SCZ vs BOXX
Comparison between ISHARES MSCI EAFE SMALL-CAP ETF (SCZ, ETF) and ALPHA ARCHITECT 1-3 MONTH BOX ETF (BOXX, ETF).
SCZ vs BOXX - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
SCZ
$13B
Winner
BOXX
$13B
Expense Ratio
SCZ
0.40%
Winner
BOXX
0.19%
Max Drawdown
SCZ
62.65%
Winner
BOXX
0.26%
Sharpe Ratio
Winner
SCZ
0.95
BOXX
0.65
5Y Beta
SCZ
0.66
Winner
BOXX
0.00
5Y Dividends CAGR
SCZ
16.32%
BOXX
N/A
SCZ vs BOXX - Historical Returns
Returns include dividend reinvestment.
1M
Winner
SCZ
+4.46%
BOXX
+0.39%
3M
Winner
SCZ
+3.17%
BOXX
+1.01%
6M
Winner
SCZ
+2.92%
BOXX
+1.91%
1Y
Winner
SCZ
+19.17%
BOXX
+4.09%
5Y(CAGR)
SCZ
+6.06%
BOXX
N/A
10Y(CAGR)
SCZ
+8.33%
BOXX
N/A
Max(CAGR)
Winner
SCZ
+5.68%
BOXX
+4.70%
SCZ vs BOXX - Annual Returns (2007 - 2026)
Returns include dividend reinvestment.
| Year | SCZ | BOXX |
|---|---|---|
| 2026 | +12.26% | +2.46% |
| 2025 | +32.40% | +4.32% |
| 2024 | +2.77% | +5.20% |
| 2023 | +12.31% | +5.03% |
| 2022 | -21.61% | +0.07% |
| 2021 | +9.90% | N/A |
| 2020 | +10.70% | N/A |
| 2019 | +24.72% | N/A |
| 2018 | -18.18% | N/A |
| 2017 | +31.99% | N/A |
| 2016 | +3.60% | N/A |
| 2015 | +9.15% | N/A |
| 2014 | -4.99% | N/A |
| 2013 | +26.25% | N/A |
| 2012 | +17.53% | N/A |
| 2011 | -16.00% | N/A |
| 2010 | +18.39% | N/A |
| 2009 | +41.36% | N/A |
| 2008 | -47.82% | N/A |
| 2007 | -0.31% | N/A |
SCZ vs BOXX Drawdown Comparison
The maximum drawdown for SCZ was -61.87%, occurring on Mar 9, 2009. Recovery took 1348 trading sessions.
The maximum drawdown for BOXX was -0.12%, occurring on Sep 22, 2023. Recovery took 2 trading sessions.
The current SCZ drawdown is -0.62%.
| Rank | SCZ | BOXX |
|---|---|---|
| #1 | -61.87% Dec 13, 2007 - Apr 24, 2013 | -0.12% Sep 21, 2023 - Sep 25, 2023 |
| #2 | -41.07% Jan 26, 2018 - Nov 23, 2020 | -0.11% Nov 29, 2024 - Dec 5, 2024 |
| #3 | -36.83% Sep 3, 2021 - Jun 2, 2025 | -0.07% Mar 31, 2026 - Apr 10, 2026 |
| #4 | -17.42% May 15, 2015 - Sep 6, 2016 | -0.04% Mar 7, 2023 - Mar 9, 2023 |
| #5 | -16.12% Jul 3, 2014 - May 13, 2015 | -0.04% Dec 29, 2023 - Jan 4, 2024 |
| #6 | -11.43% Feb 27, 2026 - May 8, 2026 | -0.04% Jan 30, 2024 - Feb 1, 2024 |
| #7 | -10.32% May 8, 2013 - Aug 5, 2013 | -0.04% Jun 25, 2024 - Jun 28, 2024 |
| #8 | -6.64% Sep 28, 2016 - Feb 1, 2017 | -0.04% Apr 4, 2025 - Apr 9, 2025 |
| #9 | -6.18% Jan 15, 2014 - Feb 18, 2014 | -0.03% May 18, 2023 - May 22, 2023 |
| #10 | -5.77% Oct 27, 2025 - Dec 11, 2025 | -0.03% Jun 26, 2026 - Jul 1, 2026 |
| #11 | -5.67% Jun 14, 2021 - Aug 13, 2021 | -0.03% Feb 6, 2024 - Feb 8, 2024 |
| #12 | -4.87% Mar 6, 2014 - Jun 6, 2014 | -0.03% Aug 4, 2023 - Aug 9, 2023 |
| #13 | -4.39% May 29, 2026 - Aug 4, 2026 | -0.03% Oct 6, 2023 - Oct 11, 2023 |
| #14 | -4.34% May 7, 2021 - Jun 1, 2021 | -0.03% Dec 1, 2023 - Dec 6, 2023 |
| #15 | -4.09% Aug 13, 2013 - Sep 9, 2013 | -0.03% Dec 12, 2023 - Dec 14, 2023 |
Correlation
Correlation between SCZ and BOXX is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.
0.93
-101
Dividend Comparison (2007 - 2026)
SCZ vs BOXX dividend yield comparison.
| Year | SCZ | BOXX |
|---|---|---|
| 2026 | 1.35% | 0.00% |
| 2025 | 3.30% | 0.00% |
| 2024 | 3.50% | 0.26% |
| 2023 | 2.96% | 0.00% |
| 2022 | 1.99% | 0.00% |
| 2021 | 2.96% | 0.00% |
| 2020 | 1.52% | 0.00% |
| 2019 | 3.52% | 0.00% |
| 2018 | 2.79% | 0.00% |
| 2017 | 2.38% | 0.00% |
| 2016 | 2.82% | 0.00% |
| 2015 | 2.06% | 0.00% |
| 2014 | 2.61% | 0.00% |
| 2013 | 2.39% | 0.00% |
| 2012 | 3.26% | 0.00% |
| 2011 | 3.28% | 0.00% |
| 2010 | 2.84% | 0.00% |
| 2009 | 2.28% | 0.00% |
| 2008 | 2.79% | 0.00% |
| 2007 | 0.08% | 0.00% |
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