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

Performance

CJPU.L vs. SUJP.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 SRI UCITS ETF USD (Acc) (SUJP.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 higher than SUJP.L's 6.49% 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%

SUJP.L

1D
-1.34%
1M
1.49%
6M
2.90%
YTD
6.49%
1Y
17.35%
3Y*
9.87%
5Y*
4.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CJPU.L vs. SUJP.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%18.39%
SUJP.L
iShares MSCI Japan SRI UCITS ETF USD (Acc)
6.49%19.03%2.95%13.59%-18.40%0.65%17.90%22.23%-13.97%18.11%

Correlation

The correlation between CJPU.L and SUJP.L is 0.86, 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

0.86

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

0.92

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

0.94

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2017

0.93

The correlation between CJPU.L and SUJP.L has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.

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Return for Risk

CJPU.L vs. SUJP.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

SUJP.L
SUJP.L Risk / Return Rank: 3232
Overall Rank
SUJP.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SUJP.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
SUJP.L Omega Ratio Rank: 3131
Omega Ratio Rank
SUJP.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
SUJP.L Martin Ratio Rank: 3434
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. SUJP.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 SRI UCITS ETF USD (Acc) (SUJP.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.LSUJP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.76

Omega ratioGain probability vs. loss probability

1.26

1.16

+0.10

Calmar ratioReturn relative to maximum drawdown

2.37

1.36

+1.01

Martin ratioReturn relative to average drawdown

7.70

3.91

+3.80

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

The current CJPU.L Sharpe Ratio is 1.39, which is higher than the SUJP.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of CJPU.L and SUJP.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. SUJP.L - Drawdown Comparison

The maximum CJPU.L drawdown since its inception was -32.64%, smaller than the maximum SUJP.L drawdown of -34.36%. Use the drawdown chart below to compare losses from any high point for CJPU.L and SUJP.L.


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Drawdown Indicators


CJPU.LSUJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.64%

-34.36%

+1.72%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

-12.70%

-0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-14.74%

-14.85%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-32.64%

-34.36%

+1.72%

Max Drawdown (10Y)

Largest decline over 10 years

-32.64%

Current Drawdown

Current decline from peak

-7.07%

-2.42%

-4.65%

Average Drawdown

Average peak-to-trough decline

-5.86%

-10.13%

+4.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

4.43%

-0.49%

Volatility

CJPU.L vs. SUJP.L - Volatility Comparison

iShares MSCI Japan UCITS ETF USD (Acc) (CJPU.L) has a higher volatility of 7.14% compared to iShares MSCI Japan SRI UCITS ETF USD (Acc) (SUJP.L) at 5.44%. This indicates that CJPU.L's price experiences larger fluctuations and is considered to be riskier than SUJP.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.LSUJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

5.44%

+1.70%

Volatility (6M)

Calculated over the trailing 6-month period

18.29%

16.72%

+1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

21.85%

20.47%

+1.38%

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%

17.54%

-0.42%

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

CJPU.L has a 0.12% expense ratio, which is lower than SUJP.L's 0.20% 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. SUJP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CJPU.L and SUJP.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.20% for SUJP.L.

CJPU.L tracks MSCI Japan Index (Net), while SUJP.L tracks MSCI Japan SRI Select Reduced Fossil Fuel Index (USD). Their fees differ too: 0.12% for CJPU.L and 0.20% for SUJP.L.

Portfolio Optimizer

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