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SCZ vs. IDEV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCZ and IDEV is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

SCZ vs. IDEV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE Small-Cap ETF (SCZ) and iShares Core MSCI International Developed Markets ETF (IDEV). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
51.47%
73.83%
SCZ
IDEV

Key characteristics

Sharpe Ratio

SCZ:

0.68

IDEV:

0.74

Sortino Ratio

SCZ:

1.05

IDEV:

1.14

Omega Ratio

SCZ:

1.14

IDEV:

1.15

Calmar Ratio

SCZ:

0.59

IDEV:

0.95

Martin Ratio

SCZ:

2.27

IDEV:

3.00

Ulcer Index

SCZ:

5.14%

IDEV:

4.23%

Daily Std Dev

SCZ:

17.11%

IDEV:

17.21%

Max Drawdown

SCZ:

-61.86%

IDEV:

-34.77%

Current Drawdown

SCZ:

-7.66%

IDEV:

-0.84%

Returns By Period

In the year-to-date period, SCZ achieves a 8.46% return, which is significantly lower than IDEV's 9.76% return.


SCZ

YTD

8.46%

1M

0.46%

6M

5.35%

1Y

11.27%

5Y*

9.62%

10Y*

5.12%

IDEV

YTD

9.76%

1M

-0.17%

6M

5.48%

1Y

11.86%

5Y*

12.13%

10Y*

N/A

*Annualized

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SCZ vs. IDEV - Expense Ratio Comparison

SCZ has a 0.40% expense ratio, which is higher than IDEV's 0.05% expense ratio.


Expense ratio chart for SCZ: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCZ: 0.40%
Expense ratio chart for IDEV: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IDEV: 0.05%

Risk-Adjusted Performance

SCZ vs. IDEV — Risk-Adjusted Performance Rank

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

SCZ
The Risk-Adjusted Performance Rank of SCZ is 6868
Overall Rank
The Sharpe Ratio Rank of SCZ is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of SCZ is 6969
Sortino Ratio Rank
The Omega Ratio Rank of SCZ is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SCZ is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SCZ is 6565
Martin Ratio Rank

IDEV
The Risk-Adjusted Performance Rank of IDEV is 7474
Overall Rank
The Sharpe Ratio Rank of IDEV is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of IDEV is 7373
Sortino Ratio Rank
The Omega Ratio Rank of IDEV is 7272
Omega Ratio Rank
The Calmar Ratio Rank of IDEV is 8282
Calmar Ratio Rank
The Martin Ratio Rank of IDEV is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCZ vs. IDEV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Small-Cap ETF (SCZ) and iShares Core MSCI International Developed Markets ETF (IDEV). 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.


The chart of Sharpe ratio for SCZ, currently valued at 0.68, compared to the broader market-1.000.001.002.003.004.00
SCZ: 0.68
IDEV: 0.74
The chart of Sortino ratio for SCZ, currently valued at 1.05, compared to the broader market-2.000.002.004.006.008.00
SCZ: 1.05
IDEV: 1.14
The chart of Omega ratio for SCZ, currently valued at 1.14, compared to the broader market0.501.001.502.00
SCZ: 1.14
IDEV: 1.15
The chart of Calmar ratio for SCZ, currently valued at 0.59, compared to the broader market0.002.004.006.008.0010.0012.00
SCZ: 0.59
IDEV: 0.95
The chart of Martin ratio for SCZ, currently valued at 2.27, compared to the broader market0.0020.0040.0060.00
SCZ: 2.27
IDEV: 3.00

The current SCZ Sharpe Ratio is 0.68, which is comparable to the IDEV Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of SCZ and IDEV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.68
0.74
SCZ
IDEV

Dividends

SCZ vs. IDEV - Dividend Comparison

SCZ's dividend yield for the trailing twelve months is around 3.23%, more than IDEV's 3.01% yield.


TTM20242023202220212020201920182017201620152014
SCZ
iShares MSCI EAFE Small-Cap ETF
3.23%3.50%2.95%1.99%2.96%1.52%3.51%2.79%2.38%2.82%2.06%2.61%
IDEV
iShares Core MSCI International Developed Markets ETF
3.01%3.30%3.06%2.69%3.05%2.00%3.19%3.16%1.54%0.00%0.00%0.00%

Drawdowns

SCZ vs. IDEV - Drawdown Comparison

The maximum SCZ drawdown since its inception was -61.86%, which is greater than IDEV's maximum drawdown of -34.77%. Use the drawdown chart below to compare losses from any high point for SCZ and IDEV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.66%
-0.84%
SCZ
IDEV

Volatility

SCZ vs. IDEV - Volatility Comparison

The current volatility for iShares MSCI EAFE Small-Cap ETF (SCZ) is 10.57%, while iShares Core MSCI International Developed Markets ETF (IDEV) has a volatility of 11.54%. This indicates that SCZ experiences smaller price fluctuations and is considered to be less risky than IDEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.57%
11.54%
SCZ
IDEV