EEJD.L vs. LGJP.L
EEJD.L (iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist)) and LGJP.L (L&G Japan Equity UCITS ETF) are both Japan Equities funds - EEJD.L tracks the MSCI Japan ESG Enhanced CTB Index while LGJP.L tracks the L&G Japan Equity UCITS ETF. Both are passively managed. Over the past 5 years, EEJD.L returned 8.78%/yr vs 9.51%/yr for LGJP.L. With a 0.98 correlation, they move nearly in lockstep. EEJD.L charges 0.15%/yr vs 0.10%/yr for LGJP.L.
Performance
EEJD.L vs. LGJP.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EEJD.L achieves a 16.29% return, which is significantly higher than LGJP.L's 15.08% 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*
- —
LGJP.L
- 1D
- -0.68%
- 1M
- -0.39%
- 6M
- 9.30%
- YTD
- 15.08%
- 1Y
- 33.92%
- 3Y*
- 17.92%
- 5Y*
- 9.51%
- 10Y*
- —
EEJD.L vs. LGJP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% |
LGJP.L L&G Japan Equity UCITS ETF | 15.08% | 25.67% | 8.35% | 20.25% | -16.76% | 1.05% | 16.58% | 12.98% |
Correlation
The correlation between EEJD.L and LGJP.L is 0.97 - 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 | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019 | 0.98 |
The correlation between EEJD.L and LGJP.L has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EEJD.L vs. LGJP.L — Risk / Return Rank
EEJD.L
LGJP.L
EEJD.L vs. LGJP.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 (LGJP.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 | LGJP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.29 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 2.53 | +0.26 |
| Martin ratioReturn relative to average drawdown | 9.14 | 8.18 | +0.96 |
Loading charts...
Drawdowns
EEJD.L vs. LGJP.L - Drawdown Comparison
The maximum EEJD.L drawdown since its inception was -32.93%, roughly equal to the maximum LGJP.L drawdown of -32.19%. Use the drawdown chart below to compare losses from any high point for EEJD.L and LGJP.L.
Loading charts...
Drawdown Indicators
| EEJD.L | LGJP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.93% | -32.19% | -0.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.98% | -13.20% | +0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -14.11% | -14.30% | +0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -32.93% | -32.19% | -0.74% |
Current DrawdownCurrent decline from peak | -3.82% | -3.27% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -8.12% | -7.57% | -0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 4.08% | -0.13% |
Volatility
EEJD.L vs. LGJP.L - Volatility Comparison
iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.L) and L&G Japan Equity UCITS ETF (LGJP.L) have volatilities of 6.68% and 6.42%, 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.
Loading charts...
Volatility by Period
| EEJD.L | LGJP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 6.42% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 18.40% | 17.61% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.17% | 21.09% | +1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.48% | 18.15% | +0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.79% | 18.30% | +0.49% |
EEJD.L vs. LGJP.L - Expense Ratio Comparison
EEJD.L has a 0.15% expense ratio, which is higher than LGJP.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. LGJP.L - Dividend Comparison
EEJD.L's dividend yield for the trailing twelve months is around 1.45%, while LGJP.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% |
LGJP.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 0.97, EEJD.L and LGJP.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, LGJP.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LGJP.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 LGJP.L tracks L&G Japan Equity UCITS ETF. They also come from different issuers: iShares and L&G. Their fees differ too: 0.15% for EEJD.L and 0.10% for LGJP.L.
Find the right allocation for EEJD.L and LGJP.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer