EEJG.L vs. ISJP.L
EEJG.L (iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist)) and ISJP.L (iShares MSCI Japan Small Cap UCITS ETF (Dist)) are both Japan Equities funds from iShares - EEJG.L tracks the TOPIX TR JPY while ISJP.L tracks the MSCI Japan Small Cap NR JPY. Both are passively managed. Over the past 5 years, EEJG.L returned 9.31%/yr vs 8.64%/yr for ISJP.L. Their correlation of 0.85 suggests significant overlap in exposure. EEJG.L charges 0.15%/yr vs 0.58%/yr for ISJP.L.
Performance
EEJG.L vs. ISJP.L - Performance Comparison
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Different Trading Currencies
EEJG.L is traded in GBP, while ISJP.L is traded in GBp. To make them comparable, the ISJP.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with EEJG.L having a 15.84% return and ISJP.L slightly lower at 15.08%.
EEJG.L
- 1D
- -0.30%
- 1M
- 5.45%
- YTD
- 15.84%
- 6M
- 15.60%
- 1Y
- 34.38%
- 3Y*
- 14.25%
- 5Y*
- 9.31%
- 10Y*
- —
ISJP.L
- 1D
- 0.31%
- 1M
- 5.68%
- YTD
- 15.08%
- 6M
- 15.82%
- 1Y
- 31.49%
- 3Y*
- 14.99%
- 5Y*
- 8.64%
- 10Y*
- 8.58%
EEJG.L vs. ISJP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EEJG.L iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist) | 15.84% | 17.60% | 6.43% | 13.48% | -8.04% | 1.83% | 19.79% |
ISJP.L iShares MSCI Japan Small Cap UCITS ETF (Dist) | 15.08% | 20.89% | 4.99% | 7.01% | -2.01% | -2.01% | 15.22% |
Correlation
The correlation between EEJG.L and ISJP.L is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2020 | 0.85 |
The correlation between EEJG.L and ISJP.L has been stable across timeframes, ranging from 0.76 to 0.85 - a consistent structural relationship.
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Return for Risk
EEJG.L vs. ISJP.L — Risk / Return Rank
EEJG.L
ISJP.L
EEJG.L vs. ISJP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist) (EEJG.L) and iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.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.
| EEJG.L | ISJP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.38 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | 2.89 | +0.11 |
| Martin ratioReturn relative to average drawdown | 9.84 | 9.66 | +0.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EEJG.L | ISJP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 2.07 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.61 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.48 | +0.18 |
Drawdowns
EEJG.L vs. ISJP.L - Drawdown Comparison
The maximum EEJG.L drawdown since its inception was -19.37%, smaller than the maximum ISJP.L drawdown of -32.93%. Use the drawdown chart below to compare losses from any high point for EEJG.L and ISJP.L.
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Drawdown Indicators
| EEJG.L | ISJP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.37% | -32.93% | +13.56% |
Max Drawdown (1Y)Largest decline over 1 year | -11.39% | -10.84% | -0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -13.99% | -11.23% | -2.76% |
Max Drawdown (5Y)Largest decline over 5 years | -19.37% | -21.01% | +1.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.98% | — |
Current DrawdownCurrent decline from peak | -0.30% | -1.25% | +0.95% |
Average DrawdownAverage peak-to-trough decline | -5.78% | -6.22% | +0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 3.25% | +0.23% |
Volatility
EEJG.L vs. ISJP.L - Volatility Comparison
iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist) (EEJG.L) and iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) have volatilities of 4.29% and 4.25%, 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.
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Volatility by Period
| EEJG.L | ISJP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.29% | 4.25% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 15.23% | 13.34% | +1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.80% | 15.17% | +3.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.92% | 14.22% | +1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 15.62% | +0.37% |
EEJG.L vs. ISJP.L - Expense Ratio Comparison
EEJG.L has a 0.15% expense ratio, which is lower than ISJP.L's 0.58% expense ratio.
Dividends
EEJG.L vs. ISJP.L - Dividend Comparison
EEJG.L's dividend yield for the trailing twelve months is around 1.36%, less than ISJP.L's 1.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEJG.L iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist) | 1.36% | 1.57% | 1.81% | 1.74% | 2.10% | 1.69% | 1.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ISJP.L iShares MSCI Japan Small Cap UCITS ETF (Dist) | 1.67% | 1.85% | 1.73% | 1.77% | 1.99% | 1.52% | 1.58% | 1.53% | 1.39% | 1.29% | 1.07% | 0.68% |
Frequently Asked Questions
EEJG.L and ISJP.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EEJG.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EEJG.L is cheaper with a 0.15% expense ratio, compared with 0.58% for ISJP.L.
EEJG.L tracks TOPIX TR JPY, while ISJP.L tracks MSCI Japan Small Cap NR JPY. Their fees differ too: 0.15% for EEJG.L and 0.58% for ISJP.L.
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