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

Correlation

The correlation between ISCF and HSCZ is 0.69, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

ISCF vs. HSCZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) and iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%100.00%110.00%120.00%NovemberDecember2025FebruaryMarchApril
83.00%
116.27%
ISCF
HSCZ

Key characteristics

Sharpe Ratio

ISCF:

0.76

HSCZ:

0.45

Sortino Ratio

ISCF:

1.18

HSCZ:

0.72

Omega Ratio

ISCF:

1.16

HSCZ:

1.10

Calmar Ratio

ISCF:

1.03

HSCZ:

0.56

Martin Ratio

ISCF:

3.36

HSCZ:

2.42

Ulcer Index

ISCF:

4.06%

HSCZ:

2.95%

Daily Std Dev

ISCF:

17.85%

HSCZ:

15.74%

Max Drawdown

ISCF:

-40.79%

HSCZ:

-34.89%

Current Drawdown

ISCF:

0.00%

HSCZ:

-3.13%

Returns By Period

In the year-to-date period, ISCF achieves a 8.60% return, which is significantly higher than HSCZ's 0.66% return.


ISCF

YTD

8.60%

1M

2.47%

6M

6.96%

1Y

14.63%

5Y*

11.15%

10Y*

N/A

HSCZ

YTD

0.66%

1M

-2.27%

6M

2.68%

1Y

8.23%

5Y*

13.26%

10Y*

N/A

*Annualized

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ISCF vs. HSCZ - Expense Ratio Comparison

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

ISCF vs. HSCZ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ISCF
The Risk-Adjusted Performance Rank of ISCF is 7575
Overall Rank
The Sharpe Ratio Rank of ISCF is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of ISCF is 7272
Sortino Ratio Rank
The Omega Ratio Rank of ISCF is 7171
Omega Ratio Rank
The Calmar Ratio Rank of ISCF is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ISCF is 7676
Martin Ratio Rank

HSCZ
The Risk-Adjusted Performance Rank of HSCZ is 5858
Overall Rank
The Sharpe Ratio Rank of HSCZ is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of HSCZ is 5252
Sortino Ratio Rank
The Omega Ratio Rank of HSCZ is 5353
Omega Ratio Rank
The Calmar Ratio Rank of HSCZ is 6565
Calmar Ratio Rank
The Martin Ratio Rank of HSCZ is 6666
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.

ISCF vs. HSCZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) and iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ). 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 ISCF, currently valued at 0.76, compared to the broader market-1.000.001.002.003.004.00
ISCF: 0.76
HSCZ: 0.45
The chart of Sortino ratio for ISCF, currently valued at 1.18, compared to the broader market-2.000.002.004.006.008.00
ISCF: 1.18
HSCZ: 0.72
The chart of Omega ratio for ISCF, currently valued at 1.16, compared to the broader market0.501.001.502.002.50
ISCF: 1.16
HSCZ: 1.10
The chart of Calmar ratio for ISCF, currently valued at 1.03, compared to the broader market0.002.004.006.008.0010.0012.00
ISCF: 1.03
HSCZ: 0.56
The chart of Martin ratio for ISCF, currently valued at 3.36, compared to the broader market0.0020.0040.0060.00
ISCF: 3.36
HSCZ: 2.42

The current ISCF Sharpe Ratio is 0.76, which is higher than the HSCZ Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of ISCF and HSCZ, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.76
0.45
ISCF
HSCZ

Dividends

ISCF vs. HSCZ - Dividend Comparison

ISCF's dividend yield for the trailing twelve months is around 3.95%, more than HSCZ's 3.24% yield.


TTM2024202320222021202020192018201720162015
ISCF
iShares MSCI Intl Small-Cap Multifactor ETF
3.95%4.29%3.94%2.73%3.93%2.30%2.87%2.14%1.97%2.89%1.46%
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%

Drawdowns

ISCF vs. HSCZ - Drawdown Comparison

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril0
-3.13%
ISCF
HSCZ

Volatility

ISCF vs. HSCZ - Volatility Comparison

iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) has a higher volatility of 11.32% compared to iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) at 10.48%. This indicates that ISCF's price experiences larger fluctuations and is considered to be riskier than HSCZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.32%
10.48%
ISCF
HSCZ