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ZPDJ.DE vs. IUS4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPDJ.DE vs. IUS4.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Japan UCITS ETF (ZPDJ.DE) and iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZPDJ.DE achieves a 16.79% return, which is significantly higher than IUS4.DE's 14.74% return. Over the past 10 years, ZPDJ.DE has outperformed IUS4.DE with an annualized return of 9.18%, while IUS4.DE has yielded a comparatively lower 7.46% annualized return.


ZPDJ.DE

1D
-0.45%
1M
6.00%
YTD
16.79%
6M
16.66%
1Y
30.67%
3Y*
15.52%
5Y*
10.06%
10Y*
9.18%

IUS4.DE

1D
0.43%
1M
5.25%
YTD
14.74%
6M
16.38%
1Y
27.12%
3Y*
14.63%
5Y*
8.34%
10Y*
7.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPDJ.DE vs. IUS4.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZPDJ.DE
SPDR MSCI Japan UCITS ETF
16.79%12.60%13.75%16.51%-12.51%9.97%5.16%21.83%-9.81%9.06%
IUS4.DE
iShares MSCI Japan Small Cap UCITS ETF (Dist)
14.74%15.96%9.46%9.42%-7.69%5.35%-2.06%21.73%-13.13%15.52%

Correlation

The correlation between ZPDJ.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

0.85

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

0.87

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

0.88

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2015

0.88

The correlation between ZPDJ.DE and IUS4.DE has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.

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Return for Risk

ZPDJ.DE vs. IUS4.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ZPDJ.DE
ZPDJ.DE Risk / Return Rank: 5454
Overall Rank
ZPDJ.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ZPDJ.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
ZPDJ.DE Omega Ratio Rank: 5252
Omega Ratio Rank
ZPDJ.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
ZPDJ.DE Martin Ratio Rank: 5757
Martin Ratio Rank

IUS4.DE
IUS4.DE Risk / Return Rank: 5252
Overall Rank
IUS4.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IUS4.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
IUS4.DE Omega Ratio Rank: 5050
Omega Ratio Rank
IUS4.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
IUS4.DE Martin Ratio Rank: 5454
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.

ZPDJ.DE vs. IUS4.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Japan UCITS ETF (ZPDJ.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.


ZPDJ.DEIUS4.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.32

1.31

+0.01

Calmar ratioReturn relative to maximum drawdown

3.06

2.67

+0.39

Martin ratioReturn relative to average drawdown

9.86

9.26

+0.60

ZPDJ.DE vs. IUS4.DE - Sharpe Ratio Comparison

The current ZPDJ.DE Sharpe Ratio is 1.64, which is comparable to the IUS4.DE Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of ZPDJ.DE and IUS4.DE, 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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Sharpe Ratios by Period


ZPDJ.DEIUS4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.69

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.55

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.47

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.56

-0.12

Drawdowns

ZPDJ.DE vs. IUS4.DE - Drawdown Comparison

The maximum ZPDJ.DE drawdown since its inception was -28.06%, smaller than the maximum IUS4.DE drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for ZPDJ.DE and IUS4.DE.


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Drawdown Indicators


ZPDJ.DEIUS4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.06%

-32.63%

+4.57%

Max Drawdown (1Y)

Largest decline over 1 year

-9.98%

-10.12%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-16.90%

-12.92%

-3.98%

Max Drawdown (5Y)

Largest decline over 5 years

-19.10%

-21.47%

+2.37%

Max Drawdown (10Y)

Largest decline over 10 years

-28.06%

-32.63%

+4.57%

Current Drawdown

Current decline from peak

-0.45%

-0.73%

+0.28%

Average Drawdown

Average peak-to-trough decline

-5.93%

-6.41%

+0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

2.92%

+0.18%

Volatility

ZPDJ.DE vs. IUS4.DE - Volatility Comparison

SPDR MSCI Japan UCITS ETF (ZPDJ.DE) and iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE) have volatilities of 3.60% and 3.47%, 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


ZPDJ.DEIUS4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.60%

3.47%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

14.86%

13.58%

+1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

18.62%

15.94%

+2.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.57%

14.91%

+1.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.40%

15.94%

+0.46%

ZPDJ.DE vs. IUS4.DE - Expense Ratio Comparison

ZPDJ.DE has a 0.12% expense ratio, which is lower than IUS4.DE's 0.58% expense ratio.


Dividends

ZPDJ.DE vs. IUS4.DE - Dividend Comparison

ZPDJ.DE has not paid dividends to shareholders, while IUS4.DE's dividend yield for the trailing twelve months is around 0.87%.


PositionTTM20252024202320222021202020192018201720162015
IUS4.DE
iShares MSCI Japan Small Cap UCITS ETF (Dist)
0.87%1.88%1.70%1.77%2.10%1.47%1.60%1.45%1.41%1.31%1.15%0.70%
ZPDJ.DE
SPDR MSCI Japan UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ZPDJ.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, ZPDJ.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPDJ.DE is cheaper with a 0.12% expense ratio, compared with 0.58% for IUS4.DE.

ZPDJ.DE tracks MSCI Japan, while IUS4.DE tracks MSCI Japan Small Cap. They also come from different issuers: State Street and iShares. Their fees differ too: 0.12% for ZPDJ.DE and 0.58% for IUS4.DE.

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