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ETLR.DE vs. IUS4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETLR.DE vs. IUS4.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Japan Equity UCITS ETF (ETLR.DE) and iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with ETLR.DE having a 15.36% return and IUS4.DE slightly lower at 14.74%.


ETLR.DE

1D
-0.30%
1M
3.65%
YTD
15.36%
6M
15.65%
1Y
29.68%
3Y*
15.30%
5Y*
9.93%
10Y*

IUS4.DE

1D
0.43%
1M
4.46%
YTD
14.74%
6M
15.83%
1Y
27.46%
3Y*
14.63%
5Y*
8.34%
10Y*
7.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETLR.DE vs. IUS4.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ETLR.DE
L&G Japan Equity UCITS ETF
15.36%12.36%14.84%16.06%-11.99%10.00%5.41%16.57%
IUS4.DE
iShares MSCI Japan Small Cap UCITS ETF (Dist)
14.74%15.96%9.46%9.42%-7.69%5.35%-2.06%16.64%

Correlation

The correlation between ETLR.DE and IUS4.DE is 0.81, 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

0.81

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

0.85

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

0.88

Correlation (All Time)
Calculated using the full available price history since Jan 16, 2019

0.87

The correlation between ETLR.DE and IUS4.DE has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.

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Return for Risk

ETLR.DE vs. IUS4.DE — Risk / Return Rank

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

ETLR.DE
ETLR.DE Risk / Return Rank: 5050
Overall Rank
ETLR.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
ETLR.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
ETLR.DE Omega Ratio Rank: 4848
Omega Ratio Rank
ETLR.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
ETLR.DE Martin Ratio Rank: 5353
Martin Ratio Rank

IUS4.DE
IUS4.DE Risk / Return Rank: 5252
Overall Rank
IUS4.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IUS4.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
IUS4.DE Omega Ratio Rank: 5050
Omega Ratio Rank
IUS4.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
IUS4.DE Martin Ratio Rank: 5454
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.

ETLR.DE vs. IUS4.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Japan Equity UCITS ETF (ETLR.DE) and iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE). 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.


ETLR.DEIUS4.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.30

1.31

-0.01

Calmar ratioReturn relative to maximum drawdown

2.74

2.67

+0.07

Martin ratioReturn relative to average drawdown

8.92

9.26

-0.34

ETLR.DE vs. IUS4.DE - Sharpe Ratio Comparison

The current ETLR.DE Sharpe Ratio is 1.56, which is comparable to the IUS4.DE Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of ETLR.DE and IUS4.DE, 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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Sharpe Ratios by Period


ETLR.DEIUS4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

1.69

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.55

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.56

+0.05

Drawdowns

ETLR.DE vs. IUS4.DE - Drawdown Comparison

The maximum ETLR.DE drawdown since its inception was -27.67%, smaller than the maximum IUS4.DE drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for ETLR.DE and IUS4.DE.


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Drawdown Indicators


ETLR.DEIUS4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.67%

-32.63%

+4.96%

Max Drawdown (1Y)

Largest decline over 1 year

-10.40%

-10.12%

-0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-16.42%

-12.92%

-3.50%

Max Drawdown (5Y)

Largest decline over 5 years

-18.73%

-21.47%

+2.74%

Max Drawdown (10Y)

Largest decline over 10 years

-32.63%

Current Drawdown

Current decline from peak

-0.30%

-0.73%

+0.43%

Average Drawdown

Average peak-to-trough decline

-5.44%

-6.41%

+0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

2.92%

+0.28%

Volatility

ETLR.DE vs. IUS4.DE - Volatility Comparison

The current volatility for L&G Japan Equity UCITS ETF (ETLR.DE) is 3.19%, while iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE) has a volatility of 3.47%. This indicates that ETLR.DE experiences smaller price fluctuations and is considered to be less risky than IUS4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETLR.DEIUS4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

3.47%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

14.63%

13.58%

+1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

18.30%

15.94%

+2.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.32%

14.91%

+1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.84%

15.94%

+0.90%

ETLR.DE vs. IUS4.DE - Expense Ratio Comparison

ETLR.DE has a 0.10% expense ratio, which is lower than IUS4.DE's 0.58% expense ratio.


Dividends

ETLR.DE vs. IUS4.DE - Dividend Comparison

ETLR.DE has not paid dividends to shareholders, while IUS4.DE's dividend yield for the trailing twelve months is around 0.87%.


PositionTTM20252024202320222021202020192018201720162015
ETLR.DE
L&G Japan Equity UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUS4.DE
iShares MSCI Japan Small Cap UCITS ETF (Dist)
0.87%1.88%1.70%1.77%2.10%1.47%1.60%1.45%1.41%1.31%1.15%0.70%

Frequently Asked Questions


ETLR.DE and IUS4.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ETLR.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ETLR.DE is cheaper with a 0.10% expense ratio, compared with 0.58% for IUS4.DE.

ETLR.DE tracks Solactive Core Japan Large & Mid Cap, while IUS4.DE tracks MSCI Japan Small Cap. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.10% for ETLR.DE and 0.58% for IUS4.DE.

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