SCJ vs. ^N225
Compare and contrast key facts about iShares MSCI Japan Small Cap ETF (SCJ) and Nikkei 225 (^N225).
SCJ is a passively managed fund by iShares that tracks the performance of the MSCI Japan Small Cap Index. It was launched on Dec 20, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCJ or ^N225.
Key characteristics
| SCJ | ^N225 | |
|---|---|---|
| YTD Return | 3.19% | 16.16% |
| 1Y Return | 10.84% | 15.97% |
| 3Y Return (Ann) | -1.02% | 9.45% |
| 5Y Return (Ann) | 1.37% | 11.04% |
| 10Y Return (Ann) | 5.53% | 8.78% |
| Sharpe Ratio | 0.82 | 0.79 |
| Sortino Ratio | 1.22 | 1.16 |
| Omega Ratio | 1.15 | 1.19 |
| Calmar Ratio | 0.61 | 0.80 |
| Martin Ratio | 3.43 | 3.06 |
| Ulcer Index | 3.67% | 6.69% |
| Daily Std Dev | 15.28% | 26.12% |
| Max Drawdown | -43.52% | -81.87% |
| Current Drawdown | -10.98% | -7.94% |
Correlation
The correlation between SCJ and ^N225 is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SCJ vs. ^N225 - Performance Comparison
In the year-to-date period, SCJ achieves a 3.19% return, which is significantly lower than ^N225's 16.16% return. Over the past 10 years, SCJ has underperformed ^N225 with an annualized return of 5.53%, while ^N225 has yielded a comparatively higher 8.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SCJ vs. ^N225 - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Small Cap ETF (SCJ) and Nikkei 225 (^N225). 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.
Drawdowns
SCJ vs. ^N225 - Drawdown Comparison
The maximum SCJ drawdown since its inception was -43.52%, smaller than the maximum ^N225 drawdown of -81.87%. Use the drawdown chart below to compare losses from any high point for SCJ and ^N225. For additional features, visit the drawdowns tool.
Volatility
SCJ vs. ^N225 - Volatility Comparison
The current volatility for iShares MSCI Japan Small Cap ETF (SCJ) is 4.53%, while Nikkei 225 (^N225) has a volatility of 6.98%. This indicates that SCJ experiences smaller price fluctuations and is considered to be less risky than ^N225 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.