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

Performance

CSJP.L vs. CJPU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.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

CSJP.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

The year-to-date returns for both investments are quite close, with CSJP.L having a 12.42% return and CJPU.L slightly higher at 12.60%. Both investments have delivered pretty close results over the past 10 years, with CSJP.L having a 8.59% annualized return and CJPU.L not far behind at 8.56%.


CSJP.L

1D
-2.12%
1M
-6.12%
6M
5.57%
YTD
12.42%
1Y
30.00%
3Y*
15.02%
5Y*
9.21%
10Y*
8.59%

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)

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


2026 (YTD)202520242023202220212020201920182017
CSJP.L
iShares MSCI Japan UCITS ETF USD (Acc)
12.42%17.48%9.01%13.68%-7.33%1.76%12.16%13.94%-8.52%13.00%
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 CSJP.L and CJPU.L is 0.96 - 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

0.96

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

0.95

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

0.94

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

0.92

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2010

0.72

Over the past year, CSJP.L and CJPU.L have become more correlated (0.96) than their long-term average of 0.72, meaning their price movements have been converging.

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Return for Risk

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

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

CSJP.L
CSJP.L Risk / Return Rank: 6262
Overall Rank
CSJP.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
CSJP.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
CSJP.L Omega Ratio Rank: 6060
Omega Ratio Rank
CSJP.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
CSJP.L Martin Ratio Rank: 6363
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.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.


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

+0.08

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.28

1.27

+0.01

Calmar ratioReturn relative to maximum drawdown

2.85

2.84

0.00

Martin ratioReturn relative to average drawdown

8.52

8.61

-0.08

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

The current CSJP.L Sharpe Ratio is 1.53, which is comparable to the CJPU.L Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of CSJP.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

CSJP.L vs. CJPU.L - Drawdown Comparison

The maximum CSJP.L drawdown since its inception was -36.79%, 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 CSJP.L and CJPU.L.


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Drawdown Indicators


CSJP.LCJPU.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.79%

-24.62%

-12.17%

Max Drawdown (1Y)

Largest decline over 1 year

-10.49%

-10.54%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-14.32%

-14.29%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-18.68%

-18.51%

-0.17%

Max Drawdown (10Y)

Largest decline over 10 years

-24.31%

-24.62%

+0.31%

Current Drawdown

Current decline from peak

-8.40%

-8.44%

+0.04%

Average Drawdown

Average peak-to-trough decline

-9.91%

-6.35%

-3.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

3.49%

+0.02%

Volatility

CSJP.L vs. CJPU.L - Volatility Comparison

iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CJPU.L) have volatilities of 6.52% and 6.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSJP.LCJPU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.52%

6.83%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

16.32%

17.53%

-1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

19.60%

20.79%

-1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.18%

17.07%

-0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.00%

16.77%

-0.77%

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

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


Dividends

CSJP.L vs. CJPU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, CSJP.L and CJPU.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 0.48% for CSJP.L.

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

Portfolio Optimizer

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

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

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