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Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in iShares MSCI Japan EUR Hedged UCITS ETF Accumulating, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Different Benchmark Currency
IJPE.L is traded in EUR, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to EUR using the latest available exchange rates.
Returns By Period
iShares MSCI Japan EUR Hedged UCITS ETF Accumulating (IJPE.L) has returned 4.01% so far this year and 35.57% over the past 12 months. Over the last decade, IJPE.L has posted an annualized return of 12.45%, slightly higher than the S&P 500 Index benchmark’s 11.99%.
iShares MSCI Japan EUR Hedged UCITS ETF Accumulating
- 1D
- -0.02%
- 1M
- -9.25%
- YTD
- 4.01%
- 6M
- 15.60%
- 1Y
- 35.57%
- 3Y*
- 25.44%
- 5Y*
- 15.73%
- 10Y*
- 12.45%
Benchmark (S&P 500 Index)
- 1D
- 2.02%
- 1M
- -2.96%
- YTD
- -3.12%
- 6M
- -0.95%
- 1Y
- 8.84%
- 3Y*
- 14.21%
- 5Y*
- 10.59%
- 10Y*
- 11.99%
Monthly Returns
Based on dividend-adjusted daily data since Oct 6, 2010, IJPE.L's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, your investment would double in approximately 6.0 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2013 with a return of +11.9%, while the worst month was May 2012 at -11.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, IJPE.L closed higher 52% of trading days. The best single day was Oct 31, 2014 with a return of +8.4%, while the worst single day was Mar 12, 2020 at -11.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.89% | 9.27% | -9.25% | 4.01% | |||||||||
| 2025 | 1.65% | -3.55% | -0.36% | -0.55% | 5.17% | 2.32% | 2.71% | 3.70% | 2.89% | 8.62% | 0.87% | 1.44% | 27.34% |
| 2024 | 7.38% | 6.19% | 4.76% | -0.93% | 1.55% | 3.19% | -3.06% | -1.44% | -1.91% | 0.92% | 1.41% | 2.62% | 22.07% |
| 2023 | 5.69% | 0.70% | 2.23% | 2.39% | 4.05% | 8.94% | 1.46% | -0.54% | 1.12% | -1.02% | 4.12% | 0.01% | 32.82% |
| 2022 | -5.33% | 0.26% | 3.15% | -1.20% | -0.86% | -2.54% | 4.26% | 0.30% | -4.61% | 4.31% | 3.35% | -5.89% | -5.43% |
| 2021 | 0.69% | 3.55% | 4.25% | -2.92% | 2.43% | -0.36% | -1.44% | 2.01% | 4.42% | -1.10% | -4.16% | 4.00% | 11.46% |
Benchmark Metrics
iShares MSCI Japan EUR Hedged UCITS ETF Accumulating has an annualized alpha of 5.00%, beta of 0.53, and R² of 0.21 versus S&P 500 Index. Calculated based on daily prices since October 07, 2010.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (66.71%) than losses (63.27%) — typical of diversified or defensive assets.
- Beta of 0.53 may look defensive, but with R² of 0.21 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 0.21 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
- 5.00%
- Beta
- 0.53
- R²
- 0.21
- Upside Capture
- 66.71%
- Downside Capture
- 63.27%
Expense Ratio
IJPE.L has an expense ratio of 0.64%, placing it in the medium range.
Return for Risk
Risk / Return Rank
IJPE.L ranks 84 for risk / return — in the top 84% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares MSCI Japan EUR Hedged UCITS ETF Accumulating (IJPE.L) and compare them to a chosen benchmark (S&P 500 Index).
| IJPE.L | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.61 | 0.43 | +1.18 |
Sortino ratioReturn per unit of downside risk | 2.23 | 0.73 | +1.50 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.11 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.92 | 0.67 | +2.25 |
Martin ratioReturn relative to average drawdown | 11.22 | 2.80 | +8.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore IJPE.L risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 iShares MSCI Japan EUR Hedged UCITS ETF Accumulating. 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 EUR Hedged UCITS ETF Accumulating was 34.53%, occurring on Mar 16, 2020. Recovery took 205 trading sessions.
The current iShares MSCI Japan EUR Hedged UCITS ETF Accumulating drawdown is 9.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.53% | Jan 24, 2018 | 543 | Mar 16, 2020 | 205 | Jan 7, 2021 | 748 |
| -30.84% | Aug 11, 2015 | 222 | Jun 27, 2016 | 336 | Oct 23, 2017 | 558 |
| -29.12% | Feb 18, 2011 | 305 | Jun 1, 2012 | 181 | Mar 1, 2013 | 486 |
| -21.5% | Jul 11, 2024 | 18 | Aug 5, 2024 | 244 | Jul 23, 2025 | 262 |
| -19.16% | May 23, 2013 | 16 | Jun 14, 2013 | 138 | Dec 30, 2013 | 154 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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