SODJ.DE vs. IBCG.DE
SODJ.DE (iShares MSCI Japan Screened UCITS ETF USD (Dist)) and IBCG.DE (iShares MSCI Japan EUR Hedged UCITS ETF (Acc)) are both Japan Equities funds from iShares - SODJ.DE tracks the MSCI Japan Screened Index while IBCG.DE tracks the MSCI Japan Index (EUR Hedged). Both are passively managed. Over the past 5 years, SODJ.DE returned 9.95%/yr vs 19.66%/yr for IBCG.DE. Their correlation of 0.85 suggests significant overlap in exposure. SODJ.DE charges 0.15%/yr vs 0.64%/yr for IBCG.DE.
Performance
SODJ.DE vs. IBCG.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SODJ.DE having a 19.83% return and IBCG.DE slightly higher at 20.30%.
SODJ.DE
- 1D
- -0.93%
- 1M
- 0.91%
- 6M
- 13.29%
- YTD
- 19.83%
- 1Y
- 38.84%
- 3Y*
- 17.00%
- 5Y*
- 9.95%
- 10Y*
- —
IBCG.DE
- 1D
- -1.21%
- 1M
- 0.60%
- 6M
- 13.03%
- YTD
- 20.30%
- 1Y
- 49.05%
- 3Y*
- 26.62%
- 5Y*
- 19.66%
- 10Y*
- 14.08%
SODJ.DE vs. IBCG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 19.83% | 11.64% | 13.20% | 15.83% | -12.75% | 9.54% | 6.05% | 23.50% | -21.34% |
IBCG.DE iShares MSCI Japan EUR Hedged UCITS ETF (Acc) | 20.30% | 26.94% | 22.76% | 32.85% | -5.89% | 12.06% | 7.58% | 16.67% | -11.55% |
Correlation
The correlation between SODJ.DE and IBCG.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.85 |
The correlation between SODJ.DE and IBCG.DE shifts across timeframes, from 0.82 (5 years) to 0.93 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SODJ.DE vs. IBCG.DE — Risk / Return Rank
SODJ.DE
IBCG.DE
SODJ.DE vs. IBCG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.DE) and iShares MSCI Japan EUR Hedged UCITS ETF (Acc) (IBCG.DE). 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.
| SODJ.DE | IBCG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.43 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 4.91 | -1.26 |
| Martin ratioReturn relative to average drawdown | 11.99 | 16.44 | -4.45 |
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Drawdowns
SODJ.DE vs. IBCG.DE - Drawdown Comparison
The maximum SODJ.DE drawdown since its inception was -28.10%, smaller than the maximum IBCG.DE drawdown of -34.79%. Use the drawdown chart below to compare losses from any high point for SODJ.DE and IBCG.DE.
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Drawdown Indicators
| SODJ.DE | IBCG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.10% | -34.79% | +6.69% |
Max Drawdown (1Y)Largest decline over 1 year | -10.58% | -9.94% | -0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -17.20% | -21.63% | +4.43% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -21.63% | +2.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.79% | — |
Current DrawdownCurrent decline from peak | -3.76% | -3.52% | -0.24% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -8.31% | +1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.97% | +0.26% |
Volatility
SODJ.DE vs. IBCG.DE - Volatility Comparison
iShares MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.DE) and iShares MSCI Japan EUR Hedged UCITS ETF (Acc) (IBCG.DE) have volatilities of 6.73% and 6.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SODJ.DE | IBCG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.73% | 6.82% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 16.20% | 16.24% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.01% | 20.47% | -0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.96% | 18.64% | -1.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 18.39% | -0.17% |
SODJ.DE vs. IBCG.DE - Expense Ratio Comparison
SODJ.DE has a 0.15% expense ratio, which is lower than IBCG.DE's 0.64% expense ratio.
Dividends
SODJ.DE vs. IBCG.DE - Dividend Comparison
SODJ.DE's dividend yield for the trailing twelve months is around 1.47%, while IBCG.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
IBCG.DE iShares MSCI Japan EUR Hedged UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 1.47% | 1.69% | 1.86% | 1.80% | 2.21% | 1.61% | 1.60% | 1.80% |
Frequently Asked Questions
With a correlation of 0.93, SODJ.DE and IBCG.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SODJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SODJ.DE is cheaper with a 0.15% expense ratio, compared with 0.64% for IBCG.DE.
SODJ.DE tracks MSCI Japan Screened Index, while IBCG.DE tracks MSCI Japan Index (EUR Hedged). Their fees differ too: 0.15% for SODJ.DE and 0.64% for IBCG.DE.
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