SCJ vs. EWUS
Compare and contrast key facts about iShares MSCI Japan Small Cap ETF (SCJ) and iShares MSCI United Kingdom Small-Cap ETF (EWUS).
SCJ and EWUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. EWUS is a passively managed fund by iShares that tracks the performance of the MSCI United Kingdom Small Cap Index. It was launched on Jan 25, 2012. Both SCJ and EWUS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCJ or EWUS.
Key characteristics
| SCJ | EWUS | |
|---|---|---|
| YTD Return | 5.02% | 5.35% |
| 1Y Return | 14.48% | 21.44% |
| 3Y Return (Ann) | -0.44% | -5.68% |
| 5Y Return (Ann) | 1.87% | 0.47% |
| 10Y Return (Ann) | 5.72% | 2.62% |
| Sharpe Ratio | 1.01 | 1.09 |
| Sortino Ratio | 1.46 | 1.56 |
| Omega Ratio | 1.18 | 1.21 |
| Calmar Ratio | 0.73 | 0.61 |
| Martin Ratio | 4.26 | 5.46 |
| Ulcer Index | 3.61% | 4.00% |
| Daily Std Dev | 15.24% | 20.10% |
| Max Drawdown | -43.52% | -49.33% |
| Current Drawdown | -9.40% | -21.91% |
Correlation
The correlation between SCJ and EWUS is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SCJ vs. EWUS - Performance Comparison
In the year-to-date period, SCJ achieves a 5.02% return, which is significantly lower than EWUS's 5.35% return. Over the past 10 years, SCJ has outperformed EWUS with an annualized return of 5.72%, while EWUS has yielded a comparatively lower 2.62% 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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SCJ vs. EWUS - Expense Ratio Comparison
SCJ has a 0.49% expense ratio, which is lower than EWUS's 0.59% expense ratio.
Risk-Adjusted Performance
SCJ vs. EWUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Small Cap ETF (SCJ) and iShares MSCI United Kingdom Small-Cap ETF (EWUS). 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.
Dividends
SCJ vs. EWUS - Dividend Comparison
SCJ's dividend yield for the trailing twelve months is around 2.20%, less than EWUS's 2.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCJ iShares MSCI Japan Small Cap ETF | 2.20% | 1.99% | 1.18% | 1.87% | 0.89% | 4.46% | 1.44% | 1.45% | 2.73% | 1.53% | 2.31% | 1.85% |
EWUS iShares MSCI United Kingdom Small-Cap ETF | 2.94% | 2.88% | 2.03% | 3.54% | 1.97% | 2.59% | 3.52% | 2.61% | 3.18% | 2.85% | 3.33% | 0.80% |
Drawdowns
SCJ vs. EWUS - Drawdown Comparison
The maximum SCJ drawdown since its inception was -43.52%, smaller than the maximum EWUS drawdown of -49.33%. Use the drawdown chart below to compare losses from any high point for SCJ and EWUS. For additional features, visit the drawdowns tool.
Volatility
SCJ vs. EWUS - Volatility Comparison
The current volatility for iShares MSCI Japan Small Cap ETF (SCJ) is 4.44%, while iShares MSCI United Kingdom Small-Cap ETF (EWUS) has a volatility of 5.30%. This indicates that SCJ experiences smaller price fluctuations and is considered to be less risky than EWUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.