PortfoliosLab logoPortfoliosLab logo
ISIN
IE00B53QDK08
Issuer
iShares
Inception Date
Jan 11, 2010
Region
Asia (Japan)
Leveraged
1x (No leverage)
Index Tracked
MSCI Japan Index (Net)
Domicile
Ireland
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

CJPU.L Performance Chart

iShares MSCI Japan UCITS ETF USD (Acc) (CJPU.L) is up 15.5% since the beginning of the year. CJPU.L is currently trading at $287 per share. Investors who bought $1,000 worth of CJPU.L shares 5 years ago would now be looking at an investment worth $1,558.


Loading charts...

S&P 500 Index

Returns By Period

iShares MSCI Japan UCITS ETF USD (Acc) (CJPU.L) has returned 15.49% so far this year and 35.30% over the past 12 months. Over the last ten years, CJPU.L has returned 9.05% per year, falling short of the S&P 500 Index benchmark, which averaged 13.36% annually.


iShares MSCI Japan UCITS ETF USD (Acc)

1D
-0.89%
1M
-1.47%
6M
9.41%
YTD
15.49%
1Y
35.30%
3Y*
17.79%
5Y*
9.27%
10Y*
9.05%

Benchmark (S&P 500 Index)

1D
0.38%
1M
0.24%
6M
9.32%
YTD
10.62%
1Y
21.28%
3Y*
18.90%
5Y*
11.84%
10Y*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CJPU.L Monthly Returns History

Based on dividend-adjusted daily data since Jan 11, 2010, CJPU.L's average daily return is +0.03%, while the average monthly return is +0.55%. At this rate, an investment would double in approximately 10.5 years.

Historically, 45% of months were positive and 55% were negative. The best month was Nov 2020 with a return of +11.5%, while the worst month was Mar 2026 at -10.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, CJPU.L closed higher 35% of trading days. The best single day was Mar 24, 2020 with a return of +8.5%, while the worst single day was Mar 12, 2020 at -12.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.37%7.93%-10.92%7.66%4.76%0.69%-0.55%15.49%
20252.62%-0.77%-0.12%4.31%3.83%2.21%-1.54%6.15%2.05%4.54%-0.54%1.02%26.13%
20243.82%3.50%3.37%-5.08%1.48%0.54%3.40%1.59%-0.39%-5.60%2.60%-1.55%7.33%
20236.90%-3.90%4.42%-0.09%0.98%5.43%3.03%-3.28%-1.94%-2.69%6.47%4.10%20.25%
2022-5.47%0.38%-1.72%-7.69%0.19%-7.75%5.99%-3.40%-8.69%1.47%10.07%-0.48%-17.32%
2021-0.89%1.71%0.59%-1.75%1.98%-1.28%-0.33%2.02%2.56%-2.98%-3.49%2.62%0.50%

Benchmark Metrics

iShares MSCI Japan UCITS ETF USD (Acc) has an annualized alpha of 2.85%, beta of 0.32, and R2 of 0.13 versus S&P 500 Index. Calculated based on daily prices since January 11, 2010.

  • This ETF participated in 57.73% of S&P 500 Index downside but only 47.21% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.32 may look defensive, but with R2 of 0.13 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.13 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.85%
Beta
0.32
0.13
Upside Capture
47.21%
Downside Capture
57.73%

Expense Ratio

CJPU.L has an expense ratio of 0.12%, which is considered low.


Return for Risk

Risk / Return Rank

CJPU.L ranks 63 for risk / return — better than 63% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


CJPU.L Risk / Return Rank: 6363
Overall Rank
CJPU.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
CJPU.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
CJPU.L Omega Ratio Rank: 6161
Omega Ratio Rank
CJPU.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
CJPU.L Martin Ratio Rank: 6464
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares MSCI Japan UCITS ETF USD (Acc) (CJPU.L) and compare them to S&P 500 Index.

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.


CJPU.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.30

1.31

-0.01

Calmar ratioReturn relative to maximum drawdown

2.76

2.35

+0.41

Martin ratioReturn relative to average drawdown

9.02

10.19

-1.17

Dividends

Dividend History


iShares MSCI Japan UCITS ETF USD (Acc) doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Japan UCITS ETF USD (Acc). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares MSCI Japan UCITS ETF USD (Acc) was 32.64%, occurring on Oct 19, 2022. Recovery took 347 trading sessions.

The current iShares MSCI Japan UCITS ETF USD (Acc) drawdown is 4.54%.


Drawdown

Fall

Recovery

Underwater

Related event

-32.64%Oct 2022
1y 1mo1y 4mo
2y 5moSep 2021 - Mar 2024
Bear market2022
-29.43%Mar 2020
2y 1mo7mo 28d
2y 9moJan 2018 - Nov 2020
COVID crash2020
-21.69%Feb 2016
8mo 12d12mo 4d
1y 8moJun 2015 - Feb 2017
-14.74%Apr 2025
12d22d
1mo 4dMar 2025 - Apr 2025
2025 selloff2025
-12.79%Mar 2026
1mo 13d2mo 7d
3mo 20dFeb 2026 - Jun 2026

Drawdown Indicators


CJPU.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-32.64%

-56.78%

+24.14%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

-9.10%

-3.69%

Max Drawdown (3Y)

Largest decline over 3 years

-14.74%

-18.90%

+4.16%

Max Drawdown (5Y)

Largest decline over 5 years

-32.64%

-25.43%

-7.21%

Max Drawdown (10Y)

Largest decline over 10 years

-32.64%

-33.92%

+1.28%

Current Drawdown

Current decline from peak

-4.54%

-0.49%

-4.05%

Average Drawdown

Average peak-to-trough decline

-5.86%

-10.70%

+4.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

2.09%

+1.83%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with CJPU.L

Add iShares MSCI Japan UCITS ETF USD (Acc) to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with CJPU.L