SCJ vs. SOXX
Compare and contrast key facts about iShares MSCI Japan Small Cap ETF (SCJ) and iShares PHLX Semiconductor ETF (SOXX).
SCJ and SOXX 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. SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001. Both SCJ and SOXX 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 SOXX.
Key characteristics
| SCJ | SOXX | |
|---|---|---|
| YTD Return | -0.79% | 7.78% |
| 1Y Return | 7.65% | 53.52% |
| 3Y Return (Ann) | -2.21% | 16.83% |
| 5Y Return (Ann) | 2.07% | 27.79% |
| 10Y Return (Ann) | 5.30% | 27.43% |
| Sharpe Ratio | 0.52 | 1.83 |
| Daily Std Dev | 13.06% | 28.62% |
| Max Drawdown | -43.52% | -69.65% |
| Current Drawdown | -14.41% | -12.95% |
Correlation
The correlation between SCJ and SOXX is 0.49, 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. SOXX - Performance Comparison
In the year-to-date period, SCJ achieves a -0.79% return, which is significantly lower than SOXX's 7.78% return. Over the past 10 years, SCJ has underperformed SOXX with an annualized return of 5.30%, while SOXX has yielded a comparatively higher 27.43% 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. SOXX - Expense Ratio Comparison
SCJ has a 0.49% expense ratio, which is higher than SOXX's 0.46% expense ratio.
Risk-Adjusted Performance
SCJ vs. SOXX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Small Cap ETF (SCJ) and iShares PHLX Semiconductor ETF (SOXX). 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. SOXX - Dividend Comparison
SCJ's dividend yield for the trailing twelve months is around 2.01%, more than SOXX's 1.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCJ iShares MSCI Japan Small Cap ETF | 2.01% | 1.99% | 1.18% | 1.87% | 0.89% | 4.46% | 1.44% | 1.45% | 2.73% | 1.53% | 2.31% | 1.85% |
SOXX iShares PHLX Semiconductor ETF | 1.77% | 2.35% | 3.76% | 1.91% | 2.43% | 3.70% | 4.11% | 2.70% | 3.23% | 3.86% | 4.69% | 3.55% |
Drawdowns
SCJ vs. SOXX - Drawdown Comparison
The maximum SCJ drawdown since its inception was -43.52%, smaller than the maximum SOXX drawdown of -69.65%. Use the drawdown chart below to compare losses from any high point for SCJ and SOXX. For additional features, visit the drawdowns tool.
Volatility
SCJ vs. SOXX - Volatility Comparison
The current volatility for iShares MSCI Japan Small Cap ETF (SCJ) is 3.62%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 9.82%. This indicates that SCJ experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.