SC0I.DE vs. 36B4.DE
SC0I.DE (Invesco MSCI Japan UCITS ETF) and 36B4.DE (iShares MSCI Japan SRI UCITS ETF USD Dist) are both Japan Equities funds - SC0I.DE tracks the MSCI Japan while 36B4.DE tracks the MSCI Japan SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, SC0I.DE returned 9.37%/yr vs 4.83%/yr for 36B4.DE. Their correlation of 0.94 suggests significant overlap in exposure. SC0I.DE charges 0.19%/yr vs 0.20%/yr for 36B4.DE.
Performance
SC0I.DE vs. 36B4.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0I.DE achieves a 14.80% return, which is significantly higher than 36B4.DE's 8.61% return.
SC0I.DE
- 1D
- -2.54%
- 1M
- -4.40%
- 6M
- 7.55%
- YTD
- 14.80%
- 1Y
- 32.01%
- 3Y*
- 15.32%
- 5Y*
- 9.37%
- 10Y*
- 8.52%
36B4.DE
- 1D
- -0.79%
- 1M
- 2.83%
- 6M
- 4.52%
- YTD
- 8.61%
- 1Y
- 19.17%
- 3Y*
- 9.22%
- 5Y*
- 4.83%
- 10Y*
- —
SC0I.DE vs. 36B4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SC0I.DE Invesco MSCI Japan UCITS ETF | 14.80% | 12.31% | 13.65% | 16.36% | -12.51% | 9.85% | 5.13% | 11.82% |
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 8.61% | 6.64% | 9.02% | 9.56% | -13.77% | 9.87% | 6.38% | 16.82% |
Correlation
The correlation between SC0I.DE and 36B4.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2019 | 0.94 |
The correlation between SC0I.DE and 36B4.DE shifts across timeframes, from 0.82 (1 year) to 0.94 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SC0I.DE vs. 36B4.DE — Risk / Return Rank
SC0I.DE
36B4.DE
SC0I.DE vs. 36B4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Japan UCITS ETF (SC0I.DE) and iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.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.
| SC0I.DE | 36B4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.19 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 1.76 | +1.35 |
| Martin ratioReturn relative to average drawdown | 9.87 | 5.09 | +4.78 |
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Drawdowns
SC0I.DE vs. 36B4.DE - Drawdown Comparison
The maximum SC0I.DE drawdown since its inception was -41.87%, which is greater than 36B4.DE's maximum drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for SC0I.DE and 36B4.DE.
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Drawdown Indicators
| SC0I.DE | 36B4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.87% | -26.98% | -14.89% |
Max Drawdown (1Y)Largest decline over 1 year | -10.24% | -10.82% | +0.58% |
Max Drawdown (3Y)Largest decline over 3 years | -16.83% | -15.67% | -1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -19.11% | -21.57% | +2.46% |
Max Drawdown (10Y)Largest decline over 10 years | -28.00% | — | — |
Current DrawdownCurrent decline from peak | -7.18% | -2.03% | -5.15% |
Average DrawdownAverage peak-to-trough decline | -13.49% | -7.09% | -6.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.75% | -0.52% |
Volatility
SC0I.DE vs. 36B4.DE - Volatility Comparison
Invesco MSCI Japan UCITS ETF (SC0I.DE) has a higher volatility of 6.75% compared to iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) at 4.74%. This indicates that SC0I.DE's price experiences larger fluctuations and is considered to be riskier than 36B4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC0I.DE | 36B4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 4.74% | +2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 16.47% | 14.24% | +2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.87% | 18.44% | +1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 16.33% | +0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.35% | 17.25% | +0.10% |
SC0I.DE vs. 36B4.DE - Expense Ratio Comparison
SC0I.DE has a 0.19% expense ratio, which is lower than 36B4.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SC0I.DE vs. 36B4.DE - Dividend Comparison
SC0I.DE has not paid dividends to shareholders, while 36B4.DE's dividend yield for the trailing twelve months is around 1.48%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 1.48% | 1.46% | 1.38% | 1.81% | 2.45% | 1.54% | 1.60% | 0.81% |
SC0I.DE Invesco MSCI Japan UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SC0I.DE and 36B4.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0I.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0I.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for 36B4.DE.
SC0I.DE tracks MSCI Japan, while 36B4.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for SC0I.DE and 0.20% for 36B4.DE.
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