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ESJS.L vs. ISJP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESJS.L vs. ISJP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco MSCI Japan ESG Universal Screened UCITS ETF Acc (ESJS.L) and iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESJS.L achieves a 14.30% return, which is significantly higher than ISJP.L's 12.82% return.


ESJS.L

1D
-0.97%
1M
-3.72%
6M
7.59%
YTD
14.30%
1Y
32.76%
3Y*
16.70%
5Y*
9.73%
10Y*

ISJP.L

1D
-2.09%
1M
-3.18%
6M
7.92%
YTD
12.82%
1Y
25.88%
3Y*
14.88%
5Y*
7.70%
10Y*
7.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESJS.L vs. ISJP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ESJS.L
Invesco MSCI Japan ESG Universal Screened UCITS ETF Acc
14.30%18.47%9.64%12.97%-7.90%-27.12%
ISJP.L
iShares MSCI Japan Small Cap UCITS ETF (Dist)
12.82%20.89%4.99%7.01%-2.01%-3.02%

Correlation

The correlation between ESJS.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

0.81

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

0.84

Correlation (All Time)
Calculated using the full available price history since Jan 8, 2021

0.84

The correlation between ESJS.L and ISJP.L has been stable across timeframes, ranging from 0.76 to 0.84 - a consistent structural relationship.

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Return for Risk

ESJS.L vs. ISJP.L — Risk / Return Rank

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

ESJS.L
ESJS.L Risk / Return Rank: 7474
Overall Rank
ESJS.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ESJS.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
ESJS.L Omega Ratio Rank: 7272
Omega Ratio Rank
ESJS.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
ESJS.L Martin Ratio Rank: 7272
Martin Ratio Rank

ISJP.L
ISJP.L Risk / Return Rank: 6161
Overall Rank
ISJP.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ISJP.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
ISJP.L Omega Ratio Rank: 6262
Omega Ratio Rank
ISJP.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
ISJP.L Martin Ratio Rank: 5858
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.

ESJS.L vs. ISJP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Japan ESG Universal Screened UCITS ETF Acc (ESJS.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.

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.


ESJS.LISJP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.32

1.29

+0.03

Calmar ratioReturn relative to maximum drawdown

3.21

2.38

+0.83

Martin ratioReturn relative to average drawdown

9.71

7.77

+1.94

ESJS.L vs. ISJP.L - Sharpe Ratio Comparison

The current ESJS.L Sharpe Ratio is 1.76, which is comparable to the ISJP.L Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of ESJS.L and ISJP.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

ESJS.L vs. ISJP.L - Drawdown Comparison

The maximum ESJS.L drawdown since its inception was -37.23%, smaller than the maximum ISJP.L drawdown of -62.77%. Use the drawdown chart below to compare losses from any high point for ESJS.L and ISJP.L.


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Drawdown Indicators


ESJS.LISJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.23%

-62.77%

+25.54%

Max Drawdown (1Y)

Largest decline over 1 year

-10.62%

-10.84%

+0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-14.59%

-11.23%

-3.36%

Max Drawdown (5Y)

Largest decline over 5 years

-19.38%

-21.01%

+1.63%

Max Drawdown (10Y)

Largest decline over 10 years

-28.98%

Current Drawdown

Current decline from peak

-6.10%

-5.57%

-0.53%

Average Drawdown

Average peak-to-trough decline

-21.66%

-19.76%

-1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

3.32%

+0.20%

Volatility

ESJS.L vs. ISJP.L - Volatility Comparison

Invesco MSCI Japan ESG Universal Screened UCITS ETF Acc (ESJS.L) has a higher volatility of 6.75% compared to iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) at 5.12%. This indicates that ESJS.L's price experiences larger fluctuations and is considered to be riskier than ISJP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESJS.LISJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.75%

5.12%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

15.89%

14.06%

+1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

19.35%

16.05%

+3.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.27%

14.30%

+1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.00%

15.49%

+4.51%

ESJS.L vs. ISJP.L - Expense Ratio Comparison

ESJS.L has a 0.19% expense ratio, which is lower than ISJP.L's 0.58% expense ratio.


Dividends

ESJS.L vs. ISJP.L - Dividend Comparison

ESJS.L has not paid dividends to shareholders, while ISJP.L's dividend yield for the trailing twelve months is around 0.99%.


PositionTTM20252024202320222021202020192018201720162015
ESJS.L
Invesco MSCI Japan ESG Universal Screened UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISJP.L
iShares MSCI Japan Small Cap UCITS ETF (Dist)
0.99%1.85%1.73%1.77%1.99%1.52%1.58%1.53%1.39%1.29%1.07%0.67%

Frequently Asked Questions


ESJS.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, ESJS.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESJS.L is cheaper with a 0.19% expense ratio, compared with 0.58% for ISJP.L.

ESJS.L tracks TOPIX TR JPY, while ISJP.L tracks MSCI Japan Small Cap NR JPY. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for ESJS.L and 0.58% for ISJP.L.

Portfolio Optimizer

Find the right allocation for ESJS.L and ISJP.L

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