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WEC vs. HSCZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WEC vs. HSCZ

Last updated Jun 13, 2026

WEC (WEC Energy Group, Inc.) is a stock, while HSCZ (iShares Currency Hedged MSCI EAFE Small Cap ETF) is Foreign Small & Mid Cap Equities fund tracking the MSCI EAFE Small-Cap 100% Hedged to USD Index. Over the past 10 years, WEC returned 9.51%/yr vs 12.35%/yr for HSCZ. At a 0.10 correlation, their price movements are largely independent.

Performance

WEC vs. HSCZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WEC Energy Group, Inc. (WEC) and iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WEC achieves a 9.40% return, which is significantly lower than HSCZ's 10.99% return. Over the past 10 years, WEC has underperformed HSCZ with an annualized return of 9.51%, while HSCZ has yielded a comparatively higher 12.35% annualized return.

WEC

1D
0.33%
1M
3.92%
YTD
9.40%
6M
11.07%
1Y
11.56%
3Y*
11.85%
5Y*
7.65%
10Y*
9.51%

HSCZ

1D
0.71%
1M
0.48%
YTD
10.99%
6M
13.18%
1Y
29.11%
3Y*
18.32%
5Y*
10.94%
10Y*
12.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WEC vs. HSCZ - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
WEC
WEC Energy Group, Inc.		9.40%15.96%16.11%-7.00%-0.45%8.66%2.49%37.05%7.87%17.11%
HSCZ
iShares Currency Hedged MSCI EAFE Small Cap ETF		10.99%25.74%12.89%17.03%-11.46%17.75%6.40%27.89%-13.99%24.52%

Correlation

The correlation between WEC and HSCZ is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2015

0.10

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WEC Energy Group, Inc.

iShares Currency Hedged MSCI EAFE Small Cap ETF

Often compared with WEC:
WEC vs. DUKWEC vs. SOWEC vs. LNTWEC vs. DWEC vs. PPLWEC vs. IDUWEC vs. OGE
Often compared with HSCZ:
HSCZ vs. HEFAHSCZ vs. MSMLXHSCZ vs. ISVLHSCZ vs. EWUSHSCZ vs. HEWJHSCZ vs. HEZUHSCZ vs. DEMSX

Return for Risk

WEC vs. HSCZ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WEC
WEC Risk / Return Rank: 6161
Overall Rank
WEC Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
WEC Sortino Ratio Rank: 5757
Sortino Ratio Rank
WEC Omega Ratio Rank: 5555
Omega Ratio Rank
WEC Calmar Ratio Rank: 6262
Calmar Ratio Rank
WEC Martin Ratio Rank: 6464
Martin Ratio Rank
HSCZ
HSCZ Risk / Return Rank: 8080
Overall Rank
HSCZ Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
HSCZ Sortino Ratio Rank: 8787
Sortino Ratio Rank
HSCZ Omega Ratio Rank: 8585
Omega Ratio Rank
HSCZ Calmar Ratio Rank: 6767
Calmar Ratio Rank
HSCZ Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WEC vs. HSCZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WEC Energy Group, Inc. (WEC) and iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ). 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.

WECHSCZDifference
Sharpe ratioReturn per unit of total volatility
0.67
2.45

-1.78

Sortino ratioReturn per unit of downside risk
1.04
3.44

-2.39

Omega ratioGain probability vs. loss probability

1.12

1.45

-0.33

Calmar ratioReturn relative to maximum drawdown

0.91

2.95

-2.05

Martin ratioReturn relative to average drawdown

2.26

12.57

-10.31

WEC vs. HSCZ - Sharpe Ratio Comparison

The current WEC Sharpe Ratio is 0.67, which is lower than the HSCZ Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of WEC and HSCZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

WEC vs. HSCZ - Drawdown Comparison

The maximum WEC drawdown since its inception was -45.06%, which is greater than HSCZ's maximum drawdown of -34.89%. Use the drawdown chart below to compare losses from any high point for WEC and HSCZ.

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Drawdown Indicators

WECHSCZDifference

Max Drawdown

Largest peak-to-trough decline

-45.06%

-34.89%

-10.17%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-9.61%

-1.61%

Max Drawdown (3Y)

Largest decline over 3 years

-16.01%

-12.81%

-3.20%

Max Drawdown (5Y)

Largest decline over 5 years

-26.02%

-20.11%

-5.91%

Max Drawdown (10Y)

Largest decline over 10 years

-32.31%

-34.89%

+2.58%

Current Drawdown

Current decline from peak

-3.68%

-0.60%

-3.08%

Average Drawdown

Average peak-to-trough decline

-8.32%

-4.64%

-3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

2.25%

+2.29%

Volatility

WEC vs. HSCZ - Volatility Comparison

WEC Energy Group, Inc. (WEC) has a higher volatility of 5.72% compared to iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) at 4.08%. This indicates that WEC's price experiences larger fluctuations and is considered to be riskier than HSCZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WECHSCZDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.72%

4.08%

+1.64%

Volatility (6M)

Calculated over the trailing 6-month period

11.26%

9.68%

+1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

15.21%

11.60%

+3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.02%

13.52%

+5.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.60%

15.68%

+5.92%

Dividends

WEC vs. HSCZ - Dividend Comparison

WEC's dividend yield for the trailing twelve months is around 3.25%, more than HSCZ's 2.93% yield.

PositionTTM20252024202320222021202020192018201720162015
HSCZ
iShares Currency Hedged MSCI EAFE Small Cap ETF		2.93%3.25%3.26%2.98%26.91%2.90%1.46%4.66%6.15%2.52%2.57%1.75%
WEC
WEC Energy Group, Inc.		3.25%3.39%3.55%3.71%3.10%2.79%2.75%2.56%3.19%3.13%3.38%3.81%

Frequently Asked Questions

WEC and HSCZ have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WEC has higher volatility (5.72%) compared to HSCZ (4.08%). In terms of maximum drawdown, WEC dropped -45.06% vs HSCZ's -34.89%.

HSCZ currently has the higher Sharpe Ratio (2.45 vs 0.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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