PortfoliosLab logoPortfoliosLab logo
IUS4.DE vs. ZPDW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUS4.DE vs. ZPDW.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 State Street SPDR MSCI Japan EUR Hdg UCITS ETF (ZPDW.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IUS4.DE achieves a 18.57% return, which is significantly lower than ZPDW.DE's 20.74% return. Over the past 10 years, IUS4.DE has underperformed ZPDW.DE with an annualized return of 7.62%, while ZPDW.DE has yielded a comparatively higher 14.41% annualized return.


IUS4.DE

1D
-0.77%
1M
2.81%
6M
13.89%
YTD
18.57%
1Y
33.19%
3Y*
16.91%
5Y*
8.56%
10Y*
7.62%

ZPDW.DE

1D
-0.90%
1M
0.79%
6M
13.52%
YTD
20.74%
1Y
49.79%
3Y*
27.02%
5Y*
19.99%
10Y*
14.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IUS4.DE
iShares MSCI Japan Small Cap UCITS ETF (Dist)
18.57%15.97%9.46%9.42%-7.68%5.35%-2.08%21.73%-13.13%15.52%
ZPDW.DE
State Street SPDR MSCI Japan EUR Hdg UCITS ETF
20.74%27.50%22.78%33.59%-5.96%12.63%7.91%16.59%-16.65%19.02%

Correlation

The correlation between IUS4.DE and ZPDW.DE is 0.72, 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

0.72

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

0.68

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

0.67

Correlation (10Y)
Calculated over the trailing 10-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2015

0.70

The correlation between IUS4.DE and ZPDW.DE has been stable across timeframes, ranging from 0.67 to 0.72 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IUS4.DE vs. ZPDW.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: 7878
Overall Rank
IUS4.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IUS4.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
IUS4.DE Omega Ratio Rank: 7676
Omega Ratio Rank
IUS4.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
IUS4.DE Martin Ratio Rank: 7676
Martin Ratio Rank

ZPDW.DE
ZPDW.DE Risk / Return Rank: 9090
Overall Rank
ZPDW.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ZPDW.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
ZPDW.DE Omega Ratio Rank: 8888
Omega Ratio Rank
ZPDW.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
ZPDW.DE Martin Ratio Rank: 9191
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. ZPDW.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 State Street SPDR MSCI Japan EUR Hdg UCITS ETF (ZPDW.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-0.41

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.35

1.44

-0.08

Calmar ratioReturn relative to maximum drawdown

3.27

5.14

-1.87

Martin ratioReturn relative to average drawdown

11.26

16.99

-5.73

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

The current IUS4.DE Sharpe Ratio is 2.00, which is comparable to the ZPDW.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of IUS4.DE and ZPDW.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.


Loading charts...

Drawdowns

IUS4.DE vs. ZPDW.DE - Drawdown Comparison

The maximum IUS4.DE drawdown since its inception was -51.61%, which is greater than ZPDW.DE's maximum drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for IUS4.DE and ZPDW.DE.


Loading charts...

Drawdown Indicators


IUS4.DEZPDW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-51.61%

-34.37%

-17.24%

Max Drawdown (1Y)

Largest decline over 1 year

-10.11%

-9.65%

-0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-12.92%

-21.70%

+8.78%

Max Drawdown (5Y)

Largest decline over 5 years

-21.46%

-21.70%

+0.24%

Max Drawdown (10Y)

Largest decline over 10 years

-32.62%

-34.37%

+1.75%

Current Drawdown

Current decline from peak

-2.30%

-3.28%

+0.98%

Average Drawdown

Average peak-to-trough decline

-15.02%

-7.47%

-7.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.92%

+0.02%

Volatility

IUS4.DE vs. ZPDW.DE - Volatility Comparison

The current volatility for iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE) is 4.62%, while State Street SPDR MSCI Japan EUR Hdg UCITS ETF (ZPDW.DE) has a volatility of 6.74%. This indicates that IUS4.DE experiences smaller price fluctuations and is considered to be less risky than ZPDW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IUS4.DEZPDW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

6.74%

-2.12%

Volatility (6M)

Calculated over the trailing 6-month period

14.05%

16.39%

-2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

16.56%

20.62%

-4.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.97%

18.81%

-3.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.94%

18.43%

-2.49%

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

IUS4.DE has a 0.58% expense ratio, which is higher than ZPDW.DE's 0.17% expense ratio.


Dividends

IUS4.DE vs. ZPDW.DE - Dividend Comparison

IUS4.DE's dividend yield for the trailing twelve months is around 0.85%, while ZPDW.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IUS4.DE
iShares MSCI Japan Small Cap UCITS ETF (Dist)
0.85%1.88%1.70%1.77%2.10%1.47%1.60%1.45%1.41%1.31%1.15%0.70%
ZPDW.DE
State Street SPDR MSCI Japan EUR Hdg UCITS ETF
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 ZPDW.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZPDW.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPDW.DE is cheaper with a 0.17% expense ratio, compared with 0.58% for IUS4.DE.

IUS4.DE tracks MSCI Japan Small Cap, while ZPDW.DE tracks MSCI Japan 100% Hedged to EUR Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.58% for IUS4.DE and 0.17% for ZPDW.DE.

Portfolio Optimizer

Find the right allocation for IUS4.DE and ZPDW.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer