EUNN.DE vs. IJPD.L
EUNN.DE (iShares Core MSCI Japan IMI UCITS ETF) and IJPD.L (iShares MSCI Japan USD Hedged UCITS ETF Accumulating) are both Japan Equities funds from iShares - EUNN.DE tracks the MSCI Japan IMI while IJPD.L tracks the MSCI Japan 100% Hedged to USD Net TR Index. Both are passively managed. Over the past 10 years, EUNN.DE returned 9.05%/yr vs 15.78%/yr for IJPD.L. Their correlation of 0.83 suggests significant overlap in exposure. EUNN.DE charges 0.12%/yr vs 0.64%/yr for IJPD.L.
Performance
EUNN.DE vs. IJPD.L - Performance Comparison
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Different Trading Currencies
EUNN.DE is traded in EUR, while IJPD.L is traded in USD. To make them comparable, the IJPD.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EUNN.DE achieves a 16.53% return, which is significantly lower than IJPD.L's 21.53% return. Over the past 10 years, EUNN.DE has underperformed IJPD.L with an annualized return of 9.05%, while IJPD.L has yielded a comparatively higher 15.78% annualized return.
EUNN.DE
- 1D
- -0.27%
- 1M
- 3.50%
- YTD
- 16.53%
- 6M
- 16.81%
- 1Y
- 31.22%
- 3Y*
- 15.47%
- 5Y*
- 9.85%
- 10Y*
- 9.05%
IJPD.L
- 1D
- -0.55%
- 1M
- 6.31%
- YTD
- 21.53%
- 6M
- 22.21%
- 1Y
- 50.97%
- 3Y*
- 25.38%
- 5Y*
- 22.21%
- 10Y*
- 15.78%
EUNN.DE vs. IJPD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 16.53% | 13.46% | 12.90% | 15.16% | -11.47% | 9.25% | 4.10% | 22.24% | -10.32% | 10.42% |
IJPD.L iShares MSCI Japan USD Hedged UCITS ETF Accumulating | 21.53% | 13.73% | 32.34% | 31.52% | 2.93% | 20.62% | 1.67% | 21.42% | -10.23% | 5.96% |
Correlation
The correlation between EUNN.DE and IJPD.L is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2013 | 0.83 |
The correlation between EUNN.DE and IJPD.L has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.
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Return for Risk
EUNN.DE vs. IJPD.L — Risk / Return Rank
EUNN.DE
IJPD.L
EUNN.DE vs. IJPD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) and iShares MSCI Japan USD Hedged UCITS ETF Accumulating (IJPD.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.
| EUNN.DE | IJPD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.46 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 6.80 | -3.67 |
| Martin ratioReturn relative to average drawdown | 10.51 | 21.81 | -11.29 |
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
| EUNN.DE | IJPD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 2.49 | -0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 1.13 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.79 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.68 | -0.15 |
Drawdowns
EUNN.DE vs. IJPD.L - Drawdown Comparison
The maximum EUNN.DE drawdown since its inception was -28.55%, smaller than the maximum IJPD.L drawdown of -32.06%. Use the drawdown chart below to compare losses from any high point for EUNN.DE and IJPD.L.
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Drawdown Indicators
| EUNN.DE | IJPD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.55% | -32.06% | +3.51% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -7.37% | -2.21% |
Max Drawdown (3Y)Largest decline over 3 years | -15.81% | -22.67% | +6.86% |
Max Drawdown (5Y)Largest decline over 5 years | -19.41% | -22.67% | +3.26% |
Max Drawdown (10Y)Largest decline over 10 years | -28.55% | -32.06% | +3.51% |
Current DrawdownCurrent decline from peak | -0.27% | -0.55% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -6.78% | -0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.30% | +0.56% |
Volatility
EUNN.DE vs. IJPD.L - Volatility Comparison
The current volatility for iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) is 3.16%, while iShares MSCI Japan USD Hedged UCITS ETF Accumulating (IJPD.L) has a volatility of 3.38%. This indicates that EUNN.DE experiences smaller price fluctuations and is considered to be less risky than IJPD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUNN.DE | IJPD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 3.38% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 15.27% | -0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.97% | 20.23% | -2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 19.58% | -3.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 20.07% | -3.99% |
EUNN.DE vs. IJPD.L - Expense Ratio Comparison
EUNN.DE has a 0.12% expense ratio, which is lower than IJPD.L's 0.64% expense ratio.
Dividends
EUNN.DE vs. IJPD.L - Dividend Comparison
Neither EUNN.DE nor IJPD.L has paid dividends to shareholders.
Frequently Asked Questions
EUNN.DE and IJPD.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUNN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUNN.DE is cheaper with a 0.12% expense ratio, compared with 0.64% for IJPD.L.
EUNN.DE tracks MSCI Japan IMI, while IJPD.L tracks MSCI Japan 100% Hedged to USD Net TR Index. Their fees differ too: 0.12% for EUNN.DE and 0.64% for IJPD.L.
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