.DE.
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Drawdown Indicators
| IBCG.DE | SODJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.79% | -28.10% | -6.69% |
Max Drawdown (1Y)Largest decline over 1 year | -9.94% | -10.58% | +0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -21.63% | -17.20% | -4.43% |
Max Drawdown (5Y)Largest decline over 5 years | -21.63% | -19.26% | -2.37% |
Max Drawdown (10Y)Largest decline over 10 years | -34.79% | — | — |
Current DrawdownCurrent decline from peak | -3.52% | -3.76% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -8.31% | -7.23% | -1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 3.23% | -0.26% |
Volatility
IBCG.DE vs. SODJ.DE - Volatility Comparison
iShares MSCI Japan EUR Hedged UCITS ETF (Acc) (IBCG.DE) and iShares MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.DE) have volatilities of 6.82% and 6.73%, 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
| IBCG.DE | SODJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.82% | 6.73% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 16.24% | 16.20% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.47% | 20.01% | +0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.64% | 16.96% | +1.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 18.22% | +0.17% |
IBCG.DE vs. SODJ.DE - Expense Ratio Comparison
IBCG.DE has a 0.64% expense ratio, which is higher than SODJ.DE's 0.15% expense ratio.
Dividends
IBCG.DE vs. SODJ.DE - Dividend Comparison
IBCG.DE has not paid dividends to shareholders, while SODJ.DE's dividend yield for the trailing twelve months is around 1.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
IBCG.DE iShares MSCI Japan EUR Hedged UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 1.47% | 1.69% | 1.86% | 1.80% | 2.21% | 1.61% | 1.60% | 1.80% |
Frequently Asked Questions
With a correlation of 0.93, IBCG.DE and SODJ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SODJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SODJ.DE is cheaper with a 0.15% expense ratio, compared with 0.64% for IBCG.DE.
IBCG.DE tracks MSCI Japan Index (EUR Hedged), while SODJ.DE tracks MSCI Japan Screened Index. Their fees differ too: 0.64% for IBCG.DE and 0.15% for SODJ.DE.
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