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IUS4.DE vs. SGAJ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUS4.DE vs. SGAJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE) and iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGAJ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUS4.DE achieves a 14.74% return, which is significantly lower than SGAJ.DE's 17.45% return.


IUS4.DE

1D
0.43%
1M
5.25%
YTD
14.74%
6M
16.38%
1Y
27.12%
3Y*
14.63%
5Y*
8.34%
10Y*
7.46%

SGAJ.DE

1D
-0.33%
1M
6.57%
YTD
17.45%
6M
17.20%
1Y
30.86%
3Y*
15.05%
5Y*
9.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUS4.DE vs. SGAJ.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IUS4.DE
iShares MSCI Japan Small Cap UCITS ETF (Dist)
14.74%15.96%9.46%9.42%-7.69%5.35%-2.06%21.73%-7.50%
SGAJ.DE
iShares MSCI Japan ESG Screened UCITS ETF USD (Acc)
17.45%11.73%13.07%16.02%-12.85%9.72%5.86%23.60%-6.85%

Correlation

The correlation between IUS4.DE and SGAJ.DE is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2018

0.88

The correlation between IUS4.DE and SGAJ.DE has been stable across timeframes, ranging from 0.79 to 0.88 - a consistent structural relationship.

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Return for Risk

IUS4.DE vs. SGAJ.DE — Risk / Return Rank

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

IUS4.DE
IUS4.DE Risk / Return Rank: 5252
Overall Rank
IUS4.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IUS4.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
IUS4.DE Omega Ratio Rank: 5050
Omega Ratio Rank
IUS4.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
IUS4.DE Martin Ratio Rank: 5454
Martin Ratio Rank

SGAJ.DE
SGAJ.DE Risk / Return Rank: 5353
Overall Rank
SGAJ.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SGAJ.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
SGAJ.DE Omega Ratio Rank: 5050
Omega Ratio Rank
SGAJ.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
SGAJ.DE Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IUS4.DE vs. SGAJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE) and iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGAJ.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.


IUS4.DESGAJ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.31

1.31

0.00

Calmar ratioReturn relative to maximum drawdown

2.67

2.96

-0.29

Martin ratioReturn relative to average drawdown

9.26

9.77

-0.50

IUS4.DE vs. SGAJ.DE - Sharpe Ratio Comparison

The current IUS4.DE Sharpe Ratio is 1.69, which is comparable to the SGAJ.DE Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of IUS4.DE and SGAJ.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IUS4.DESGAJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

1.62

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.57

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.55

+0.01

Drawdowns

IUS4.DE vs. SGAJ.DE - Drawdown Comparison

The maximum IUS4.DE drawdown since its inception was -32.63%, which is greater than SGAJ.DE's maximum drawdown of -28.20%. Use the drawdown chart below to compare losses from any high point for IUS4.DE and SGAJ.DE.


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Drawdown Indicators


IUS4.DESGAJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.63%

-28.20%

-4.43%

Max Drawdown (1Y)

Largest decline over 1 year

-10.12%

-10.37%

+0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-12.92%

-17.14%

+4.22%

Max Drawdown (5Y)

Largest decline over 5 years

-21.47%

-19.32%

-2.15%

Max Drawdown (10Y)

Largest decline over 10 years

-32.63%

Current Drawdown

Current decline from peak

-0.73%

-0.33%

-0.40%

Average Drawdown

Average peak-to-trough decline

-6.41%

-5.79%

-0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

3.15%

-0.23%

Volatility

IUS4.DE vs. SGAJ.DE - Volatility Comparison

iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE) and iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGAJ.DE) have volatilities of 3.47% and 3.44%, 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


IUS4.DESGAJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

3.44%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

15.00%

-1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

15.94%

18.93%

-2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

16.69%

-1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.94%

17.41%

-1.47%

IUS4.DE vs. SGAJ.DE - Expense Ratio Comparison

IUS4.DE has a 0.58% expense ratio, which is higher than SGAJ.DE's 0.15% expense ratio.


Dividends

IUS4.DE vs. SGAJ.DE - Dividend Comparison

IUS4.DE's dividend yield for the trailing twelve months is around 0.87%, while SGAJ.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IUS4.DE
iShares MSCI Japan Small Cap UCITS ETF (Dist)
0.87%1.88%1.70%1.77%2.10%1.47%1.60%1.45%1.41%1.31%1.15%0.70%
SGAJ.DE
iShares MSCI Japan ESG Screened UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IUS4.DE and SGAJ.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGAJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGAJ.DE is cheaper with a 0.15% expense ratio, compared with 0.58% for IUS4.DE.

IUS4.DE tracks MSCI Japan Small Cap, while SGAJ.DE tracks MSCI Japan ESG Screened. Their fees differ too: 0.58% for IUS4.DE and 0.15% for SGAJ.DE.

Portfolio Optimizer

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