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Invesco MSCI Japan ESG Universal Screened UCITS ET...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BMDBMV87
WKNA2QGU3
IssuerInvesco
Inception DateJan 8, 2021
CategoryJapan Equities
Index TrackedTOPIX TR JPY
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The Invesco MSCI Japan ESG Universal Screened UCITS ETF Acc features an expense ratio of 0.19%, falling within the medium range.


Expense ratio chart for ESJS.L: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Share Price Chart


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Invesco MSCI Japan ESG Universal Screened UCITS ETF Acc

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Invesco MSCI Japan ESG Universal Screened UCITS ETF Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
13.50%
20.00%
ESJS.L (Invesco MSCI Japan ESG Universal Screened UCITS ETF Acc)
Benchmark (^GSPC)

S&P 500

Returns By Period

Invesco MSCI Japan ESG Universal Screened UCITS ETF Acc had a return of 5.40% year-to-date (YTD) and 14.23% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date5.40%6.92%
1 month-5.10%-2.83%
6 months13.50%23.86%
1 year14.23%23.33%
5 years (annualized)N/A11.66%
10 years (annualized)N/A10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.77%3.45%3.20%
20231.56%-2.25%2.29%3.77%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ESJS.L is 56, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of ESJS.L is 5656
Invesco MSCI Japan ESG Universal Screened UCITS ETF Acc(ESJS.L)
The Sharpe Ratio Rank of ESJS.L is 5252Sharpe Ratio Rank
The Sortino Ratio Rank of ESJS.L is 5252Sortino Ratio Rank
The Omega Ratio Rank of ESJS.L is 5050Omega Ratio Rank
The Calmar Ratio Rank of ESJS.L is 6969Calmar Ratio Rank
The Martin Ratio Rank of ESJS.L is 5959Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco MSCI Japan ESG Universal Screened UCITS ETF Acc (ESJS.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ESJS.L
Sharpe ratio
The chart of Sharpe ratio for ESJS.L, currently valued at 0.98, compared to the broader market-1.000.001.002.003.004.000.98
Sortino ratio
The chart of Sortino ratio for ESJS.L, currently valued at 1.47, compared to the broader market-2.000.002.004.006.008.001.47
Omega ratio
The chart of Omega ratio for ESJS.L, currently valued at 1.17, compared to the broader market0.501.001.502.002.501.17
Calmar ratio
The chart of Calmar ratio for ESJS.L, currently valued at 1.22, compared to the broader market0.002.004.006.008.0010.0012.001.22
Martin ratio
The chart of Martin ratio for ESJS.L, currently valued at 4.08, compared to the broader market0.0020.0040.0060.004.08
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-2.000.002.004.006.008.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.0012.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0020.0040.0060.008.62

Sharpe Ratio

The current Invesco MSCI Japan ESG Universal Screened UCITS ETF Acc Sharpe ratio is 0.98. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
0.98
1.88
ESJS.L (Invesco MSCI Japan ESG Universal Screened UCITS ETF Acc)
Benchmark (^GSPC)

Dividends

Dividend History


Invesco MSCI Japan ESG Universal Screened UCITS ETF Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.91%
-2.11%
ESJS.L (Invesco MSCI Japan ESG Universal Screened UCITS ETF Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco MSCI Japan ESG Universal Screened UCITS ETF 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 Invesco MSCI Japan ESG Universal Screened UCITS ETF Acc was 19.38%, occurring on Jun 20, 2022. Recovery took 395 trading sessions.

The current Invesco MSCI Japan ESG Universal Screened UCITS ETF Acc drawdown is 5.91%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.38%Sep 22, 2021185Jun 20, 2022395Jan 12, 2024580
-10.64%Feb 16, 202160May 13, 202180Sep 6, 2021140
-6.78%Mar 25, 202422Apr 25, 2024
-4.53%Jan 15, 202111Jan 29, 20216Feb 8, 202117
-3.08%Jan 16, 20242Jan 17, 202419Feb 13, 202421

Volatility

Volatility Chart

The current Invesco MSCI Japan ESG Universal Screened UCITS ETF Acc volatility is 3.89%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%NovemberDecember2024FebruaryMarchApril
3.89%
4.38%
ESJS.L (Invesco MSCI Japan ESG Universal Screened UCITS ETF Acc)
Benchmark (^GSPC)