PortfoliosLab logoPortfoliosLab logo
CJPU.L vs. IJPE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CJPU.L vs. IJPE.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 iShares MSCI Japan EUR Hedged UCITS ETF Accumulating (IJPE.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

CJPU.L is traded in USD, while IJPE.L is traded in EUR. To make them comparable, the IJPE.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CJPU.L achieves a 12.44% return, which is significantly lower than IJPE.L's 13.81% return. Over the past 10 years, CJPU.L has underperformed IJPE.L with an annualized return of 8.85%, while IJPE.L has yielded a comparatively higher 14.15% annualized 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%

IJPE.L

1D
-2.41%
1M
-4.81%
6M
7.70%
YTD
13.81%
1Y
41.31%
3Y*
25.49%
5Y*
18.17%
10Y*
14.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CJPU.L
iShares MSCI Japan UCITS ETF USD (Acc)
12.44%26.13%7.33%20.25%-17.32%0.50%16.08%17.64%-13.50%24.10%
IJPE.L
iShares MSCI Japan EUR Hedged UCITS ETF Accumulating
13.81%44.44%14.53%37.02%-11.11%3.87%18.57%13.15%-20.81%35.54%

Correlation

The correlation between CJPU.L and IJPE.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.85

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

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2010

0.65

Over the past year, CJPU.L and IJPE.L have become more correlated (0.91) than their long-term average of 0.65, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

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


Return for Risk

CJPU.L vs. IJPE.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

IJPE.L
IJPE.L Risk / Return Rank: 8686
Overall Rank
IJPE.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IJPE.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
IJPE.L Omega Ratio Rank: 8383
Omega Ratio Rank
IJPE.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
IJPE.L Martin Ratio Rank: 8888
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. IJPE.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 iShares MSCI Japan EUR Hedged UCITS ETF Accumulating (IJPE.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.LIJPE.LDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.26

1.34

-0.08

Calmar ratioReturn relative to maximum drawdown

2.37

3.44

-1.07

Martin ratioReturn relative to average drawdown

7.70

11.26

-3.56

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

The current CJPU.L Sharpe Ratio is 1.39, which is comparable to the IJPE.L Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of CJPU.L and IJPE.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.


Loading charts...

Drawdowns

CJPU.L vs. IJPE.L - Drawdown Comparison

The maximum CJPU.L drawdown since its inception was -32.64%, smaller than the maximum IJPE.L drawdown of -40.48%. Use the drawdown chart below to compare losses from any high point for CJPU.L and IJPE.L.


Loading charts...

Drawdown Indicators


CJPU.LIJPE.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.64%

-40.48%

+7.84%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

-11.96%

-0.83%

Max Drawdown (3Y)

Largest decline over 3 years

-14.74%

-20.61%

+5.87%

Max Drawdown (5Y)

Largest decline over 5 years

-32.64%

-27.70%

-4.94%

Max Drawdown (10Y)

Largest decline over 10 years

-32.64%

-40.48%

+7.84%

Current Drawdown

Current decline from peak

-7.07%

-6.49%

-0.58%

Average Drawdown

Average peak-to-trough decline

-5.86%

-11.56%

+5.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

3.66%

+0.28%

Volatility

CJPU.L vs. IJPE.L - Volatility Comparison

The current volatility for iShares MSCI Japan UCITS ETF USD (Acc) (CJPU.L) is 7.14%, while iShares MSCI Japan EUR Hedged UCITS ETF Accumulating (IJPE.L) has a volatility of 7.63%. This indicates that CJPU.L experiences smaller price fluctuations and is considered to be less risky than IJPE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CJPU.LIJPE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

7.63%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

18.29%

17.88%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

21.85%

22.21%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.44%

20.97%

-2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.12%

19.99%

-2.87%

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

CJPU.L has a 0.12% expense ratio, which is lower than IJPE.L's 0.64% expense ratio.


Dividends

CJPU.L vs. IJPE.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, CJPU.L and IJPE.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 0.64% for IJPE.L.

CJPU.L tracks MSCI Japan Index (Net), while IJPE.L tracks MSCI Japan Index. Their fees differ too: 0.12% for CJPU.L and 0.64% for IJPE.L.

Portfolio Optimizer

Find the right allocation for CJPU.L and IJPE.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer