SODJ.DE vs. IUS4.DE
SODJ.DE (iShares MSCI Japan Screened UCITS ETF USD (Dist)) and IUS4.DE (iShares MSCI Japan Small Cap UCITS ETF (Dist)) are both Japan Equities funds from iShares - SODJ.DE tracks the MSCI Japan Screened Index while IUS4.DE tracks the MSCI Japan Small Cap. Both are passively managed. Over the past 5 years, SODJ.DE returned 9.95%/yr vs 8.56%/yr for IUS4.DE. Their correlation of 0.87 suggests significant overlap in exposure. SODJ.DE charges 0.15%/yr vs 0.58%/yr for IUS4.DE.
Performance
SODJ.DE vs. IUS4.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SODJ.DE achieves a 19.83% return, which is significantly higher than IUS4.DE's 18.57% return.
SODJ.DE
- 1D
- -0.93%
- 1M
- 0.91%
- 6M
- 13.29%
- YTD
- 19.83%
- 1Y
- 38.84%
- 3Y*
- 17.00%
- 5Y*
- 9.95%
- 10Y*
- —
IUS4.DE
- 1D
- -0.77%
- 1M
- 2.81%
- 6M
- 13.89%
- YTD
- 18.57%
- 1Y
- 33.19%
- 3Y*
- 16.91%
- 5Y*
- 8.56%
- 10Y*
- 7.62%
SODJ.DE vs. IUS4.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% |
IUS4.DE iShares MSCI Japan Small Cap UCITS ETF (Dist) | 18.57% | 15.97% | 9.46% | 9.42% | -7.68% | 5.35% | -2.08% | 21.73% | -9.77% |
Correlation
The correlation between SODJ.DE and IUS4.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.87 |
The correlation between SODJ.DE and IUS4.DE has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.
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Return for Risk
SODJ.DE vs. IUS4.DE — Risk / Return Rank
SODJ.DE
IUS4.DE
SODJ.DE vs. IUS4.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 Small Cap UCITS ETF (Dist) (IUS4.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 | IUS4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.35 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 3.27 | +0.39 |
| Martin ratioReturn relative to average drawdown | 11.99 | 11.26 | +0.74 |
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Drawdowns
SODJ.DE vs. IUS4.DE - Drawdown Comparison
The maximum SODJ.DE drawdown since its inception was -28.10%, smaller than the maximum IUS4.DE drawdown of -51.61%. Use the drawdown chart below to compare losses from any high point for SODJ.DE and IUS4.DE.
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Drawdown Indicators
| SODJ.DE | IUS4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.10% | -51.61% | +23.51% |
Max Drawdown (1Y)Largest decline over 1 year | -10.58% | -10.11% | -0.47% |
Max Drawdown (3Y)Largest decline over 3 years | -17.20% | -12.92% | -4.28% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -21.46% | +2.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.62% | — |
Current DrawdownCurrent decline from peak | -3.76% | -2.30% | -1.46% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -15.02% | +7.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.94% | +0.29% |
Volatility
SODJ.DE vs. IUS4.DE - Volatility Comparison
iShares MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.DE) has a higher volatility of 6.73% compared to iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE) at 4.62%. This indicates that SODJ.DE's price experiences larger fluctuations and is considered to be riskier than IUS4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SODJ.DE | IUS4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.73% | 4.62% | +2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 16.20% | 14.05% | +2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.01% | 16.56% | +3.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.96% | 14.97% | +1.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 15.94% | +2.28% |
SODJ.DE vs. IUS4.DE - Expense Ratio Comparison
SODJ.DE has a 0.15% expense ratio, which is lower than IUS4.DE's 0.58% expense ratio.
Dividends
SODJ.DE vs. IUS4.DE - Dividend Comparison
SODJ.DE's dividend yield for the trailing twelve months is around 1.47%, more than IUS4.DE's 0.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUS4.DE iShares MSCI Japan Small Cap UCITS ETF (Dist) | 0.85% | 1.88% | 1.70% | 1.77% | 2.10% | 1.47% | 1.60% | 1.45% | 1.41% | 1.31% | 1.15% | 0.70% |
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% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SODJ.DE and IUS4.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.58% for IUS4.DE.
SODJ.DE tracks MSCI Japan Screened Index, while IUS4.DE tracks MSCI Japan Small Cap. Their fees differ too: 0.15% for SODJ.DE and 0.58% for IUS4.DE.
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