- 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
SUJP.L Performance Chart
iShares MSCI Japan SRI UCITS ETF (SUJP.L) is up 7.7% since the beginning of the year. SUJP.L is currently trading at $9 per share. Investors who bought $1,000 worth of SUJP.L shares 5 years ago would now be looking at an investment worth $1,240.
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Returns By Period
iShares MSCI Japan SRI UCITS ETF (SUJP.L) has returned 7.69% so far this year and 20.59% over the past 12 months.
iShares MSCI Japan SRI UCITS ETF
- 1D
- 0.56%
- 1M
- 3.94%
- 6M
- 3.58%
- YTD
- 7.69%
- 1Y
- 20.59%
- 3Y*
- 10.73%
- 5Y*
- 4.40%
- 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%
SUJP.L Monthly Returns History
Based on dividend-adjusted daily data since Mar 3, 2017, SUJP.L's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, an investment would double in approximately 9.7 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +12.9%, while the worst month was Oct 2018 at -10.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, SUJP.L closed higher 49% of trading days. The best single day was Mar 24, 2020 with a return of +8.4%, while the worst single day was Mar 12, 2020 at -12.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.56% | 3.67% | -9.36% | 2.27% | 5.67% | 0.47% | 3.94% | 7.69% | |||||
| 2025 | 4.01% | -0.69% | -0.14% | 3.74% | 2.81% | 1.56% | -1.41% | 2.21% | 0.64% | 3.79% | 0.85% | 0.36% | 19.03% |
| 2024 | 2.21% | -0.58% | 2.32% | -3.97% | 1.47% | 1.74% | 5.00% | 2.45% | 0.13% | -7.16% | 2.43% | -2.51% | 2.95% |
| 2023 | 7.01% | -4.28% | 3.80% | 0.61% | -0.68% | 3.78% | 0.91% | -3.46% | -2.80% | -2.88% | 6.93% | 4.78% | 13.59% |
| 2022 | -5.90% | 0.82% | -2.79% | -7.29% | -0.08% | -8.13% | 6.81% | -4.15% | -8.22% | 0.37% | 10.40% | -0.13% | -18.40% |
| 2021 | -0.89% | 0.16% | 1.30% | -2.32% | 1.66% | -0.48% | -0.55% | 4.29% | 1.90% | -2.65% | -4.20% | 2.77% | 0.65% |
Benchmark Metrics
iShares MSCI Japan SRI UCITS ETF has an annualized alpha of 1.95%, beta of 0.44, and R2 of 0.22 versus S&P 500 Index. Calculated based on daily prices since March 03, 2017.
- This ETF participated in 77.89% of S&P 500 Index downside but only 60.55% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.44 may look defensive, but with R2 of 0.22 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 0.22 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
- 1.95%
- Beta
- 0.44
- R²
- 0.22
- Upside Capture
- 60.55%
- Downside Capture
- 77.89%
Expense Ratio
SUJP.L has an expense ratio of 0.20%, which is considered low.
Return for Risk
Risk / Return Rank
SUJP.L ranks 34 for risk / return — below 34% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares MSCI Japan SRI UCITS ETF (SUJP.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.
| SUJP.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.31 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 2.35 | -0.76 |
| Martin ratioReturn relative to average drawdown | 4.56 | 10.19 | -5.63 |
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 34.36%, occurring on Oct 19, 2022. Recovery took 709 trading sessions.
The current iShares MSCI Japan SRI UCITS ETF drawdown is 1.32%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-34.36%Oct 2022 | 1y 1mo | 2y 9mo | 3y 11moSep 2021 - Aug 2025 | Bear market2022 |
-26.85%Mar 2020 | 1mo 4d | 7mo 28d | 9mo 2dFeb 2020 - Nov 2020 | COVID crash2020 |
-22.24%Dec 2018 | 10mo 29d | 11mo 17d | 1y 10moJan 2018 - Dec 2019 | Rate-hike selloffLate 2018 |
-12.70%Mar 2026 | 1mo 13d | 3mo 11d | 4mo 24dFeb 2026 - Jul 2026 | — |
-9.17%May 2021 | 2mo 26d | 3mo 23d | 6mo 19dFeb 2021 - Sep 2021 | — |
Drawdown Indicators
| SUJP.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.36% | -56.78% | +22.42% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -9.10% | -3.60% |
Max Drawdown (3Y)Largest decline over 3 years | -14.85% | -18.90% | +4.05% |
Max Drawdown (5Y)Largest decline over 5 years | -34.36% | -25.43% | -8.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.32% | -0.49% | -0.83% |
Average DrawdownAverage peak-to-trough decline | -10.13% | -10.70% | +0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.43% | 2.09% | +2.34% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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