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SCJ vs. ISJP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCJ vs. ISJP.L - Performance Comparison

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

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Different Trading Currencies

SCJ is traded in USD, while ISJP.L is traded in GBp. To make them comparable, the ISJP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with SCJ having a 13.94% return and ISJP.L slightly higher at 14.28%. Both investments have delivered pretty close results over the past 10 years, with SCJ having a 7.51% annualized return and ISJP.L not far ahead at 7.86%.


SCJ

1D
0.44%
1M
4.20%
YTD
13.94%
6M
15.93%
1Y
28.52%
3Y*
17.56%
5Y*
7.58%
10Y*
7.51%

ISJP.L

1D
0.32%
1M
4.70%
YTD
14.28%
6M
16.55%
1Y
29.06%
3Y*
17.71%
5Y*
7.68%
10Y*
7.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCJ vs. ISJP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCJ
iShares MSCI Japan Small Cap ETF
13.94%29.58%3.41%13.22%-12.75%-2.95%7.46%16.16%-17.17%31.61%
ISJP.L
iShares MSCI Japan Small Cap UCITS ETF (Dist)
14.28%30.01%3.24%12.66%-12.49%-2.90%7.72%18.51%-16.97%30.71%

Correlation

The correlation between SCJ and ISJP.L is 0.86, 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

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.85

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (10Y)
Calculated over the trailing 10-year period

0.81

Correlation (All Time)
Calculated using the full available price history since May 13, 2008

0.75

The correlation between SCJ and ISJP.L shifts across timeframes, from 0.75 (all time) to 0.86 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SCJ vs. ISJP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCJ
SCJ Risk / Return Rank: 5151
Overall Rank
SCJ Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SCJ Sortino Ratio Rank: 5252
Sortino Ratio Rank
SCJ Omega Ratio Rank: 5050
Omega Ratio Rank
SCJ Calmar Ratio Rank: 5050
Calmar Ratio Rank
SCJ Martin Ratio Rank: 5050
Martin Ratio Rank

ISJP.L
ISJP.L Risk / Return Rank: 5656
Overall Rank
ISJP.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
ISJP.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
ISJP.L Omega Ratio Rank: 5959
Omega Ratio Rank
ISJP.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
ISJP.L Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCJ vs. ISJP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Small Cap ETF (SCJ) and iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L). 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.


SCJISJP.LDifference

Sharpe ratio

Return per unit of total volatility

1.78

1.73

+0.04

Sortino ratio

Return per unit of downside risk

2.54

2.46

+0.07

Omega ratio

Gain probability vs. loss probability

1.32

1.32

0.00

Calmar ratio

Return relative to maximum drawdown

2.51

2.45

+0.06

Martin ratio

Return relative to average drawdown

8.51

7.98

+0.54

SCJ vs. ISJP.L - Sharpe Ratio Comparison

The current SCJ Sharpe Ratio is 1.78, which is comparable to the ISJP.L Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of SCJ and ISJP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SCJISJP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

1.73

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.47

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.48

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.35

-0.04

Drawdowns

SCJ vs. ISJP.L - Drawdown Comparison

The maximum SCJ drawdown since its inception was -43.52%, which is greater than ISJP.L's maximum drawdown of -41.35%. Use the drawdown chart below to compare losses from any high point for SCJ and ISJP.L.


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Drawdown Indicators


SCJISJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.52%

-41.35%

-2.17%

Max Drawdown (1Y)

Largest decline over 1 year

-12.17%

-11.79%

-0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-12.43%

-12.58%

+0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-33.25%

-33.09%

-0.16%

Max Drawdown (10Y)

Largest decline over 10 years

-38.87%

-36.04%

-2.83%

Current Drawdown

Current decline from peak

-2.17%

-2.11%

-0.06%

Average Drawdown

Average peak-to-trough decline

-10.38%

-9.60%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

3.63%

-0.04%

Volatility

SCJ vs. ISJP.L - Volatility Comparison

iShares MSCI Japan Small Cap ETF (SCJ) and iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) have volatilities of 4.08% and 4.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCJISJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

4.18%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

13.14%

14.23%

-1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

16.18%

16.78%

-0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.81%

16.32%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.29%

16.54%

-0.25%

SCJ vs. ISJP.L - Expense Ratio Comparison

SCJ has a 0.49% expense ratio, which is lower than ISJP.L's 0.58% expense ratio.


Dividends

SCJ vs. ISJP.L - Dividend Comparison

SCJ's dividend yield for the trailing twelve months is around 2.76%, more than ISJP.L's 1.69% yield.


PositionTTM20252024202320222021202020192018201720162015
ISJP.L
iShares MSCI Japan Small Cap UCITS ETF (Dist)
1.69%1.85%1.73%1.77%1.99%1.52%1.58%1.53%1.39%1.29%1.07%0.68%
SCJ
iShares MSCI Japan Small Cap ETF
2.76%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


SCJ and ISJP.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.58% for ISJP.L.

SCJ tracks MSCI Japan Small Cap Index, while ISJP.L tracks MSCI Japan Small Cap NR JPY. Their fees differ too: 0.49% for SCJ and 0.58% for ISJP.L.

Portfolio Optimizer

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