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CRQ.NEO vs. CJP.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRQ.NEO vs. CJP.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Canadian Fundamental Index ETF (CRQ.NEO) and iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CRQ.NEO achieves a 17.22% return, which is significantly lower than CJP.NEO's 19.29% return. Over the past 10 years, CRQ.NEO has underperformed CJP.NEO with an annualized return of 13.46%, while CJP.NEO has yielded a comparatively higher 15.86% annualized return.


CRQ.NEO

1D
1.11%
1M
4.70%
YTD
17.22%
6M
20.22%
1Y
44.45%
3Y*
26.75%
5Y*
17.85%
10Y*
13.46%

CJP.NEO

1D
0.00%
1M
7.91%
YTD
19.29%
6M
21.96%
1Y
53.24%
3Y*
30.45%
5Y*
22.91%
10Y*
15.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRQ.NEO vs. CJP.NEO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRQ.NEO
iShares Canadian Fundamental Index ETF
17.22%31.87%22.17%9.76%0.89%33.95%-2.73%19.66%-10.18%6.98%
CJP.NEO
iShares Japan Fundamental Index ETF (CAD-Hedged)
19.29%30.67%26.74%35.03%3.67%18.19%0.18%13.12%-17.35%21.33%

Correlation

The correlation between CRQ.NEO and CJP.NEO is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.41

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

0.43

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

0.50

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2009

0.45

The correlation between CRQ.NEO and CJP.NEO has been stable across timeframes, ranging from 0.41 to 0.50 - a consistent structural relationship.

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Return for Risk

CRQ.NEO vs. CJP.NEO — Risk / Return Rank

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

CRQ.NEO
CRQ.NEO Risk / Return Rank: 9696
Overall Rank
CRQ.NEO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
CRQ.NEO Sortino Ratio Rank: 9797
Sortino Ratio Rank
CRQ.NEO Omega Ratio Rank: 9898
Omega Ratio Rank
CRQ.NEO Calmar Ratio Rank: 9393
Calmar Ratio Rank
CRQ.NEO Martin Ratio Rank: 9595
Martin Ratio Rank

CJP.NEO
CJP.NEO Risk / Return Rank: 8888
Overall Rank
CJP.NEO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CJP.NEO Sortino Ratio Rank: 8989
Sortino Ratio Rank
CJP.NEO Omega Ratio Rank: 8989
Omega Ratio Rank
CJP.NEO Calmar Ratio Rank: 8787
Calmar Ratio Rank
CJP.NEO Martin Ratio Rank: 8787
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.

CRQ.NEO vs. CJP.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Canadian Fundamental Index ETF (CRQ.NEO) and iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO). 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.


CRQ.NEOCJP.NEODifference
Sharpe ratioReturn per unit of total volatility

+1.54

Sortino ratioReturn per unit of downside risk

+2.36

Omega ratioGain probability vs. loss probability

2.03

1.56

+0.47

Calmar ratioReturn relative to maximum drawdown

6.53

4.87

+1.66

Martin ratioReturn relative to average drawdown

31.92

18.49

+13.42

CRQ.NEO vs. CJP.NEO - Sharpe Ratio Comparison

The current CRQ.NEO Sharpe Ratio is 4.55, which is higher than the CJP.NEO Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of CRQ.NEO and CJP.NEO, 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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Sharpe Ratios by Period


CRQ.NEOCJP.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.55

3.02

+1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.45

1.26

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.81

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.45

+0.25

Drawdowns

CRQ.NEO vs. CJP.NEO - Drawdown Comparison

The maximum CRQ.NEO drawdown since its inception was -41.75%, which is greater than CJP.NEO's maximum drawdown of -38.36%. Use the drawdown chart below to compare losses from any high point for CRQ.NEO and CJP.NEO.


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Drawdown Indicators


CRQ.NEOCJP.NEODifference

Max Drawdown

Largest peak-to-trough decline

-41.75%

-38.36%

-3.39%

Max Drawdown (1Y)

Largest decline over 1 year

-6.84%

-10.99%

+4.15%

Max Drawdown (3Y)

Largest decline over 3 years

-11.70%

-20.86%

+9.16%

Max Drawdown (5Y)

Largest decline over 5 years

-15.82%

-20.86%

+5.04%

Max Drawdown (10Y)

Largest decline over 10 years

-41.75%

-37.75%

-4.00%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.62%

-11.16%

+5.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

2.89%

-1.49%

Volatility

CRQ.NEO vs. CJP.NEO - Volatility Comparison

iShares Canadian Fundamental Index ETF (CRQ.NEO) has a higher volatility of 3.13% compared to iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO) at 2.97%. This indicates that CRQ.NEO's price experiences larger fluctuations and is considered to be riskier than CJP.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRQ.NEOCJP.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.13%

2.97%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

8.07%

12.94%

-4.87%

Volatility (1Y)

Calculated over the trailing 1-year period

9.81%

17.80%

-7.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.42%

18.27%

-5.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.27%

19.60%

-3.33%

CRQ.NEO vs. CJP.NEO - Expense Ratio Comparison

CRQ.NEO has a 0.72% expense ratio, which is higher than CJP.NEO's 0.71% expense ratio.


Dividends

CRQ.NEO vs. CJP.NEO - Dividend Comparison

CRQ.NEO's dividend yield for the trailing twelve months is around 1.87%, more than CJP.NEO's 1.24% yield.


PositionTTM20252024202320222021202020192018201720162015
CJP.NEO
iShares Japan Fundamental Index ETF (CAD-Hedged)
1.24%1.48%1.71%1.24%1.96%1.56%1.97%2.42%2.38%1.48%0.97%0.84%
CRQ.NEO
iShares Canadian Fundamental Index ETF
1.87%2.18%2.72%2.97%2.90%2.17%2.98%2.71%2.46%1.91%1.89%3.09%

Frequently Asked Questions


CRQ.NEO and CJP.NEO have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CJP.NEO is cheaper at 0.71% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CJP.NEO is cheaper with a 0.71% expense ratio, compared with 0.72% for CRQ.NEO.

CRQ.NEO is categorized as Canada Equities, while CJP.NEO is Japan Equities. CRQ.NEO tracks FTSE RAFI Canada Index, while CJP.NEO tracks FTSE RAFI Japan Canadian Dollar Hedged Index. Their fees differ too: 0.72% for CRQ.NEO and 0.71% for CJP.NEO.

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