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ESGJ.L vs. PAJS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESGJ.L vs. PAJS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Markets II PLC - Invesco MSCI Japan Universal Screened UCITS ETF (ESGJ.L) and Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc (PAJS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, ESGJ.L achieves a 17.08% return, which is significantly lower than PAJS.L's 10,830.41% return.


ESGJ.L

1D
1.13%
1M
0.75%
6M
10.77%
YTD
17.08%
1Y
37.54%
3Y*
19.65%
5Y*
9.49%
10Y*

PAJS.L

1D
1.15%
1M
0.52%
6M
4.79%
YTD
10,830.41%
1Y
23.37%
3Y*
10.32%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGJ.L vs. PAJS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ESGJ.L
Invesco Markets II PLC - Invesco MSCI Japan Universal Screened UCITS ETF
17.08%27.11%8.02%19.45%-17.71%0.80%
PAJS.L
Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc
10,830.41%-98.78%-0.92%14.41%-22.90%-27.17%

Correlation

The correlation between ESGJ.L and PAJS.L is 0.78, 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

0.78

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

0.85

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2021

0.85

The correlation between ESGJ.L and PAJS.L has been stable across timeframes, ranging from 0.78 to 0.85 - a consistent structural relationship.

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Return for Risk

ESGJ.L vs. PAJS.L — Risk / Return Rank

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

ESGJ.L
ESGJ.L Risk / Return Rank: 6666
Overall Rank
ESGJ.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ESGJ.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
ESGJ.L Omega Ratio Rank: 6565
Omega Ratio Rank
ESGJ.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
ESGJ.L Martin Ratio Rank: 6464
Martin Ratio Rank

PAJS.L
PAJS.L Risk / Return Rank: 4747
Overall Rank
PAJS.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
PAJS.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
PAJS.L Omega Ratio Rank: 100100
Omega Ratio Rank
PAJS.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
PAJS.L Martin Ratio Rank: 1212
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.

ESGJ.L vs. PAJS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Markets II PLC - Invesco MSCI Japan Universal Screened UCITS ETF (ESGJ.L) and Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc (PAJS.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.


ESGJ.LPAJS.LDifference
Sharpe ratioReturn per unit of total volatility

+1.70

Sortino ratioReturn per unit of downside risk

-281.30

Omega ratioGain probability vs. loss probability

1.31

88.74

-87.43

Calmar ratioReturn relative to maximum drawdown

2.84

0.23

+2.62

Martin ratioReturn relative to average drawdown

9.02

0.46

+8.55

ESGJ.L vs. PAJS.L - Sharpe Ratio Comparison

The current ESGJ.L Sharpe Ratio is 1.70, which is higher than the PAJS.L Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of ESGJ.L and PAJS.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

ESGJ.L vs. PAJS.L - Drawdown Comparison

The maximum ESGJ.L drawdown since its inception was -33.20%, smaller than the maximum PAJS.L drawdown of -99.31%. Use the drawdown chart below to compare losses from any high point for ESGJ.L and PAJS.L.


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Drawdown Indicators


ESGJ.LPAJS.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.20%

-99.31%

+66.11%

Max Drawdown (1Y)

Largest decline over 1 year

-12.73%

-99.06%

+86.33%

Max Drawdown (3Y)

Largest decline over 3 years

-14.67%

-99.06%

+84.39%

Max Drawdown (5Y)

Largest decline over 5 years

-33.20%

Current Drawdown

Current decline from peak

-2.30%

-15.27%

+12.97%

Average Drawdown

Average peak-to-trough decline

-9.47%

-38.04%

+28.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

48.78%

-44.76%

Volatility

ESGJ.L vs. PAJS.L - Volatility Comparison

The current volatility for Invesco Markets II PLC - Invesco MSCI Japan Universal Screened UCITS ETF (ESGJ.L) is 6.67%, while Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc (PAJS.L) has a volatility of 7.30%. This indicates that ESGJ.L experiences smaller price fluctuations and is considered to be less risky than PAJS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESGJ.LPAJS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

7.30%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

17.62%

1,130.15%

-1,112.53%

Volatility (1Y)

Calculated over the trailing 1-year period

21.34%

27,956.50%

-27,935.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.75%

13,164.10%

-13,145.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.43%

13,164.10%

-13,145.67%

ESGJ.L vs. PAJS.L - Expense Ratio Comparison

Both ESGJ.L and PAJS.L have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

ESGJ.L vs. PAJS.L - Dividend Comparison

Neither ESGJ.L nor PAJS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ESGJ.L and PAJS.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.19% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ESGJ.L and PAJS.L have the same expense ratio: 0.19% per year.

ESGJ.L tracks Invesco Markets II PLC - Invesco MSCI Japan Universal Screened UCITS ETF, while PAJS.L tracks TOPIX TR JPY.

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