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

Correlation

The correlation between SCZ and VPL is 0.87, 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.


-0.50.00.51.00.9

Performance

SCZ vs. VPL - Performance Comparison

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

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
1.96%
1.03%
SCZ
VPL

Key characteristics

Sharpe Ratio

SCZ:

0.70

VPL:

0.38

Sortino Ratio

SCZ:

1.05

VPL:

0.62

Omega Ratio

SCZ:

1.13

VPL:

1.08

Calmar Ratio

SCZ:

0.49

VPL:

0.52

Martin Ratio

SCZ:

2.06

VPL:

1.21

Ulcer Index

SCZ:

4.65%

VPL:

4.82%

Daily Std Dev

SCZ:

13.64%

VPL:

15.35%

Max Drawdown

SCZ:

-61.86%

VPL:

-55.49%

Current Drawdown

SCZ:

-10.23%

VPL:

-4.71%

Returns By Period

In the year-to-date period, SCZ achieves a 5.43% return, which is significantly higher than VPL's 4.88% return. Over the past 10 years, SCZ has outperformed VPL with an annualized return of 5.49%, while VPL has yielded a comparatively lower 5.14% annualized return.


SCZ

YTD

5.43%

1M

8.05%

6M

2.59%

1Y

10.46%

5Y*

3.48%

10Y*

5.49%

VPL

YTD

4.88%

1M

6.08%

6M

1.82%

1Y

6.27%

5Y*

4.51%

10Y*

5.14%

*Annualized

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SCZ vs. VPL - Expense Ratio Comparison

SCZ has a 0.40% expense ratio, which is higher than VPL's 0.08% expense ratio.


Expense ratio chart for SCZ: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for VPL: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

SCZ vs. VPL — 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 2525
Overall Rank
The Sharpe Ratio Rank of SCZ is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of SCZ is 2525
Sortino Ratio Rank
The Omega Ratio Rank of SCZ is 2424
Omega Ratio Rank
The Calmar Ratio Rank of SCZ is 2424
Calmar Ratio Rank
The Martin Ratio Rank of SCZ is 2323
Martin Ratio Rank

VPL
The Risk-Adjusted Performance Rank of VPL is 1717
Overall Rank
The Sharpe Ratio Rank of VPL is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of VPL is 1414
Sortino Ratio Rank
The Omega Ratio Rank of VPL is 1414
Omega Ratio Rank
The Calmar Ratio Rank of VPL is 2626
Calmar Ratio Rank
The Martin Ratio Rank of VPL is 1515
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. VPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Small-Cap ETF (SCZ) and Vanguard FTSE Pacific ETF (VPL). 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 0.70, compared to the broader market0.002.004.000.700.38
The chart of Sortino ratio for SCZ, currently valued at 1.05, compared to the broader market-2.000.002.004.006.008.0010.0012.001.050.62
The chart of Omega ratio for SCZ, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.08
The chart of Calmar ratio for SCZ, currently valued at 0.49, compared to the broader market0.005.0010.0015.000.490.52
The chart of Martin ratio for SCZ, currently valued at 2.06, compared to the broader market0.0020.0040.0060.0080.00100.002.061.21
SCZ
VPL

The current SCZ Sharpe Ratio is 0.70, which is higher than the VPL Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of SCZ and VPL, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.70
0.38
SCZ
VPL

Dividends

SCZ vs. VPL - Dividend Comparison

SCZ's dividend yield for the trailing twelve months is around 3.32%, more than VPL's 3.00% yield.


TTM20242023202220212020201920182017201620152014
SCZ
iShares MSCI EAFE Small-Cap ETF
3.32%3.50%2.95%1.99%2.96%1.52%3.51%2.79%2.38%2.82%2.06%2.61%
VPL
Vanguard FTSE Pacific ETF
3.00%3.15%3.12%2.75%3.19%1.81%2.85%3.06%2.57%2.65%2.43%2.69%

Drawdowns

SCZ vs. VPL - Drawdown Comparison

The maximum SCZ drawdown since its inception was -61.86%, which is greater than VPL's maximum drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for SCZ and VPL. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-10.23%
-4.71%
SCZ
VPL

Volatility

SCZ vs. VPL - Volatility Comparison

The current volatility for iShares MSCI EAFE Small-Cap ETF (SCZ) is 3.67%, while Vanguard FTSE Pacific ETF (VPL) has a volatility of 4.07%. This indicates that SCZ experiences smaller price fluctuations and is considered to be less risky than VPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
3.67%
4.07%
SCZ
VPL