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Invesco MSCI Japan UCITS ETF (MXJP.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00B60SX287
WKNA0RGCR
IssuerInvesco
Inception DateApr 2, 2009
CategoryJapan Equities
Leveraged1x
Index TrackedTOPIX TR JPY
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

MXJP.L has an expense ratio of 0.19%, which is considered low compared to other funds.


Expense ratio chart for MXJP.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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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: MXJP.L vs. LGJG.L, MXJP.L vs. LCJP.L, MXJP.L vs. VJPA.L, MXJP.L vs. SJPA.L

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
2.94%
14.80%
MXJP.L (Invesco MSCI Japan UCITS ETF)
Benchmark (^GSPC)

Returns By Period

Invesco MSCI Japan UCITS ETF had a return of 8.93% year-to-date (YTD) and 17.45% in the last 12 months. Over the past 10 years, Invesco MSCI Japan UCITS ETF had an annualized return of 5.76%, while the S&P 500 had an annualized return of 11.41%, indicating that Invesco MSCI Japan UCITS ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date8.93%25.70%
1 month-2.23%3.51%
6 months2.94%14.80%
1 year17.45%37.91%
5 years (annualized)4.99%14.18%
10 years (annualized)5.76%11.41%

Monthly Returns

The table below presents the monthly returns of MXJP.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.81%3.46%3.39%-5.18%1.45%0.56%3.50%1.58%-0.45%-5.47%8.93%
20236.92%-3.88%4.56%-0.22%0.84%5.76%2.75%-3.21%-1.71%-2.80%6.51%4.09%20.47%
2022-6.00%0.42%-1.79%-7.60%0.10%-7.79%6.22%-3.42%-8.69%1.63%9.92%-0.42%-17.61%
2021-0.85%1.79%0.59%-1.79%2.04%-1.27%-0.31%1.95%2.92%-3.23%-3.47%3.26%1.35%
2020-2.04%-10.04%-4.35%4.08%6.54%1.00%-1.48%6.55%2.09%-1.61%11.51%4.73%16.23%
20196.14%0.47%0.51%1.29%-4.75%4.42%0.13%-1.69%5.18%3.32%1.73%0.53%18.11%
20184.54%-2.13%-1.53%0.83%-2.15%-2.02%1.11%-0.92%3.84%-9.05%0.62%-6.77%-13.56%
20172.79%1.96%0.11%0.93%2.70%1.02%2.11%-0.08%1.87%5.25%2.54%0.77%24.18%
2016-6.57%-3.63%4.58%-0.39%3.20%-1.99%5.14%1.36%2.63%0.54%-1.17%-0.71%2.37%
20151.90%6.93%1.43%3.29%0.41%-0.83%0.64%-4.91%-7.60%8.73%0.08%-0.69%8.62%
2014-6.10%1.78%-2.10%-2.94%5.01%4.81%-0.14%-2.05%-0.26%1.99%-3.03%-1.97%-5.45%
20133.34%2.12%5.29%8.90%-6.43%3.46%-0.32%-2.93%9.05%0.52%1.32%1.12%27.28%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MXJP.L is 30, suggesting that the investment has average results relative to other ETFs 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 MXJP.L is 3030
Combined Rank
The Sharpe Ratio Rank of MXJP.L is 2626Sharpe Ratio Rank
The Sortino Ratio Rank of MXJP.L is 2424Sortino Ratio Rank
The Omega Ratio Rank of MXJP.L is 2828Omega Ratio Rank
The Calmar Ratio Rank of MXJP.L is 4242Calmar Ratio Rank
The Martin Ratio Rank of MXJP.L is 2929Martin 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 UCITS ETF (MXJP.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


MXJP.L
Sharpe ratio
The chart of Sharpe ratio for MXJP.L, currently valued at 1.05, compared to the broader market-2.000.002.004.006.001.05
Sortino ratio
The chart of Sortino ratio for MXJP.L, currently valued at 1.48, compared to the broader market-2.000.002.004.006.008.0010.0012.001.48
Omega ratio
The chart of Omega ratio for MXJP.L, currently valued at 1.21, compared to the broader market1.001.502.002.503.001.21
Calmar ratio
The chart of Calmar ratio for MXJP.L, currently valued at 1.21, compared to the broader market0.005.0010.0015.001.21
Martin ratio
The chart of Martin ratio for MXJP.L, currently valued at 4.81, compared to the broader market0.0020.0040.0060.0080.00100.004.81
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market-2.000.002.004.006.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market-2.000.002.004.006.008.0010.0012.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market1.001.502.002.503.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0020.0040.0060.0080.00100.0019.39

Sharpe Ratio

The current Invesco MSCI Japan UCITS ETF Sharpe ratio is 1.05. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco MSCI Japan UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.05
2.97
MXJP.L (Invesco MSCI Japan UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Invesco MSCI Japan UCITS ETF doesn't pay dividends

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.62%
0
MXJP.L (Invesco MSCI Japan UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco MSCI Japan 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 MSCI Japan UCITS ETF was 32.48%, occurring on Oct 19, 2022. Recovery took 345 trading sessions.

The current Invesco MSCI Japan UCITS ETF drawdown is 4.62%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.48%Sep 17, 2021273Oct 19, 2022345Mar 1, 2024618
-29.83%Jan 24, 2018540Mar 12, 2020155Nov 6, 2020695
-22.2%Apr 29, 2015202Feb 12, 2016264Mar 1, 2017466
-14.96%May 23, 201310Jun 6, 2013270Jul 1, 2014280
-14.95%Apr 3, 201212Jun 1, 201250Feb 8, 201362

Volatility

Volatility Chart

The current Invesco MSCI Japan UCITS ETF volatility is 4.22%, 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%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.22%
3.92%
MXJP.L (Invesco MSCI Japan UCITS ETF)
Benchmark (^GSPC)