Correlation
The correlation between IDEV and SCZ 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.
IDEV vs. SCZ
Compare and contrast key facts about iShares Core MSCI International Developed Markets ETF (IDEV) and iShares MSCI EAFE Small-Cap ETF (SCZ).
IDEV and SCZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDEV is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Investable Market Index. It was launched on Mar 21, 2017. SCZ is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Small Cap Index. It was launched on Dec 10, 2007. Both IDEV and SCZ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDEV or SCZ.
Performance
IDEV vs. SCZ - Performance Comparison
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Key characteristics
IDEV:
0.88
SCZ:
0.84
IDEV:
1.26
SCZ:
1.23
IDEV:
1.17
SCZ:
1.17
IDEV:
1.05
SCZ:
0.70
IDEV:
3.34
SCZ:
2.70
IDEV:
4.23%
SCZ:
5.13%
IDEV:
17.09%
SCZ:
16.89%
IDEV:
-34.77%
SCZ:
-61.86%
IDEV:
-0.49%
SCZ:
-1.01%
Returns By Period
The year-to-date returns for both stocks are quite close, with IDEV having a 16.67% return and SCZ slightly lower at 16.26%.
IDEV
16.67%
5.42%
12.83%
13.84%
10.85%
11.59%
N/A
SCZ
16.26%
6.50%
12.58%
13.22%
7.37%
8.66%
5.67%
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IDEV vs. SCZ - Expense Ratio Comparison
IDEV has a 0.05% expense ratio, which is lower than SCZ's 0.40% expense ratio.
Risk-Adjusted Performance
IDEV vs. SCZ — Risk-Adjusted Performance Rank
IDEV
SCZ
IDEV vs. SCZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI International Developed Markets ETF (IDEV) and iShares MSCI EAFE Small-Cap ETF (SCZ). 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.
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Dividends
IDEV vs. SCZ - Dividend Comparison
IDEV's dividend yield for the trailing twelve months is around 2.83%, less than SCZ's 3.01% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDEV iShares Core MSCI International Developed Markets ETF | 2.83% | 3.30% | 3.06% | 2.69% | 3.05% | 2.00% | 3.19% | 3.16% | 1.54% | 0.00% | 0.00% | 0.00% |
SCZ iShares MSCI EAFE Small-Cap ETF | 3.01% | 3.50% | 2.95% | 1.99% | 2.96% | 1.52% | 3.51% | 2.79% | 2.38% | 2.82% | 2.06% | 2.61% |
Drawdowns
IDEV vs. SCZ - Drawdown Comparison
The maximum IDEV drawdown since its inception was -34.77%, smaller than the maximum SCZ drawdown of -61.86%. Use the drawdown chart below to compare losses from any high point for IDEV and SCZ.
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Volatility
IDEV vs. SCZ - Volatility Comparison
iShares Core MSCI International Developed Markets ETF (IDEV) and iShares MSCI EAFE Small-Cap ETF (SCZ) have volatilities of 2.97% and 2.95%, 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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