PortfoliosLab logoPortfoliosLab logo
HPJS.L vs. DXJG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HPJS.L vs. DXJG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC MSCI Japan Climate Paris Aligned UCITS ETF (HPJS.L) and WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HPJS.L vs. DXJG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HPJS.L
HSBC MSCI Japan Climate Paris Aligned UCITS ETF
-1.39%14.99%-1.51%9.90%-15.00%-3.14%
DXJG.L
WisdomTree Japan Equity UCITS ETF JPY Acc
7.44%19.87%13.08%18.87%1.09%-1.40%
Different Trading Currencies

HPJS.L is traded in GBP, while DXJG.L is traded in GBp. To make them comparable, the DXJG.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, HPJS.L achieves a -1.39% return, which is significantly lower than DXJG.L's 7.44% return.


HPJS.L

1D
0.63%
1M
-10.63%
YTD
-1.39%
6M
2.98%
1Y
17.45%
3Y*
5.59%
5Y*
10Y*

DXJG.L

1D
-0.40%
1M
-9.09%
YTD
7.44%
6M
13.35%
1Y
28.16%
3Y*
17.87%
5Y*
12.35%
10Y*
11.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HPJS.L vs. DXJG.L - Expense Ratio Comparison

HPJS.L has a 0.18% expense ratio, which is lower than DXJG.L's 0.40% expense ratio.


Return for Risk

HPJS.L vs. DXJG.L — Risk / Return Rank

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

HPJS.L
HPJS.L Risk / Return Rank: 5151
Overall Rank
HPJS.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
HPJS.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
HPJS.L Omega Ratio Rank: 4545
Omega Ratio Rank
HPJS.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
HPJS.L Martin Ratio Rank: 5151
Martin Ratio Rank

DXJG.L
DXJG.L Risk / Return Rank: 8181
Overall Rank
DXJG.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DXJG.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
DXJG.L Omega Ratio Rank: 7676
Omega Ratio Rank
DXJG.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
DXJG.L Martin Ratio Rank: 8383
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.

HPJS.L vs. DXJG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI Japan Climate Paris Aligned UCITS ETF (HPJS.L) and WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.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.


HPJS.LDXJG.LDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.49

-0.54

Sortino ratio

Return per unit of downside risk

1.46

2.03

-0.57

Omega ratio

Gain probability vs. loss probability

1.18

1.29

-0.10

Calmar ratio

Return relative to maximum drawdown

1.40

2.71

-1.31

Martin ratio

Return relative to average drawdown

5.07

9.32

-4.25

HPJS.L vs. DXJG.L - Sharpe Ratio Comparison

The current HPJS.L Sharpe Ratio is 0.95, which is lower than the DXJG.L Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of HPJS.L and DXJG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


HPJS.LDXJG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.49

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.65

-0.64

Correlation

The correlation between HPJS.L and DXJG.L is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HPJS.L vs. DXJG.L - Dividend Comparison

Neither HPJS.L nor DXJG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HPJS.L vs. DXJG.L - Drawdown Comparison

The maximum HPJS.L drawdown since its inception was -24.65%, smaller than the maximum DXJG.L drawdown of -29.26%. Use the drawdown chart below to compare losses from any high point for HPJS.L and DXJG.L.


Loading graphics...

Drawdown Indicators


HPJS.LDXJG.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.65%

-29.26%

+4.61%

Max Drawdown (1Y)

Largest decline over 1 year

-12.22%

-10.73%

-1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-14.83%

Max Drawdown (10Y)

Largest decline over 10 years

-29.26%

Current Drawdown

Current decline from peak

-10.63%

-9.09%

-1.54%

Average Drawdown

Average peak-to-trough decline

-11.75%

-5.35%

-6.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

3.05%

+0.31%

Volatility

HPJS.L vs. DXJG.L - Volatility Comparison

HSBC MSCI Japan Climate Paris Aligned UCITS ETF (HPJS.L) and WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.L) have volatilities of 8.32% and 7.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HPJS.LDXJG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.32%

7.95%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

13.91%

13.45%

+0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

18.29%

18.84%

-0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.67%

15.77%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.67%

16.03%

-0.36%