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CJPU.L vs. N400.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CJPU.L vs. N400.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 JPX-Nikkei 400 UCITS ETF JPY (Acc) (N400.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with CJPU.L having a 12.44% return and N400.L slightly higher at 12.82%. Both investments have delivered pretty close results over the past 10 years, with CJPU.L having a 8.85% annualized return and N400.L not far ahead at 8.89%.


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%

N400.L

1D
-1.96%
1M
-4.21%
6M
6.64%
YTD
12.82%
1Y
28.96%
3Y*
16.02%
5Y*
8.89%
10Y*
8.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CJPU.L vs. N400.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%
N400.L
Invesco JPX-Nikkei 400 UCITS ETF JPY (Acc)
12.82%25.87%6.53%20.26%-15.79%-0.37%15.93%17.97%-14.20%24.80%

Correlation

The correlation between CJPU.L and N400.L is 0.98 - 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

0.98

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

0.98

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2014

0.91

The correlation between CJPU.L and N400.L has been stable across timeframes, ranging from 0.91 to 0.98 - a consistent structural relationship.

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Return for Risk

CJPU.L vs. N400.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

N400.L
N400.L Risk / Return Rank: 5959
Overall Rank
N400.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
N400.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
N400.L Omega Ratio Rank: 5656
Omega Ratio Rank
N400.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
N400.L Martin Ratio Rank: 6262
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. N400.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 JPX-Nikkei 400 UCITS ETF JPY (Acc) (N400.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.LN400.LDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.26

1.26

0.00

Calmar ratioReturn relative to maximum drawdown

2.37

2.45

-0.08

Martin ratioReturn relative to average drawdown

7.70

8.00

-0.30

CJPU.L vs. N400.L - Sharpe Ratio Comparison

The current CJPU.L Sharpe Ratio is 1.39, which is comparable to the N400.L Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of CJPU.L and N400.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. N400.L - Drawdown Comparison

The maximum CJPU.L drawdown since its inception was -32.64%, roughly equal to the maximum N400.L drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for CJPU.L and N400.L.


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Drawdown Indicators


CJPU.LN400.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.64%

-32.66%

+0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

-11.77%

-1.02%

Max Drawdown (3Y)

Largest decline over 3 years

-14.74%

-14.55%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-32.64%

-32.66%

+0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-32.64%

-32.66%

+0.02%

Current Drawdown

Current decline from peak

-7.07%

-5.24%

-1.83%

Average Drawdown

Average peak-to-trough decline

-5.86%

-8.10%

+2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

3.61%

+0.33%

Volatility

CJPU.L vs. N400.L - Volatility Comparison

iShares MSCI Japan UCITS ETF USD (Acc) (CJPU.L) has a higher volatility of 7.14% compared to Invesco JPX-Nikkei 400 UCITS ETF JPY (Acc) (N400.L) at 6.36%. This indicates that CJPU.L's price experiences larger fluctuations and is considered to be riskier than N400.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.LN400.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

6.36%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

18.29%

17.44%

+0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

21.85%

20.69%

+1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.44%

17.96%

+0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.12%

16.94%

+0.18%

CJPU.L vs. N400.L - Expense Ratio Comparison

CJPU.L has a 0.12% expense ratio, which is lower than N400.L's 0.19% 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. N400.L - Dividend Comparison

Neither CJPU.L nor N400.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, CJPU.L and N400.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 0.19% for N400.L.

CJPU.L tracks MSCI Japan Index (Net), while N400.L tracks JPX-Nikkei Index 400. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.12% for CJPU.L and 0.19% for N400.L.

Portfolio Optimizer

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