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RAYJ vs. SCJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RAYJ vs. SCJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rayliant SMDAM Japan Equity ETF (RAYJ) and iShares MSCI Japan Small Cap ETF (SCJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


RAYJ

1D
0.00%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

SCJ

1D
-0.74%
1M
-1.70%
6M
9.71%
YTD
15.89%
1Y
25.74%
3Y*
17.39%
5Y*
7.87%
10Y*
7.48%
ALL TIME*
6.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$4.19M$4.72M$5.32M

RAYJ vs. SCJ - Yearly Performance Comparison


RAYJ vs. SCJ - Sectors Allocation Comparison


Sectors
RAYJ
SCJ

Industrials

27.6%
26.8%

Technology

22.8%
14.4%

Consumer Cyclical

21.0%
15.3%

Basic Materials

10.1%
9.0%

Financial Services

9.7%
10.3%

Healthcare

3.5%
5.3%

Communication Services

3.1%
2.7%

Real Estate

1.4%
7.5%

Consumer Defensive

0.9%
6.4%

Energy

-

0.6%

Utilities

-

1.8%

Industrials

RAYJ
27.6%
SCJ
26.8%

Technology

RAYJ
22.8%
SCJ
14.4%

Consumer Cyclical

RAYJ
21.0%
SCJ
15.3%

Basic Materials

RAYJ
10.1%
SCJ
9.0%

Financial Services

RAYJ
9.7%
SCJ
10.3%

Healthcare

RAYJ
3.5%
SCJ
5.3%

Communication Services

RAYJ
3.1%
SCJ
2.7%

Real Estate

RAYJ
1.4%
SCJ
7.5%

Consumer Defensive

RAYJ
0.9%
SCJ
6.4%

Energy

RAYJ

-

SCJ
0.6%

Utilities

RAYJ

-

SCJ
1.8%

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Return for Risk

RAYJ vs. SCJ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RAYJ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SCJ
SCJ Risk / Return Rank: 6868
Overall Rank
SCJ Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SCJ Sortino Ratio Rank: 7171
Sortino Ratio Rank
SCJ Omega Ratio Rank: 6868
Omega Ratio Rank
SCJ Calmar Ratio Rank: 6767
Calmar Ratio Rank
SCJ Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RAYJ vs. SCJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rayliant SMDAM Japan Equity ETF (RAYJ) and iShares MSCI Japan Small Cap ETF (SCJ). 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.


RAYJSCJDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.30

Martin ratioReturn relative to average drawdown

7.49

RAYJ vs. SCJ - Sharpe Ratio Comparison


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Drawdowns

RAYJ vs. SCJ - Drawdown Comparison

The maximum RAYJ drawdown since its inception was 0.00%, smaller than the maximum SCJ drawdown of -43.52%. Use the drawdown chart below to compare losses from any high point for RAYJ and SCJ.


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Drawdown Indicators


RAYJSCJDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-43.52%

+43.52%

Max Drawdown (1Y)

Largest decline over 1 year

-12.17%

Max Drawdown (3Y)

Largest decline over 3 years

-12.43%

Max Drawdown (5Y)

Largest decline over 5 years

-33.25%

Max Drawdown (10Y)

Largest decline over 10 years

-38.87%

Current Drawdown

Current decline from peak

0.00%

-3.27%

+3.27%

Average Drawdown

Average peak-to-trough decline

0.00%

-10.31%

+10.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

Volatility

RAYJ vs. SCJ - Volatility Comparison


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Volatility by Period


RAYJSCJDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.35%

Volatility (6M)

Calculated over the trailing 6-month period

14.53%

Volatility (1Y)

Calculated over the trailing 1-year period

17.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

RAYJ vs. SCJ - Expense Ratio Comparison

RAYJ has a 0.72% expense ratio, which is higher than SCJ's 0.49% expense ratio.


Dividends

RAYJ vs. SCJ - Dividend Comparison

RAYJ has not paid dividends to shareholders, while SCJ's dividend yield for the trailing twelve months is around 2.77%.


PositionTTM20252024202320222021202020192018201720162015
RAYJ
Rayliant SMDAM Japan Equity 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%
SCJ
iShares MSCI Japan Small Cap ETF
2.77%3.14%1.79%1.99%1.18%1.87%0.89%1.85%1.44%1.45%2.73%1.53%

Frequently Asked Questions


On fees, SCJ is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCJ is cheaper with a 0.49% expense ratio, compared with 0.72% for RAYJ.

SCJ has the higher dividend yield at 2.77%, compared with 0.00% for RAYJ.

They also come from different issuers: Rayliant and iShares. Their fees differ too: 0.72% for RAYJ and 0.49% for SCJ.

Portfolio Optimizer

Find the right allocation for RAYJ and SCJ

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