EEJD.L vs. HSXD.L
EEJD.L (iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist)) and HSXD.L (HSBC Asia Pacific Ex Japan Screened Equity UCITS ETF) are both Japan Equities funds - EEJD.L tracks the MSCI Japan ESG Enhanced CTB Index while HSXD.L tracks the HSBC Asia Pacific Ex Japan Screened Equity UCITS ETF. Both are passively managed. Over the past 5 years, EEJD.L returned 8.78%/yr vs 9.90%/yr for HSXD.L. A 0.63 correlation means they provide meaningful diversification when combined. EEJD.L charges 0.15%/yr vs 0.25%/yr for HSXD.L.
Performance
EEJD.L vs. HSXD.L - Performance Comparison
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Returns By Period
In the year-to-date period, EEJD.L achieves a 16.29% return, which is significantly lower than HSXD.L's 27.12% return.
EEJD.L
- 1D
- -1.02%
- 1M
- -0.60%
- 6M
- 9.97%
- YTD
- 16.29%
- 1Y
- 36.05%
- 3Y*
- 17.05%
- 5Y*
- 8.78%
- 10Y*
- —
HSXD.L
- 1D
- -1.47%
- 1M
- -7.17%
- 6M
- 21.56%
- YTD
- 27.12%
- 1Y
- 45.66%
- 3Y*
- 23.98%
- 5Y*
- 9.90%
- 10Y*
- —
EEJD.L vs. HSXD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EEJD.L iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) | 16.29% | 26.10% | 4.67% | 19.98% | -17.73% | 0.41% | 17.22% |
HSXD.L HSBC Asia Pacific Ex Japan Screened Equity UCITS ETF | 27.12% | 32.35% | 14.83% | 4.23% | -15.92% | -0.71% | 22.36% |
Correlation
The correlation between EEJD.L and HSXD.L is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 2020 | 0.63 |
The correlation between EEJD.L and HSXD.L has been stable across timeframes, ranging from 0.60 to 0.67 - a consistent structural relationship.
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Return for Risk
EEJD.L vs. HSXD.L — Risk / Return Rank
EEJD.L
HSXD.L
EEJD.L vs. HSXD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.L) and HSBC Asia Pacific Ex Japan Screened Equity UCITS ETF (HSXD.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.
| EEJD.L | HSXD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.37 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 3.51 | -0.73 |
| Martin ratioReturn relative to average drawdown | 9.14 | 10.85 | -1.70 |
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Drawdowns
EEJD.L vs. HSXD.L - Drawdown Comparison
The maximum EEJD.L drawdown since its inception was -32.93%, smaller than the maximum HSXD.L drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for EEJD.L and HSXD.L.
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Drawdown Indicators
| EEJD.L | HSXD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.93% | -38.23% | +5.30% |
Max Drawdown (1Y)Largest decline over 1 year | -12.98% | -12.86% | -0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -14.11% | -20.22% | +6.11% |
Max Drawdown (5Y)Largest decline over 5 years | -32.93% | -32.89% | -0.04% |
Current DrawdownCurrent decline from peak | -3.82% | -9.93% | +6.11% |
Average DrawdownAverage peak-to-trough decline | -8.12% | -14.15% | +6.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 4.16% | -0.21% |
Volatility
EEJD.L vs. HSXD.L - Volatility Comparison
The current volatility for iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.L) is 6.68%, while HSBC Asia Pacific Ex Japan Screened Equity UCITS ETF (HSXD.L) has a volatility of 10.03%. This indicates that EEJD.L experiences smaller price fluctuations and is considered to be less risky than HSXD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EEJD.L | HSXD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 10.03% | -3.35% |
Volatility (6M)Calculated over the trailing 6-month period | 18.40% | 20.15% | -1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.17% | 22.21% | -0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.48% | 19.62% | -1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.79% | 19.15% | -0.36% |
EEJD.L vs. HSXD.L - Expense Ratio Comparison
EEJD.L has a 0.15% expense ratio, which is lower than HSXD.L's 0.25% 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
EEJD.L vs. HSXD.L - Dividend Comparison
EEJD.L's dividend yield for the trailing twelve months is around 1.45%, while HSXD.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EEJD.L iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) | 1.45% | 1.58% | 1.83% | 1.74% | 2.13% | 1.71% | 1.55% | 1.73% |
HSXD.L HSBC Asia Pacific Ex Japan Screened Equity UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EEJD.L and HSXD.L have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EEJD.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EEJD.L is cheaper with a 0.15% expense ratio, compared with 0.25% for HSXD.L.
EEJD.L tracks MSCI Japan ESG Enhanced CTB Index, while HSXD.L tracks HSBC Asia Pacific Ex Japan Screened Equity UCITS ETF. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.15% for EEJD.L and 0.25% for HSXD.L.
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