IEUS vs. IJR
Compare and contrast key facts about iShares MSCI Europe Small-Cap ETF (IEUS) and iShares Core S&P Small-Cap ETF (IJR).
IEUS and IJR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEUS is a passively managed fund by iShares that tracks the performance of the MSCI Europe Small Cap Index. It was launched on Nov 12, 2007. IJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on May 22, 2000. Both IEUS and IJR 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: IEUS or IJR.
Performance
IEUS vs. IJR - Performance Comparison
Returns By Period
In the year-to-date period, IEUS achieves a -0.70% return, which is significantly lower than IJR's 12.64% return. Over the past 10 years, IEUS has underperformed IJR with an annualized return of 5.44%, while IJR has yielded a comparatively higher 9.63% annualized return.
IEUS
-0.70%
-7.37%
-6.71%
8.51%
3.53%
5.44%
IJR
12.64%
2.07%
10.29%
27.11%
10.16%
9.63%
Key characteristics
| IEUS | IJR | |
|---|---|---|
| Sharpe Ratio | 0.64 | 1.43 |
| Sortino Ratio | 0.98 | 2.14 |
| Omega Ratio | 1.12 | 1.25 |
| Calmar Ratio | 0.39 | 1.58 |
| Martin Ratio | 3.02 | 8.03 |
| Ulcer Index | 3.49% | 3.55% |
| Daily Std Dev | 16.39% | 19.97% |
| Max Drawdown | -62.12% | -58.15% |
| Current Drawdown | -19.94% | -4.49% |
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IEUS vs. IJR - Expense Ratio Comparison
IEUS has a 0.40% expense ratio, which is higher than IJR's 0.07% expense ratio.
Correlation
The correlation between IEUS and IJR is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
IEUS vs. IJR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Small-Cap ETF (IEUS) and iShares Core S&P Small-Cap ETF (IJR). 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.
Dividends
IEUS vs. IJR - Dividend Comparison
IEUS's dividend yield for the trailing twelve months is around 3.30%, more than IJR's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEUS iShares MSCI Europe Small-Cap ETF | 3.30% | 2.97% | 3.00% | 2.63% | 1.21% | 4.03% | 3.20% | 2.13% | 2.48% | 2.06% | 2.38% | 2.50% |
IJR iShares Core S&P Small-Cap ETF | 1.25% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
Drawdowns
IEUS vs. IJR - Drawdown Comparison
The maximum IEUS drawdown since its inception was -62.12%, which is greater than IJR's maximum drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for IEUS and IJR. For additional features, visit the drawdowns tool.
Volatility
IEUS vs. IJR - Volatility Comparison
The current volatility for iShares MSCI Europe Small-Cap ETF (IEUS) is 5.03%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 7.72%. This indicates that IEUS experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.