- Issuer
- L&G
- Inception Date
- Nov 7, 2018
- Category
- Japan Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- L&G Japan Equity UCITS ETF
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
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Performance
LGJP.L Performance Chart
L&G Japan Equity UCITS ETF (LGJP.L) is up 15.1% since the beginning of the year. LGJP.L is currently trading at $20 per share. Investors who bought $1,000 worth of LGJP.L shares 5 years ago would now be looking at an investment worth $1,575.
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Returns By Period
L&G Japan Equity UCITS ETF (LGJP.L) has returned 15.08% so far this year and 33.92% over the past 12 months.
L&G Japan Equity UCITS ETF
- 1D
- -0.68%
- 1M
- -0.39%
- 6M
- 9.30%
- YTD
- 15.08%
- 1Y
- 33.92%
- 3Y*
- 17.92%
- 5Y*
- 9.51%
- 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%
LGJP.L Monthly Returns History
Based on dividend-adjusted daily data since Nov 9, 2018, LGJP.L's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, an investment would double in approximately 6.7 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +11.4%, while the worst month was Mar 2026 at -11.2%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, LGJP.L closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.3%, while the worst single day was Mar 13, 2020 at -10.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.63% | 8.10% | -11.24% | 7.33% | 5.02% | 0.74% | 0.00% | 15.08% | |||||
| 2025 | 2.62% | -0.83% | -0.07% | 4.17% | 4.07% | 2.25% | -1.51% | 6.11% | 1.92% | 3.77% | -0.23% | 1.08% | 25.67% |
| 2024 | 3.52% | 3.33% | 3.51% | -5.12% | 1.39% | 0.58% | 4.08% | 1.72% | -0.07% | -5.61% | 2.87% | -1.53% | 8.35% |
| 2023 | 6.72% | -3.78% | 4.54% | -0.09% | 0.67% | 5.67% | 2.83% | -3.06% | -1.54% | -2.88% | 6.27% | 4.07% | 20.25% |
| 2022 | -5.18% | 0.36% | -2.01% | -7.49% | 0.22% | -7.60% | 5.94% | -3.30% | -8.50% | 1.34% | 9.98% | -0.26% | -16.76% |
| 2021 | -0.89% | 1.74% | 0.82% | -1.89% | 2.20% | -1.31% | -0.39% | 2.06% | 2.99% | -3.27% | -3.61% | 2.90% | 1.05% |
Benchmark Metrics
L&G Japan Equity UCITS ETF has an annualized alpha of 5.56%, beta of 0.37, and R2 of 0.15 versus S&P 500 Index. Calculated based on daily prices since November 09, 2018.
- This ETF participated in 73.07% of S&P 500 Index downside but only 64.84% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.37 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
- 5.56%
- Beta
- 0.37
- R²
- 0.15
- Upside Capture
- 64.84%
- Downside Capture
- 73.07%
Expense Ratio
LGJP.L has an expense ratio of 0.10%, which is considered low.
Return for Risk
Risk / Return Rank
LGJP.L ranks 60 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for L&G Japan Equity UCITS ETF (LGJP.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.
| LGJP.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.31 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 2.35 | +0.18 |
| Martin ratioReturn relative to average drawdown | 8.18 | 10.19 | -2.01 |
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 L&G Japan Equity 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 L&G Japan Equity UCITS ETF was 32.19%, occurring on Oct 19, 2022. Recovery took 343 trading sessions.
The current L&G Japan Equity UCITS ETF drawdown is 3.27%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-32.19%Oct 2022 | 1y 1mo | 1y 4mo | 2y 5moSep 2021 - Mar 2024 | Bear market2022 |
-27.31%Mar 2020 | 3mo | 6mo 4d | 9mo 4dDec 2019 - Sep 2020 | COVID crash2020 |
-14.30%Apr 2025 | 12d | 22d | 1mo 4dMar 2025 - Apr 2025 | 2025 selloff2025 |
-13.20%Mar 2026 | 1mo 9d | 2mo 21d | 4moFeb 2026 - Jun 2026 | — |
-11.76%Aug 2024 | 19d | 17d | 1mo 6dJul 2024 - Aug 2024 | — |
Drawdown Indicators
| LGJP.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.19% | -56.78% | +24.59% |
Max Drawdown (1Y)Largest decline over 1 year | -13.20% | -9.10% | -4.10% |
Max Drawdown (3Y)Largest decline over 3 years | -14.30% | -18.90% | +4.60% |
Max Drawdown (5Y)Largest decline over 5 years | -32.19% | -25.43% | -6.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -3.27% | -0.49% | -2.78% |
Average DrawdownAverage peak-to-trough decline | -7.57% | -10.70% | +3.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.08% | 2.09% | +1.99% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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