Correlation
The correlation between ISCF and SCZ is 0.68, 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.
ISCF vs. SCZ
Compare and contrast key facts about iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) and iShares MSCI EAFE Small-Cap ETF (SCZ).
ISCF and SCZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISCF is a passively managed fund by iShares that tracks the performance of the MSCI World exUSA SmallCap Diversified Multi-Factor. It was launched on Apr 28, 2015. 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 ISCF 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: ISCF or SCZ.
Performance
ISCF vs. SCZ - Performance Comparison
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Key characteristics
ISCF:
1.06
SCZ:
0.92
ISCF:
1.41
SCZ:
1.21
ISCF:
1.19
SCZ:
1.16
ISCF:
1.26
SCZ:
0.68
ISCF:
4.12
SCZ:
2.64
ISCF:
4.05%
SCZ:
5.13%
ISCF:
17.75%
SCZ:
16.99%
ISCF:
-40.79%
SCZ:
-61.86%
ISCF:
-0.45%
SCZ:
-1.45%
Returns By Period
The year-to-date returns for both stocks are quite close, with ISCF having a 16.42% return and SCZ slightly lower at 15.75%. Over the past 10 years, ISCF has outperformed SCZ with an annualized return of 7.01%, while SCZ has yielded a comparatively lower 5.72% annualized return.
ISCF
16.42%
5.94%
15.48%
18.63%
8.52%
10.47%
7.01%
SCZ
15.75%
5.46%
13.88%
15.49%
7.10%
8.56%
5.72%
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ISCF vs. SCZ - Expense Ratio Comparison
Both ISCF and SCZ have an expense ratio of 0.40%.
Risk-Adjusted Performance
ISCF vs. SCZ — Risk-Adjusted Performance Rank
ISCF
SCZ
ISCF vs. SCZ - 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 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
ISCF vs. SCZ - Dividend Comparison
ISCF's dividend yield for the trailing twelve months is around 3.69%, more than SCZ's 3.02% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISCF iShares MSCI Intl Small-Cap Multifactor ETF | 3.69% | 4.29% | 3.94% | 2.73% | 3.93% | 2.31% | 2.87% | 2.13% | 1.98% | 2.89% | 1.46% | 0.00% |
SCZ iShares MSCI EAFE Small-Cap ETF | 3.02% | 3.50% | 2.95% | 1.99% | 2.96% | 1.52% | 3.51% | 2.79% | 2.38% | 2.82% | 2.06% | 2.61% |
Drawdowns
ISCF vs. SCZ - Drawdown Comparison
The maximum ISCF drawdown since its inception was -40.79%, smaller than the maximum SCZ drawdown of -61.86%. Use the drawdown chart below to compare losses from any high point for ISCF and SCZ.
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Volatility
ISCF vs. SCZ - Volatility Comparison
iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) and iShares MSCI EAFE Small-Cap ETF (SCZ) have volatilities of 2.95% and 3.00%, 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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