SC0I.DE vs. IUS4.DE
SC0I.DE (Invesco MSCI Japan UCITS ETF) and IUS4.DE (iShares MSCI Japan Small Cap UCITS ETF (Dist)) are both Japan Equities funds - SC0I.DE tracks the MSCI Japan while IUS4.DE tracks the MSCI Japan Small Cap. Both are passively managed. Over the past 10 years, SC0I.DE returned 8.52%/yr vs 7.35%/yr for IUS4.DE. Their correlation of 0.82 suggests significant overlap in exposure. SC0I.DE charges 0.19%/yr vs 0.58%/yr for IUS4.DE.
Performance
SC0I.DE vs. IUS4.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 lower than IUS4.DE's 15.59% return. Over the past 10 years, SC0I.DE has outperformed IUS4.DE with an annualized return of 8.52%, while IUS4.DE has yielded a comparatively lower 7.35% annualized 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%
IUS4.DE
- 1D
- -1.88%
- 1M
- -1.42%
- 6M
- 10.05%
- YTD
- 15.59%
- 1Y
- 28.10%
- 3Y*
- 15.41%
- 5Y*
- 8.01%
- 10Y*
- 7.35%
SC0I.DE vs. IUS4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0I.DE Invesco MSCI Japan UCITS ETF | 14.80% | 12.31% | 13.65% | 16.36% | -12.51% | 9.85% | 5.13% | 22.22% | -9.86% | 9.04% |
IUS4.DE iShares MSCI Japan Small Cap UCITS ETF (Dist) | 15.59% | 15.97% | 9.46% | 9.42% | -7.68% | 5.35% | -2.08% | 21.73% | -13.13% | 15.52% |
Correlation
The correlation between SC0I.DE and IUS4.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 2009 | 0.82 |
The correlation between SC0I.DE and IUS4.DE has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.
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Return for Risk
SC0I.DE vs. IUS4.DE — Risk / Return Rank
SC0I.DE
IUS4.DE
SC0I.DE vs. IUS4.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 Small Cap UCITS ETF (Dist) (IUS4.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 | IUS4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.30 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 2.77 | +0.34 |
| Martin ratioReturn relative to average drawdown | 9.87 | 9.46 | +0.41 |
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Drawdowns
SC0I.DE vs. IUS4.DE - Drawdown Comparison
The maximum SC0I.DE drawdown since its inception was -41.87%, smaller than the maximum IUS4.DE drawdown of -51.61%. Use the drawdown chart below to compare losses from any high point for SC0I.DE and IUS4.DE.
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Drawdown Indicators
| SC0I.DE | IUS4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.87% | -51.61% | +9.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.24% | -10.11% | -0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -16.83% | -12.92% | -3.91% |
Max Drawdown (5Y)Largest decline over 5 years | -19.11% | -21.46% | +2.35% |
Max Drawdown (10Y)Largest decline over 10 years | -28.00% | -32.62% | +4.62% |
Current DrawdownCurrent decline from peak | -7.18% | -4.76% | -2.42% |
Average DrawdownAverage peak-to-trough decline | -13.49% | -15.01% | +1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.96% | +0.27% |
Volatility
SC0I.DE vs. IUS4.DE - Volatility Comparison
Invesco MSCI Japan UCITS ETF (SC0I.DE) has a higher volatility of 6.75% compared to iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE) at 4.93%. This indicates that SC0I.DE's price experiences larger fluctuations and is considered to be riskier than IUS4.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 | IUS4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 4.93% | +1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 16.47% | 14.16% | +2.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.87% | 16.67% | +3.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 15.00% | +1.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.35% | 15.95% | +1.40% |
SC0I.DE vs. IUS4.DE - Expense Ratio Comparison
SC0I.DE has a 0.19% expense ratio, which is lower than IUS4.DE's 0.58% expense ratio.
Dividends
SC0I.DE vs. IUS4.DE - Dividend Comparison
SC0I.DE has not paid dividends to shareholders, while IUS4.DE's dividend yield for the trailing twelve months is around 0.99%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUS4.DE iShares MSCI Japan Small Cap UCITS ETF (Dist) | 0.99% | 1.88% | 1.70% | 1.77% | 2.10% | 1.47% | 1.60% | 1.45% | 1.41% | 1.31% | 1.15% | 0.70% |
SC0I.DE Invesco MSCI Japan 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
SC0I.DE and IUS4.DE have a correlation of 0.81, 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 0.58% for IUS4.DE.
SC0I.DE tracks MSCI Japan, while IUS4.DE tracks MSCI Japan Small Cap. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for SC0I.DE and 0.58% for IUS4.DE.
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