EEJD.L vs. LDAP.L
EEJD.L (iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist)) and LDAP.L (L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis) are both Japan Equities funds - EEJD.L tracks the MSCI Japan ESG Enhanced CTB Index while LDAP.L tracks the L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis. Both are passively managed. Over the past 5 years, EEJD.L returned 8.78%/yr vs 9.64%/yr for LDAP.L. A 0.62 correlation means they provide meaningful diversification when combined. EEJD.L charges 0.15%/yr vs 0.40%/yr for LDAP.L.
Performance
EEJD.L vs. LDAP.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 LDAP.L's 17.12% 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*
- —
LDAP.L
- 1D
- 1.71%
- 1M
- -1.56%
- 6M
- 15.58%
- YTD
- 17.12%
- 1Y
- 24.38%
- 3Y*
- 20.08%
- 5Y*
- 9.64%
- 10Y*
- —
EEJD.L vs. LDAP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EEJD.L iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) | 16.29% | 26.10% | 4.67% | 19.98% | -17.73% | -1.74% |
LDAP.L L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis | 17.12% | 35.59% | 3.81% | 9.13% | -8.93% | -99.00% |
Correlation
The correlation between EEJD.L and LDAP.L is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Apr 12, 2021 | 0.62 |
The correlation between EEJD.L and LDAP.L has been stable across timeframes, ranging from 0.57 to 0.62 - a consistent structural relationship.
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Return for Risk
EEJD.L vs. LDAP.L — Risk / Return Rank
EEJD.L
LDAP.L
EEJD.L vs. LDAP.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 L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis (LDAP.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 | LDAP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.28 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 2.31 | +0.47 |
| Martin ratioReturn relative to average drawdown | 9.14 | 6.22 | +2.92 |
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Drawdowns
EEJD.L vs. LDAP.L - Drawdown Comparison
The maximum EEJD.L drawdown since its inception was -32.93%, smaller than the maximum LDAP.L drawdown of -99.33%. Use the drawdown chart below to compare losses from any high point for EEJD.L and LDAP.L.
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Drawdown Indicators
| EEJD.L | LDAP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.93% | -99.33% | +66.40% |
Max Drawdown (1Y)Largest decline over 1 year | -12.98% | -10.85% | -2.13% |
Max Drawdown (3Y)Largest decline over 3 years | -14.11% | -24.47% | +10.36% |
Max Drawdown (5Y)Largest decline over 5 years | -32.93% | -34.61% | +1.68% |
Current DrawdownCurrent decline from peak | -3.82% | -98.38% | +94.56% |
Average DrawdownAverage peak-to-trough decline | -8.12% | -98.71% | +90.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 4.04% | -0.09% |
Volatility
EEJD.L vs. LDAP.L - Volatility Comparison
iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.L) has a higher volatility of 6.68% compared to L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis (LDAP.L) at 4.91%. This indicates that EEJD.L's price experiences larger fluctuations and is considered to be riskier than LDAP.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 | LDAP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 4.91% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 18.40% | 13.37% | +5.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.17% | 15.84% | +6.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.48% | 28.07% | -9.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.79% | 51.15% | -32.36% |
EEJD.L vs. LDAP.L - Expense Ratio Comparison
EEJD.L has a 0.15% expense ratio, which is lower than LDAP.L's 0.40% expense ratio.
Dividends
EEJD.L vs. LDAP.L - Dividend Comparison
EEJD.L's dividend yield for the trailing twelve months is around 1.45%, less than LDAP.L's 3.83% yield.
| 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% |
LDAP.L L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis | 3.83% | 4.23% | 4.86% | 5.25% | 4.92% | 2.23% | 0.00% | 0.00% |
Frequently Asked Questions
EEJD.L and LDAP.L have a correlation of 0.59, 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 0.40% for LDAP.L.
EEJD.L tracks MSCI Japan ESG Enhanced CTB Index, while LDAP.L tracks L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis. They also come from different issuers: iShares and L&G. Their fees differ too: 0.15% for EEJD.L and 0.40% for LDAP.L.
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