- Issuer
- Invesco
- Inception Date
- Jan 8, 2021
- Category
- Japan Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Invesco Markets II PLC - Invesco MSCI Japan Universal Screened UCITS ETF
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
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Performance
ESGJ.L Performance Chart
Invesco Markets II PLC - Invesco MSCI Japan Universal Screened UCITS ETF (ESGJ.L) is up 17.1% since the beginning of the year. ESGJ.L is currently trading at $67 per share. Investors who bought $1,000 worth of ESGJ.L shares 5 years ago would now be looking at an investment worth $1,574.
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Returns By Period
Invesco Markets II PLC - Invesco MSCI Japan Universal Screened UCITS ETF (ESGJ.L) has returned 17.08% so far this year and 37.54% over the past 12 months.
Invesco Markets II PLC - Invesco MSCI Japan Universal Screened UCITS ETF
- 1D
- 1.13%
- 1M
- 0.75%
- 6M
- 10.77%
- YTD
- 17.08%
- 1Y
- 37.54%
- 3Y*
- 19.65%
- 5Y*
- 9.49%
- 10Y*
- —
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%
ESGJ.L Monthly Returns History
Based on dividend-adjusted daily data since Jan 8, 2021, ESGJ.L's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, an investment would double in approximately 7.7 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2022 with a return of +9.7%, while the worst month was Mar 2026 at -10.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 2 months.
On a daily basis, ESGJ.L closed higher 52% of trading days. The best single day was Apr 8, 2026 with a return of +5.8%, while the worst single day was Aug 2, 2024 at -5.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.79% | 8.13% | -10.68% | 6.83% | 5.33% | -0.41% | 2.26% | 17.08% | |||||
| 2025 | 2.82% | -0.86% | -0.24% | 3.96% | 4.25% | 2.58% | -1.30% | 5.80% | 2.00% | 5.13% | -0.97% | 1.40% | 27.11% |
| 2024 | 3.65% | 2.76% | 3.22% | -5.04% | 1.98% | 1.10% | 3.72% | 1.72% | -0.34% | -5.43% | 2.71% | -1.75% | 8.02% |
| 2023 | 6.54% | -3.80% | 4.43% | 0.12% | 4.64% | -0.03% | 4.96% | -6.99% | 0.81% | -2.91% | 6.75% | 4.46% | 19.45% |
| 2022 | -5.95% | 0.59% | -1.93% | -7.57% | 0.17% | -8.14% | 6.38% | -3.60% | -8.66% | 1.50% | 9.72% | -0.04% | -17.71% |
| 2021 | -2.69% | 1.52% | 0.65% | -2.28% | 1.82% | -1.36% | -0.21% | 2.48% | 2.71% | -2.87% | -3.79% | 2.57% | -1.77% |
Benchmark Metrics
Invesco Markets II PLC - Invesco MSCI Japan Universal Screened UCITS ETF has an annualized alpha of 3.88%, beta of 0.42, and R2 of 0.15 versus S&P 500 Index. Calculated based on daily prices since January 08, 2021.
- This ETF participated in 79.13% of S&P 500 Index downside but only 66.89% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.42 may look defensive, but with R2 of 0.15 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 0.15 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
- 3.88%
- Beta
- 0.42
- R²
- 0.15
- Upside Capture
- 66.89%
- Downside Capture
- 79.13%
Expense Ratio
ESGJ.L has an expense ratio of 0.19%, which is considered low.
Return for Risk
Risk / Return Rank
ESGJ.L ranks 66 for risk / return — better than 66% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Invesco Markets II PLC - Invesco MSCI Japan Universal Screened UCITS ETF (ESGJ.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.
| ESGJ.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.31 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 2.35 | +0.50 |
| Martin ratioReturn relative to average drawdown | 9.02 | 10.19 | -1.17 |
Dividends
Dividend History
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Invesco Markets II PLC - Invesco MSCI Japan Universal Screened UCITS ETF. 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 Invesco Markets II PLC - Invesco MSCI Japan Universal Screened UCITS ETF was 33.20%, occurring on Oct 19, 2022. Recovery took 400 trading sessions.
The current Invesco Markets II PLC - Invesco MSCI Japan Universal Screened UCITS ETF drawdown is 2.30%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-33.20%Oct 2022 | 1y 1mo | 1y 8mo | 2y 9moSep 2021 - Jul 2024 | Bear market2022 |
-14.67%Apr 2025 | 6mo 12d | 22d | 7mo 4dSep 2024 - Apr 2025 | 2025 selloff2025 |
-12.73%Mar 2026 | 1mo 13d | 2mo 8d | 3mo 21dFeb 2026 - Jun 2026 | — |
-12.50%Aug 2024 | 20d | 17d | 1mo 7dJul 2024 - Aug 2024 | — |
-9.87%May 2021 | 2mo 26d | 3mo 26d | 6mo 22dFeb 2021 - Sep 2021 | — |
Drawdown Indicators
| ESGJ.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.20% | -56.78% | +23.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -9.10% | -3.63% |
Max Drawdown (3Y)Largest decline over 3 years | -14.67% | -18.90% | +4.23% |
Max Drawdown (5Y)Largest decline over 5 years | -33.20% | -25.43% | -7.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -2.30% | -0.49% | -1.81% |
Average DrawdownAverage peak-to-trough decline | -9.47% | -10.70% | +1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.02% | 2.09% | +1.93% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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