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SCJ vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCJ vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Japan Small Cap ETF (SCJ) and United States Oil Fund LP (USO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCJ achieves a 15.89% return, which is significantly lower than USO's 86.77% return. Over the past 10 years, SCJ has outperformed USO with an annualized return of 7.48%, while USO has yielded a comparatively lower 5.64% annualized return.


SCJ

1D
-0.74%
1M
-1.70%
6M
9.71%
YTD
15.89%
1Y
25.74%
3Y*
17.39%
5Y*
7.87%
10Y*
7.48%
ALL TIME*
6.06%

USO

1D
1.33%
1M
24.23%
6M
62.44%
YTD
86.77%
1Y
66.76%
3Y*
20.97%
5Y*
20.59%
10Y*
5.64%
ALL TIME*
-6.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.19M$4.72M$5.32M
$968.42M$871.56M$931.57M

SCJ vs. USO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCJ
iShares MSCI Japan Small Cap ETF
15.89%29.58%3.41%13.22%-12.75%-2.95%7.46%16.16%-17.17%31.61%
USO
United States Oil Fund LP
86.77%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-19.57%2.47%

Correlation

The correlation between SCJ and USO is -0.30, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.30

Correlation (3Y)
Balances recent behavior with more history.

-0.10

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.04

Correlation (10Y)
Provides a long-term view across more market conditions.

0.12

Correlation (All Time)
Calculated using the full available price history since Dec 27, 2007

0.20

The correlation between SCJ and USO shifts across timeframes, from -0.30 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SCJ vs. USO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SCJ
SCJ Risk / Return Rank: 6868
Overall Rank
SCJ Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SCJ Sortino Ratio Rank: 7171
Sortino Ratio Rank
SCJ Omega Ratio Rank: 6868
Omega Ratio Rank
SCJ Calmar Ratio Rank: 6767
Calmar Ratio Rank
SCJ Martin Ratio Rank: 6363
Martin Ratio Rank

USO
USO Risk / Return Rank: 5555
Overall Rank
USO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
USO Sortino Ratio Rank: 5959
Sortino Ratio Rank
USO Omega Ratio Rank: 5757
Omega Ratio Rank
USO Calmar Ratio Rank: 5555
Calmar Ratio Rank
USO Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SCJ vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Small Cap ETF (SCJ) and United States Oil Fund LP (USO). 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.


SCJUSODifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.28

1.25

+0.04

Calmar ratioReturn relative to maximum drawdown

2.30

1.93

+0.38

Martin ratioReturn relative to average drawdown

7.49

5.60

+1.89

SCJ vs. USO - Sharpe Ratio Comparison

The current SCJ Sharpe Ratio is 1.63, which is comparable to the USO Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of SCJ and USO, 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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Drawdowns

SCJ vs. USO - Drawdown Comparison

The maximum SCJ drawdown since its inception was -43.52%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for SCJ and USO.


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Drawdown Indicators


SCJUSODifference

Max Drawdown

Largest peak-to-trough decline

-43.52%

-98.19%

+54.67%

Max Drawdown (1Y)

Largest decline over 1 year

-12.17%

-32.49%

+20.32%

Max Drawdown (3Y)

Largest decline over 3 years

-12.43%

-32.49%

+20.06%

Max Drawdown (5Y)

Largest decline over 5 years

-33.25%

-36.23%

+2.98%

Max Drawdown (10Y)

Largest decline over 10 years

-38.87%

-86.75%

+47.88%

Current Drawdown

Current decline from peak

-3.27%

-86.26%

+82.99%

Average Drawdown

Average peak-to-trough decline

-10.31%

-75.38%

+65.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

12.03%

-8.29%

Volatility

SCJ vs. USO - Volatility Comparison

The current volatility for iShares MSCI Japan Small Cap ETF (SCJ) is 6.35%, while United States Oil Fund LP (USO) has a volatility of 17.73%. This indicates that SCJ experiences smaller price fluctuations and is considered to be less risky than USO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCJUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.35%

17.73%

-11.38%

Volatility (6M)

Calculated over the trailing 6-month period

14.53%

42.79%

-28.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.23%

46.91%

-29.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

37.06%

-21.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

39.29%

-22.95%

SCJ vs. USO - Expense Ratio Comparison

SCJ has a 0.49% expense ratio, which is lower than USO's 0.86% expense ratio.


Dividends

SCJ vs. USO - Dividend Comparison

SCJ's dividend yield for the trailing twelve months is around 2.77%, while USO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SCJ
iShares MSCI Japan Small Cap ETF
2.77%3.14%1.79%1.99%1.18%1.87%0.89%1.85%1.44%1.45%2.73%1.53%
USO
United States Oil Fund LP
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


SCJ and USO have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (17.73%) compared to SCJ (6.35%). In terms of maximum drawdown, SCJ dropped -43.52% vs USO's -98.19%.

On 10-year performance, SCJ leads with 7.48% vs 5.64% for USO. On fees, SCJ is cheaper at 0.49% per year. On volatility, SCJ has been the lower-risk option at 6.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCJ has performed better with a 7.48% return vs 5.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCJ is cheaper with a 0.49% expense ratio, compared with 0.86% for USO.

SCJ has the higher dividend yield at 2.77%, compared with 0.00% for USO.

SCJ is categorized as Japan Equities, while USO is Oil & Gas. SCJ tracks MSCI Japan Small Cap Index, while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: iShares and USCF. Their fees differ too: 0.49% for SCJ and 0.86% for USO.

SCJ currently has the higher Sharpe Ratio (1.63 vs 1.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SCJ and USO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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