IUS4.DE vs. WTDX.DE
IUS4.DE (iShares MSCI Japan Small Cap UCITS ETF (Dist)) and WTDX.DE (WisdomTree Japan Equity UCITS ETF USD Hedged) are both Japan Equities funds - IUS4.DE tracks the MSCI Japan Small Cap while WTDX.DE tracks the WisdomTree Japan Hedged Equity UCITS Index. Both are passively managed. Over the past 10 years, IUS4.DE returned 7.46%/yr vs 17.65%/yr for WTDX.DE. A 0.70 correlation means they provide meaningful diversification when combined. IUS4.DE charges 0.58%/yr vs 0.48%/yr for WTDX.DE.
Performance
IUS4.DE vs. WTDX.DE - Performance Comparison
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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 WTDX.DE's 21.75% return. Over the past 10 years, IUS4.DE has underperformed WTDX.DE with an annualized return of 7.46%, while WTDX.DE has yielded a comparatively higher 17.65% annualized 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%
WTDX.DE
- 1D
- 0.17%
- 1M
- 6.99%
- YTD
- 21.75%
- 6M
- 24.50%
- 1Y
- 53.76%
- 3Y*
- 29.85%
- 5Y*
- 26.95%
- 10Y*
- 17.65%
IUS4.DE vs. WTDX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -13.13% | 15.52% |
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 21.75% | 17.62% | 36.61% | 36.95% | 11.73% | 27.31% | -6.01% | 21.12% | -15.40% | 7.28% |
Correlation
The correlation between IUS4.DE and WTDX.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since May 22, 2015 | 0.70 |
The correlation between IUS4.DE and WTDX.DE has been stable across timeframes, ranging from 0.66 to 0.70 - a consistent structural relationship.
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Return for Risk
IUS4.DE vs. WTDX.DE — Risk / Return Rank
IUS4.DE
WTDX.DE
IUS4.DE vs. WTDX.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 WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.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.DE | WTDX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.51 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 6.61 | -3.94 |
| Martin ratioReturn relative to average drawdown | 9.26 | 22.15 | -12.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUS4.DE | WTDX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 2.79 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 1.37 | -0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.88 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.59 | -0.03 |
Drawdowns
IUS4.DE vs. WTDX.DE - Drawdown Comparison
The maximum IUS4.DE drawdown since its inception was -32.63%, smaller than the maximum WTDX.DE drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for IUS4.DE and WTDX.DE.
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Drawdown Indicators
| IUS4.DE | WTDX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.63% | -34.50% | +1.87% |
Max Drawdown (1Y)Largest decline over 1 year | -10.12% | -8.09% | -2.03% |
Max Drawdown (3Y)Largest decline over 3 years | -12.92% | -23.63% | +10.71% |
Max Drawdown (5Y)Largest decline over 5 years | -21.47% | -23.63% | +2.16% |
Max Drawdown (10Y)Largest decline over 10 years | -32.63% | -32.85% | +0.22% |
Current DrawdownCurrent decline from peak | -0.73% | 0.00% | -0.73% |
Average DrawdownAverage peak-to-trough decline | -6.41% | -7.95% | +1.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.42% | +0.50% |
Volatility
IUS4.DE vs. WTDX.DE - Volatility Comparison
The current volatility for iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE) is 3.47%, while WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) has a volatility of 3.75%. This indicates that IUS4.DE experiences smaller price fluctuations and is considered to be less risky than WTDX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUS4.DE | WTDX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 3.75% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 13.58% | 14.17% | -0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.94% | 19.25% | -3.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 19.43% | -4.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.94% | 20.00% | -4.06% |
IUS4.DE vs. WTDX.DE - Expense Ratio Comparison
IUS4.DE has a 0.58% expense ratio, which is higher than WTDX.DE's 0.48% expense ratio.
Dividends
IUS4.DE vs. WTDX.DE - Dividend Comparison
IUS4.DE's dividend yield for the trailing twelve months is around 0.87%, less than WTDX.DE's 1.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 1.20% | 1.52% | 1.39% | 1.83% | 2.16% | 1.26% | 1.88% | 1.80% | 1.82% | 1.07% | 1.73% | 0.05% |
Frequently Asked Questions
IUS4.DE and WTDX.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTDX.DE is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTDX.DE is cheaper with a 0.48% expense ratio, compared with 0.58% for IUS4.DE.
IUS4.DE tracks MSCI Japan Small Cap, while WTDX.DE tracks WisdomTree Japan Hedged Equity UCITS Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.58% for IUS4.DE and 0.48% for WTDX.DE.
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