- Issuer
- iShares
- Inception Date
- Jun 28, 2022
- Category
- Japan Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- iShares MSCI Japan SRI UCITS ETF
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
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Performance
JPSG.L Performance Chart
iShares MSCI Japan SRI UCITS ETF (JPSG.L) is up 13.1% since the beginning of the year. JPSG.L is currently trading at £10 per share.
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Returns By Period
iShares MSCI Japan SRI UCITS ETF (JPSG.L) has returned 13.14% so far this year and 35.33% over the past 12 months.
iShares MSCI Japan SRI UCITS ETF
- 1D
- 0.17%
- 1M
- 5.30%
- 6M
- 7.68%
- YTD
- 13.14%
- 1Y
- 35.33%
- 3Y*
- 20.60%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.66%
- 1M
- -0.64%
- 6M
- 8.66%
- YTD
- 10.17%
- 1Y
- 19.99%
- 3Y*
- 17.60%
- 5Y*
- 12.23%
- 10Y*
- 13.06%
JPSG.L Monthly Returns History
Based on dividend-adjusted daily data since Mar 27, 2023, JPSG.L's average daily return is +0.09%, while the average monthly return is +1.73%. At this rate, an investment would double in approximately 3.4 years.
Historically, 73% of months were positive and 27% were negative. The best month was Oct 2025 with a return of +8.3%, while the worst month was Mar 2026 at -7.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, JPSG.L closed higher 51% of trading days. The best single day was Aug 7, 2024 with a return of +6.2%, while the worst single day was Aug 2, 2024 at -7.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.32% | 5.05% | -7.57% | 1.66% | 7.19% | 2.85% | 3.64% | 13.14% | |||||
| 2025 | 3.06% | -3.35% | 0.00% | -0.80% | 4.04% | 1.94% | 3.05% | 0.12% | 1.85% | 8.33% | 2.23% | 1.09% | 23.27% |
| 2024 | 6.08% | 2.06% | 3.75% | 0.14% | 1.94% | 4.49% | -1.43% | -2.11% | -1.48% | -0.55% | 1.52% | 2.04% | 17.32% |
| 2023 | 2.64% | 3.67% | 2.40% | 7.40% | -0.16% | -0.65% | 0.16% | -0.98% | 4.77% | 0.63% | 21.38% |
Benchmark Metrics
iShares MSCI Japan SRI UCITS ETF has an annualized alpha of 16.74%, beta of 0.38, and R2 of 0.09 versus S&P 500 Index. Calculated based on daily prices since March 27, 2023.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (81.93%) than losses (19.95%) - typical of diversified or defensive assets.
- Beta of 0.38 may look defensive, but with R2 of 0.09 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 0.09 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
- 16.74%
- Beta
- 0.38
- R²
- 0.09
- Upside Capture
- 81.93%
- Downside Capture
- 19.95%
Return for Risk
Risk / Return Rank
JPSG.L ranks 77 for risk / return — better than 77% 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 iShares MSCI Japan SRI UCITS ETF (JPSG.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.
| JPSG.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.31 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.76 | 2.50 | +1.26 |
| Martin ratioReturn relative to average drawdown | 11.53 | 9.11 | +2.42 |
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 SRI 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 iShares MSCI Japan SRI UCITS ETF was 20.02%, occurring on Aug 5, 2024. Recovery took 244 trading sessions.
The current iShares MSCI Japan SRI UCITS ETF drawdown is 1.15%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-20.02%Aug 2024 | 25d | 11mo 22d | 1y 12dJul 2024 - Jul 2025 | — |
-9.67%Mar 2026 | 2mo 6d | 2mo 8d | 4mo 14dJan 2026 - May 2026 | — |
-7.27%Oct 2023 | 1mo 8d | 22d | 2moSep 2023 - Nov 2023 | — |
-5.47%Aug 2023 | 2mo 5d | 17d | 2mo 22dJun 2023 - Sep 2023 | — |
-4.47%Aug 2025 | 10d | 20d | 1moAug 2025 - Sep 2025 | — |
Drawdown Indicators
| JPSG.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.02% | -37.07% | +17.05% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -8.03% | -1.64% |
Max Drawdown (3Y)Largest decline over 3 years | -20.02% | -22.15% | +2.13% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.15% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.01% | — |
Current DrawdownCurrent decline from peak | -1.15% | -1.42% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -3.53% | -5.29% | +1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.20% | +0.96% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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