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EEJD.L vs. LGJG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EEJD.L vs. LGJG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.L) and L&G Japan Equity UCITS ETF (LGJG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EEJD.L is traded in USD, while LGJG.L is traded in GBp. To make them comparable, the LGJG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with EEJD.L having a 16.29% return and LGJG.L slightly lower at 16.04%.


EEJD.L

1D
-1.02%
1M
-0.60%
6M
9.97%
YTD
16.29%
1Y
36.05%
3Y*
17.05%
5Y*
8.78%
10Y*

LGJG.L

1D
-0.65%
1M
0.84%
6M
10.49%
YTD
16.04%
1Y
35.34%
3Y*
18.24%
5Y*
9.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EEJD.L vs. LGJG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EEJD.L
iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist)
16.29%26.10%4.67%19.98%-17.73%0.41%17.33%15.33%
LGJG.L
L&G Japan Equity UCITS ETF
16.04%26.32%8.18%19.64%-16.80%1.36%16.14%13.58%

Correlation

The correlation between EEJD.L and LGJG.L is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.93

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

0.93

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2019

0.92

The correlation between EEJD.L and LGJG.L has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

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Return for Risk

EEJD.L vs. LGJG.L — Risk / Return Rank

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

EEJD.L
EEJD.L Risk / Return Rank: 6464
Overall Rank
EEJD.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
EEJD.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
EEJD.L Omega Ratio Rank: 6161
Omega Ratio Rank
EEJD.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
EEJD.L Martin Ratio Rank: 6464
Martin Ratio Rank

LGJG.L
LGJG.L Risk / Return Rank: 6969
Overall Rank
LGJG.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
LGJG.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
LGJG.L Omega Ratio Rank: 6969
Omega Ratio Rank
LGJG.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
LGJG.L Martin Ratio Rank: 6666
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.

EEJD.L vs. LGJG.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 Japan Equity UCITS ETF (LGJG.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.LLGJG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.30

1.32

-0.02

Calmar ratioReturn relative to maximum drawdown

2.78

2.66

+0.12

Martin ratioReturn relative to average drawdown

9.14

8.86

+0.29

EEJD.L vs. LGJG.L - Sharpe Ratio Comparison

The current EEJD.L Sharpe Ratio is 1.63, which is comparable to the LGJG.L Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of EEJD.L and LGJG.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

EEJD.L vs. LGJG.L - Drawdown Comparison

The maximum EEJD.L drawdown since its inception was -32.93%, smaller than the maximum LGJG.L drawdown of -36.86%. Use the drawdown chart below to compare losses from any high point for EEJD.L and LGJG.L.


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Drawdown Indicators


EEJD.LLGJG.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.93%

-36.86%

+3.93%

Max Drawdown (1Y)

Largest decline over 1 year

-12.98%

-13.22%

+0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-14.11%

-18.70%

+4.59%

Max Drawdown (5Y)

Largest decline over 5 years

-32.93%

-32.41%

-0.52%

Current Drawdown

Current decline from peak

-3.82%

-2.26%

-1.56%

Average Drawdown

Average peak-to-trough decline

-8.12%

-12.63%

+4.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

3.98%

-0.03%

Volatility

EEJD.L vs. LGJG.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 Japan Equity UCITS ETF (LGJG.L) at 6.30%. This indicates that EEJD.L's price experiences larger fluctuations and is considered to be riskier than LGJG.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.LLGJG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

6.30%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

18.40%

16.59%

+1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

22.17%

20.31%

+1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.48%

22.57%

-4.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.79%

22.81%

-4.02%

EEJD.L vs. LGJG.L - Expense Ratio Comparison

EEJD.L has a 0.15% expense ratio, which is higher than LGJG.L's 0.10% expense ratio. However, 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. LGJG.L - Dividend Comparison

EEJD.L's dividend yield for the trailing twelve months is around 1.45%, while LGJG.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
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%
LGJG.L
L&G Japan Equity UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, EEJD.L and LGJG.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, LGJG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LGJG.L is cheaper with a 0.10% expense ratio, compared with 0.15% for EEJD.L.

EEJD.L tracks MSCI Japan ESG Enhanced CTB Index, while LGJG.L tracks TOPIX TR JPY. They also come from different issuers: iShares and Legal & General. Their fees differ too: 0.15% for EEJD.L and 0.10% for LGJG.L.

Portfolio Optimizer

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