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

Performance

CNKY.L vs. CJPU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Nikkei 225 UCITS ETF (Acc) (CNKY.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CJPU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, CNKY.L achieves a 24.28% return, which is significantly higher than CJPU.L's 12.60% return. Over the past 10 years, CNKY.L has outperformed CJPU.L with an annualized return of 10.82%, while CJPU.L has yielded a comparatively lower 8.56% annualized return.


CNKY.L

1D
-2.58%
1M
-10.11%
6M
17.04%
YTD
24.28%
1Y
48.80%
3Y*
19.24%
5Y*
11.27%
10Y*
10.82%

CJPU.L

1D
-2.34%
1M
-6.86%
6M
5.58%
YTD
12.60%
1Y
30.09%
3Y*
14.94%
5Y*
9.18%
10Y*
8.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CNKY.L
iShares Nikkei 225 UCITS ETF (Acc)
24.28%20.64%9.15%15.02%-10.53%-4.18%21.18%16.38%-3.99%14.19%
CJPU.L
iShares MSCI Japan UCITS ETF USD (Acc)
12.60%17.14%9.20%14.24%-7.49%1.45%12.67%13.16%-8.37%13.37%

Correlation

The correlation between CNKY.L and CJPU.L is 0.84, 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

0.84

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

0.85

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

0.86

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

0.86

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2010

0.66

The correlation between CNKY.L and CJPU.L shifts across timeframes, from 0.66 (all time) to 0.86 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

CNKY.L
CNKY.L Risk / Return Rank: 7575
Overall Rank
CNKY.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
CNKY.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
CNKY.L Omega Ratio Rank: 6868
Omega Ratio Rank
CNKY.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
CNKY.L Martin Ratio Rank: 7171
Martin Ratio Rank

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
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Nikkei 225 UCITS ETF (Acc) (CNKY.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CJPU.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.


CNKY.LCJPU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.57

Omega ratioGain probability vs. loss probability

1.32

1.27

+0.05

Calmar ratioReturn relative to maximum drawdown

3.60

2.84

+0.76

Martin ratioReturn relative to average drawdown

9.98

8.61

+1.38

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

The current CNKY.L Sharpe Ratio is 1.93, which is higher than the CJPU.L Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of CNKY.L and CJPU.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

CNKY.L vs. CJPU.L - Drawdown Comparison

The maximum CNKY.L drawdown since its inception was -99.40%, which is greater than CJPU.L's maximum drawdown of -24.62%. Use the drawdown chart below to compare losses from any high point for CNKY.L and CJPU.L.


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Drawdown Indicators


CNKY.LCJPU.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.40%

-24.62%

-74.78%

Max Drawdown (1Y)

Largest decline over 1 year

-13.49%

-10.54%

-2.95%

Max Drawdown (3Y)

Largest decline over 3 years

-19.39%

-14.29%

-5.10%

Max Drawdown (5Y)

Largest decline over 5 years

-20.83%

-18.51%

-2.32%

Max Drawdown (10Y)

Largest decline over 10 years

-23.61%

-24.62%

+1.01%

Current Drawdown

Current decline from peak

-96.84%

-8.44%

-88.40%

Average Drawdown

Average peak-to-trough decline

-95.12%

-6.35%

-88.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

3.49%

+1.39%

Volatility

CNKY.L vs. CJPU.L - Volatility Comparison

iShares Nikkei 225 UCITS ETF (Acc) (CNKY.L) has a higher volatility of 9.61% compared to iShares MSCI Japan UCITS ETF USD (Acc) (CJPU.L) at 6.83%. This indicates that CNKY.L's price experiences larger fluctuations and is considered to be riskier than CJPU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNKY.LCJPU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.61%

6.83%

+2.78%

Volatility (6M)

Calculated over the trailing 6-month period

20.80%

17.53%

+3.27%

Volatility (1Y)

Calculated over the trailing 1-year period

25.22%

20.79%

+4.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.46%

17.07%

+1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.49%

16.77%

+0.72%

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

CNKY.L has a 0.48% expense ratio, which is higher than CJPU.L's 0.12% expense ratio.


Dividends

CNKY.L vs. CJPU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CNKY.L and CJPU.L have a correlation of 0.84, 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 0.48% for CNKY.L.

CNKY.L tracks TOPIX TR JPY, while CJPU.L tracks MSCI Japan Index (Net). Their fees differ too: 0.48% for CNKY.L and 0.12% for CJPU.L.

Portfolio Optimizer

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