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

CSJP.L vs. VUAG.L

Last updated Jun 5, 2026

CSJP.L (iShares MSCI Japan UCITS ETF USD (Acc)) and VUAG.L (Vanguard S&P 500 UCITS ETF (USD) Accumulating) are both exchange-traded funds - CSJP.L is a Japan Equities fund tracking the TOPIX TR JPY, while VUAG.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, CSJP.L returned 10.06%/yr vs 14.93%/yr for VUAG.L. A 0.57 correlation means they provide meaningful diversification when combined. CSJP.L charges 0.48%/yr vs 0.07%/yr for VUAG.L.

Performance

CSJP.L vs. VUAG.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 Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.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 VUAG.L is traded in GBP. To make them comparable, the VUAG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CSJP.L achieves a 16.41% return, which is significantly higher than VUAG.L's 10.56% return.

CSJP.L

1D
-0.24%
1M
6.26%
YTD
16.41%
6M
15.60%
1Y
34.17%
3Y*
15.57%
5Y*
10.06%
10Y*
10.09%

VUAG.L

1D
0.06%
1M
5.53%
YTD
10.56%
6M
10.46%
1Y
29.14%
3Y*
19.03%
5Y*
14.93%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022202120202019
CSJP.L
iShares MSCI Japan UCITS ETF USD (Acc)		16.41%17.48%9.01%13.68%-7.33%1.76%12.16%8.13%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating		10.56%9.36%27.33%19.67%-8.88%30.97%201.05%9.30%

Correlation

The correlation between CSJP.L and VUAG.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.47

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

0.48

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

0.52

Correlation (All Time)
Calculated using the full available price history since May 17, 2019

0.57

The correlation between CSJP.L and VUAG.L has been stable across timeframes, ranging from 0.47 to 0.57 - a consistent structural relationship.

CSJP.L vs. VUAG.L - Sectors Allocation Comparison

Sectors
CSJP.L
VUAG.L

Industrials

24.5%
8.3%

Technology

20.8%
35.7%

Financial Services

17.8%
11.6%

Consumer Cyclical

11.9%
10.2%

Communication Services

8.8%
11.3%

Healthcare

5.9%
8.5%

Consumer Defensive

3.5%
4.9%

Basic Materials

3.0%
1.8%

Real Estate

1.9%
1.9%

Utilities

1.0%
2.4%

Energy

1.0%
3.5%

Industrials

CSJP.L
24.5%
VUAG.L
8.3%

Technology

CSJP.L
20.8%
VUAG.L
35.7%

Financial Services

CSJP.L
17.8%
VUAG.L
11.6%

Consumer Cyclical

CSJP.L
11.9%
VUAG.L
10.2%

Communication Services

CSJP.L
8.8%
VUAG.L
11.3%

Healthcare

CSJP.L
5.9%
VUAG.L
8.5%

Consumer Defensive

CSJP.L
3.5%
VUAG.L
4.9%

Basic Materials

CSJP.L
3.0%
VUAG.L
1.8%

Real Estate

CSJP.L
1.9%
VUAG.L
1.9%

Utilities

CSJP.L
1.0%
VUAG.L
2.4%

Energy

CSJP.L
1.0%
VUAG.L
3.5%

Compare stocks, funds, or ETFs

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iShares MSCI Japan UCITS ETF USD (Acc)

Vanguard S&P 500 UCITS ETF (USD) Accumulating

Often compared with CSJP.L:
CSJP.L vs. SJPA.LCSJP.L vs. LCJP.LCSJP.L vs. IJPN.LCSJP.L vs. PRIJ.LCSJP.L vs. XDJP.LCSJP.L vs. SUJA.LCSJP.L vs. PAXG.L
Often compared with VUAG.L:
VUAG.L vs. VOOVUAG.L vs. VUAA.LVUAG.L vs. VUSA.ASVUAG.L vs. CSP1.LVUAG.L vs. SPXP.LVUAG.L vs. VUKG.LVUAG.L vs. VWRP.L

Return for Risk

CSJP.L vs. VUAG.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: 5959
Overall Rank
CSJP.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
CSJP.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
CSJP.L Omega Ratio Rank: 5959
Omega Ratio Rank
CSJP.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
CSJP.L Martin Ratio Rank: 5959
Martin Ratio Rank
VUAG.L
VUAG.L Risk / Return Rank: 8282
Overall Rank
VUAG.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VUAG.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
VUAG.L Omega Ratio Rank: 8585
Omega Ratio Rank
VUAG.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
VUAG.L Martin Ratio Rank: 7878
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. VUAG.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 Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.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.

CSJP.LVUAG.LDifference
Sharpe ratioReturn per unit of total volatility
1.85
2.73

-0.88

Sortino ratioReturn per unit of downside risk
2.66
3.66

-1.00

Omega ratioGain probability vs. loss probability

1.35

1.51

-0.16

Calmar ratioReturn relative to maximum drawdown

3.24

4.08

-0.84

Martin ratioReturn relative to average drawdown

10.33

14.96

-4.64

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current CSJP.L Sharpe Ratio is 1.85, which is lower than the VUAG.L Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of CSJP.L and VUAG.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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Sharpe Ratios by Period

CSJP.LVUAG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

2.73

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

1.04

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.90

-0.27

Drawdowns

CSJP.L vs. VUAG.L - Drawdown Comparison

The maximum CSJP.L drawdown since its inception was -24.31%, smaller than the maximum VUAG.L drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for CSJP.L and VUAG.L.

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Drawdown Indicators

CSJP.LVUAG.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.31%

-25.61%

+1.30%

Max Drawdown (1Y)

Largest decline over 1 year

-10.49%

-7.11%

-3.38%

Max Drawdown (3Y)

Largest decline over 3 years

-14.32%

-20.88%

+6.56%

Max Drawdown (5Y)

Largest decline over 5 years

-18.68%

-20.88%

+2.20%

Max Drawdown (10Y)

Largest decline over 10 years

-24.31%

—

—

Current Drawdown

Current decline from peak

-0.24%

-0.22%

-0.02%

Average Drawdown

Average peak-to-trough decline

-6.10%

-3.51%

-2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

1.94%

+1.36%

Volatility

CSJP.L vs. VUAG.L - Volatility Comparison

iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L) has a higher volatility of 3.77% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 2.62%. This indicates that CSJP.L's price experiences larger fluctuations and is considered to be riskier than VUAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CSJP.LVUAG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

2.62%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

14.90%

7.17%

+7.73%

Volatility (1Y)

Calculated over the trailing 1-year period

18.35%

10.62%

+7.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.88%

14.32%

+1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.96%

36.09%

-20.13%

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

CSJP.L has a 0.48% expense ratio, which is higher than VUAG.L's 0.07% expense ratio.

Dividends

CSJP.L vs. VUAG.L - Dividend Comparison

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

PositionTTM202520242023202220212020
CSJP.L
iShares MSCI Japan UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating		0.00%0.00%0.00%0.00%0.00%0.00%71.39%

Frequently Asked Questions

CSJP.L and VUAG.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUAG.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUAG.L is cheaper with a 0.07% expense ratio, compared with 0.48% for CSJP.L.

CSJP.L is categorized as Japan Equities, while VUAG.L is S&P 500. CSJP.L tracks TOPIX TR JPY, while VUAG.L tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.48% for CSJP.L and 0.07% for VUAG.L.

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