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CJPU.L vs. ESGJ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CJPU.L vs. ESGJ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Japan UCITS ETF USD (Acc) (CJPU.L) and Invesco MSCI Japan Universal Screened UCITS ETF USD (Acc) (ESGJ.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CJPU.L achieves a 12.44% return, which is significantly lower than ESGJ.L's 17.08% return.


CJPU.L

1D
-2.51%
1M
-5.70%
6M
6.20%
YTD
12.44%
1Y
30.44%
3Y*
16.15%
5Y*
8.69%
10Y*
8.85%

ESGJ.L

1D
1.13%
1M
-0.89%
6M
10.84%
YTD
17.08%
1Y
36.09%
3Y*
19.65%
5Y*
9.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CJPU.L vs. ESGJ.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CJPU.L
iShares MSCI Japan UCITS ETF USD (Acc)
12.44%26.13%7.33%20.25%-17.32%0.02%
ESGJ.L
Invesco MSCI Japan Universal Screened UCITS ETF USD (Acc)
17.08%27.11%8.02%19.45%-17.71%-1.77%

Correlation

The correlation between CJPU.L and ESGJ.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Jan 8, 2021

0.96

The correlation between CJPU.L and ESGJ.L has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

CJPU.L vs. ESGJ.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CJPU.L
CJPU.L Risk / Return Rank: 5858
Overall Rank
CJPU.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CJPU.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
CJPU.L Omega Ratio Rank: 5454
Omega Ratio Rank
CJPU.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
CJPU.L Martin Ratio Rank: 5959
Martin Ratio Rank

ESGJ.L
ESGJ.L Risk / Return Rank: 7171
Overall Rank
ESGJ.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ESGJ.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
ESGJ.L Omega Ratio Rank: 7171
Omega Ratio Rank
ESGJ.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
ESGJ.L Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CJPU.L vs. ESGJ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan UCITS ETF USD (Acc) (CJPU.L) and Invesco MSCI Japan Universal Screened UCITS ETF USD (Acc) (ESGJ.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


CJPU.LESGJ.LDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.26

1.31

-0.05

Calmar ratioReturn relative to maximum drawdown

2.37

2.84

-0.48

Martin ratioReturn relative to average drawdown

7.70

9.02

-1.32

CJPU.L vs. ESGJ.L - Sharpe Ratio Comparison

The current CJPU.L Sharpe Ratio is 1.39, which is comparable to the ESGJ.L Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of CJPU.L and ESGJ.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CJPU.L vs. ESGJ.L - Drawdown Comparison

The maximum CJPU.L drawdown since its inception was -32.64%, roughly equal to the maximum ESGJ.L drawdown of -33.20%. Use the drawdown chart below to compare losses from any high point for CJPU.L and ESGJ.L.


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Drawdown Indicators


CJPU.LESGJ.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.64%

-33.20%

+0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

-12.73%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-14.74%

-14.67%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-32.64%

-33.20%

+0.56%

Max Drawdown (10Y)

Largest decline over 10 years

-32.64%

Current Drawdown

Current decline from peak

-7.07%

-2.30%

-4.77%

Average Drawdown

Average peak-to-trough decline

-5.86%

-9.47%

+3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

4.02%

-0.08%

Volatility

CJPU.L vs. ESGJ.L - Volatility Comparison

iShares MSCI Japan UCITS ETF USD (Acc) (CJPU.L) has a higher volatility of 7.14% compared to Invesco MSCI Japan Universal Screened UCITS ETF USD (Acc) (ESGJ.L) at 6.67%. This indicates that CJPU.L's price experiences larger fluctuations and is considered to be riskier than ESGJ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CJPU.LESGJ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

6.67%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

18.29%

17.62%

+0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

21.85%

21.34%

+0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.44%

18.75%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.12%

18.43%

-1.31%

CJPU.L vs. ESGJ.L - Expense Ratio Comparison

CJPU.L has a 0.12% expense ratio, which is lower than ESGJ.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CJPU.L vs. ESGJ.L - Dividend Comparison

Neither CJPU.L nor ESGJ.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, CJPU.L and ESGJ.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, CJPU.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CJPU.L is cheaper with a 0.12% expense ratio, compared with 0.15% for ESGJ.L.

CJPU.L tracks MSCI Japan Index (Net), while ESGJ.L tracks MSCI Japan Universal Select Business Screens Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.12% for CJPU.L and 0.15% for ESGJ.L.

Portfolio Optimizer

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