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EUNN.DE vs. IJPD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNN.DE vs. IJPD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) and iShares MSCI Japan USD Hedged UCITS ETF Accumulating (IJPD.L). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNN.DE vs. IJPD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

EUNN.DE
EUNN.DE Risk / Return Rank: 5656
Overall Rank
EUNN.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EUNN.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
EUNN.DE Omega Ratio Rank: 5353
Omega Ratio Rank
EUNN.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
EUNN.DE Martin Ratio Rank: 6060
Martin Ratio Rank

IJPD.L
IJPD.L Risk / Return Rank: 8787
Overall Rank
IJPD.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IJPD.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
IJPD.L Omega Ratio Rank: 8585
Omega Ratio Rank
IJPD.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
IJPD.L Martin Ratio Rank: 8989
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.

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.DEIJPD.LDifference
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

EUNN.DE vs. IJPD.L - Sharpe Ratio Comparison

The current EUNN.DE Sharpe Ratio is 1.67, which is lower than the IJPD.L Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of EUNN.DE and IJPD.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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Sharpe Ratios by Period


EUNN.DEIJPD.LDifference

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.DEIJPD.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.27%

-0.55%

+0.28%

Average Drawdown

Average peak-to-trough decline

-6.85%

-6.78%

-0.07%

Ulcer Index

Depth 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.DEIJPD.LDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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