HEWJ vs SKOR

Comparison between ISHARES CURRENCY HEDGED MSCI JAPAN ETF (HEWJ, ETF) and FLEXSHARES CREDIT-SCORED US CORPORATE BOND INDEX FUND (SKOR, ETF).

5-Year PerformanceHEWJ has outperformed SKOR, delivering a return of +21.6% compared to +1.8%

HEWJ vs SKOR - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	HEWJ(ETF)	SKOR(ETF)
Net Assets	$734M	$734M
Expense Ratio	0.49%	0.15%
Max Drawdown	37.42%	19.15%
Sharpe Ratio	2.05	0.50
5Y Beta	1.01	0.06
5Y Dividends CAGR	30.82%	6.99%

Net Assets

HEWJ

$734M

SKOR

$734M

Expense Ratio

HEWJ

0.49%

Winner

SKOR

0.15%

Max Drawdown

HEWJ

37.42%

Winner

SKOR

19.15%

Sharpe Ratio

Winner

HEWJ

2.05

SKOR

0.50

5Y Beta

HEWJ

1.01

Winner

SKOR

0.06

5Y Dividends CAGR

Winner

HEWJ

30.82%

SKOR

6.99%

HEWJ vs SKOR - Historical Returns

Returns include dividend reinvestment.

Period	HEWJ	SKOR
1 month	+5.32%	+0.79%
3 months	+13.04%	+0.96%
6 months	+21.71%	+1.02%
1 year	+53.82%	+5.27%
5 years(CAGR)	+21.59%	+1.77%
10 years(CAGR)	+16.96%	+2.88%
Max(CAGR)	+14.34%	+3.05%

Winner

HEWJ

+5.32%

SKOR

+0.79%

Winner

HEWJ

+13.04%

SKOR

+0.96%

Winner

HEWJ

+21.71%

SKOR

+1.02%

Winner

HEWJ

+53.82%

SKOR

+5.27%

5Y(CAGR)

Winner

HEWJ

+21.59%

SKOR

+1.77%

10Y(CAGR)

Winner

HEWJ

+16.96%

SKOR

+2.88%

Max(CAGR)

Winner

HEWJ

+14.34%

SKOR

+3.05%

HEWJ vs SKOR - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

Year	HEWJ	SKOR
2026	+20.84%	+0.63%
2025	+30.04%	+7.97%
2024	+25.12%	+4.83%
2023	+35.83%	+7.28%
2022	-4.22%	-9.56%
2021	+14.41%	-1.33%
2020	+9.12%	+8.68%
2019	+20.80%	+10.60%
2018	-14.88%	-0.64%
2017	+19.55%	+4.17%
2016	+1.29%	+2.76%
2015	+8.29%	+1.61%
2014	+20.54%	+0.51%

HEWJ vs SKOR Drawdown Comparison

The maximum drawdown for HEWJ was -31.53%, occurring on Mar 16, 2020. Recovery took 192 trading sessions.

The maximum drawdown for SKOR was -15.98%, occurring on Mar 19, 2020. Recovery took 59 trading sessions.

The current SKOR drawdown is -0.52%.

Rank	HEWJ	SKOR
#1	-31.53% Feb 6, 2020 - Nov 9, 2020	-15.98% Mar 4, 2020 - May 28, 2020
#2	-29.57% Aug 10, 2015 - Oct 10, 2017	-15.13% Aug 3, 2021 - Sep 4, 2024
#3	-21.57% Jan 23, 2018 - Feb 6, 2020	-4.09% Dec 18, 2017 - Jan 30, 2019
#4	-20.90% Jul 10, 2024 - Jun 27, 2025	-3.84% Sep 6, 2016 - May 31, 2017
#5	-16.03% Sep 13, 2021 - Nov 25, 2022	-3.52% Apr 6, 2015 - Mar 18, 2016
#6	-11.19% Sep 26, 2014 - Oct 31, 2014	-2.46% Dec 31, 2020 - Jul 27, 2021
#7	-10.37% Feb 25, 2026 - May 8, 2026	-2.26% Oct 1, 2024 - Feb 25, 2025
#8	-8.93% Jun 1, 2015 - Aug 10, 2015	-2.23% Apr 3, 2025 - May 27, 2025
#9	-8.77% Dec 5, 2014 - Feb 13, 2015	-2.09% Feb 27, 2026 - Mar 27, 2026
#10	-8.12% Nov 25, 2022 - Mar 3, 2023	-1.62% Sep 4, 2019 - Oct 3, 2019
#11	-7.89% Mar 6, 2014 - Jun 4, 2014	-1.25% Jan 30, 2015 - Mar 24, 2015
#12	-7.45% Sep 19, 2023 - Nov 17, 2023	-1.16% May 17, 2016 - Jun 13, 2016
#13	-7.23% Mar 8, 2023 - Apr 17, 2023	-0.98% Jun 22, 2017 - Jul 18, 2017
#14	-6.97% Apr 5, 2021 - Sep 2, 2021	-0.96% Aug 6, 2020 - Nov 5, 2020
#15	-5.17% Mar 21, 2024 - May 20, 2024	-0.94% Dec 1, 2014 - Jan 6, 2015

Correlation

Correlation between HEWJ and SKOR is 0.81 which considered as a strong positive correlation - the stocks tend to move together.

0.81

-101

Dividend Comparison (2014 - 2026)

HEWJ vs SKOR dividend yield comparison.

Year	HEWJ	SKOR
2026	0.00%	1.96%
2025	5.10%	4.70%
2024	2.20%	4.90%
2023	2.02%	3.90%
2022	47.68%	2.56%
2021	2.03%	2.55%
2020	1.20%	3.38%
2019	2.78%	3.53%
2018	1.37%	2.85%
2017	1.21%	2.46%
2016	1.88%	2.74%
2015	3.25%	2.25%
2014	2.15%	0.31%