SCZ vs. SOXX
Compare and contrast key facts about iShares MSCI EAFE Small-Cap ETF (SCZ) and iShares Semiconductor ETF (SOXX).
SCZ and SOXX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCZ is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Small Cap Index. It was launched on Dec 10, 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 SCZ 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.
Performance
SCZ vs. SOXX - Performance Comparison
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SCZ vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCZ iShares MSCI EAFE Small-Cap ETF | 1.14% | 32.08% | 1.52% | 12.98% | -21.27% | 10.12% | 11.71% | 24.68% | -17.64% | 32.72% |
SOXX iShares Semiconductor ETF | 9.20% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Returns By Period
In the year-to-date period, SCZ achieves a 1.14% return, which is significantly lower than SOXX's 9.20% return. Over the past 10 years, SCZ has underperformed SOXX with an annualized return of 7.69%, while SOXX has yielded a comparatively higher 28.01% annualized return.
SCZ
- 1D
- 3.06%
- 1M
- -8.53%
- YTD
- 1.14%
- 6M
- 4.20%
- 1Y
- 27.73%
- 3Y*
- 13.29%
- 5Y*
- 4.46%
- 10Y*
- 7.69%
SOXX
- 1D
- 6.09%
- 1M
- -6.65%
- YTD
- 9.20%
- 6M
- 21.48%
- 1Y
- 75.78%
- 3Y*
- 31.31%
- 5Y*
- 18.49%
- 10Y*
- 28.01%
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SCZ vs. SOXX - Expense Ratio Comparison
SCZ has a 0.40% expense ratio, which is higher than SOXX's 0.34% expense ratio.
Return for Risk
SCZ vs. SOXX — Risk / Return Rank
SCZ
SOXX
SCZ vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Small-Cap ETF (SCZ) and iShares 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.
| SCZ | SOXX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 1.90 | -0.20 |
Sortino ratioReturn per unit of downside risk | 2.31 | 2.51 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.36 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.29 | 4.12 | -1.83 |
Martin ratioReturn relative to average drawdown | 9.00 | 15.37 | -6.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCZ | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 1.90 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.52 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.85 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.37 | -0.12 |
Correlation
The correlation between SCZ and SOXX is 0.62, 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.
Dividends
SCZ vs. SOXX - Dividend Comparison
SCZ's dividend yield for the trailing twelve months is around 3.26%, more than SOXX's 0.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCZ iShares MSCI EAFE Small-Cap ETF | 3.26% | 3.30% | 3.50% | 2.96% | 1.99% | 2.96% | 1.52% | 3.52% | 2.79% | 2.38% | 2.82% | 2.06% |
SOXX iShares Semiconductor ETF | 0.51% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Drawdowns
SCZ vs. SOXX - Drawdown Comparison
The maximum SCZ drawdown since its inception was -61.86%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for SCZ and SOXX.
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Drawdown Indicators
| SCZ | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.86% | -70.21% | +8.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -18.27% | +6.84% |
Max Drawdown (5Y)Largest decline over 5 years | -36.87% | -45.75% | +8.88% |
Max Drawdown (10Y)Largest decline over 10 years | -41.07% | -45.75% | +4.68% |
Current DrawdownCurrent decline from peak | -8.53% | -10.64% | +2.11% |
Average DrawdownAverage peak-to-trough decline | -13.17% | -20.10% | +6.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 4.90% | -1.99% |
Volatility
SCZ vs. SOXX - Volatility Comparison
The current volatility for iShares MSCI EAFE Small-Cap ETF (SCZ) is 7.37%, while iShares Semiconductor ETF (SOXX) has a volatility of 13.41%. This indicates that SCZ 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.
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Volatility by Period
| SCZ | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.37% | 13.41% | -6.04% |
Volatility (6M)Calculated over the trailing 6-month period | 10.71% | 26.27% | -15.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.38% | 40.03% | -23.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.62% | 35.49% | -18.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.35% | 32.98% | -15.63% |