IDJP.L vs. CSJP.L
IDJP.L (iShares MSCI Japan Small Cap UCITS ETF USD (Dist)) and CSJP.L (iShares MSCI Japan UCITS ETF USD (Acc)) are both Japan Equities funds from iShares - IDJP.L tracks the MSCI Japan Small Cap Index (Net) while CSJP.L tracks the TOPIX TR JPY. Both are passively managed. Over the past 10 years, IDJP.L returned 7.71%/yr vs 8.87%/yr for CSJP.L. A 0.79 correlation means they provide meaningful diversification when combined. IDJP.L charges 0.58%/yr vs 0.48%/yr for CSJP.L.
Performance
IDJP.L vs. CSJP.L - Performance Comparison
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Different Trading Currencies
IDJP.L is traded in USD, while CSJP.L is traded in GBp. To make them comparable, the CSJP.L values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with IDJP.L having a 12.62% return and CSJP.L slightly lower at 12.36%. Over the past 10 years, IDJP.L has underperformed CSJP.L with an annualized return of 7.71%, while CSJP.L has yielded a comparatively higher 8.87% annualized return.
IDJP.L
- 1D
- -2.38%
- 1M
- -2.94%
- 6M
- 8.01%
- YTD
- 12.62%
- 1Y
- 26.24%
- 3Y*
- 15.94%
- 5Y*
- 7.23%
- 10Y*
- 7.71%
CSJP.L
- 1D
- -2.33%
- 1M
- -4.99%
- 6M
- 6.13%
- YTD
- 12.36%
- 1Y
- 30.33%
- 3Y*
- 16.22%
- 5Y*
- 8.72%
- 10Y*
- 8.87%
IDJP.L vs. CSJP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDJP.L iShares MSCI Japan Small Cap UCITS ETF USD (Dist) | 12.62% | 29.69% | 3.33% | 13.53% | -12.68% | -3.28% | 8.14% | 17.67% | -16.75% | 31.70% |
CSJP.L iShares MSCI Japan UCITS ETF USD (Acc) | 12.36% | 26.34% | 7.19% | 19.68% | -17.24% | 0.84% | 15.60% | 18.51% | -13.69% | 23.76% |
Correlation
The correlation between IDJP.L and CSJP.L is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2010 | 0.79 |
The correlation between IDJP.L and CSJP.L has been stable across timeframes, ranging from 0.79 to 0.85 - a consistent structural relationship.
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Return for Risk
IDJP.L vs. CSJP.L — Risk / Return Rank
IDJP.L
CSJP.L
IDJP.L vs. CSJP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Small Cap UCITS ETF USD (Dist) (IDJP.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.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.
| IDJP.L | CSJP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.27 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 2.35 | -0.26 |
| Martin ratioReturn relative to average drawdown | 6.67 | 7.60 | -0.93 |
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Drawdowns
IDJP.L vs. CSJP.L - Drawdown Comparison
The maximum IDJP.L drawdown since its inception was -39.64%, which is greater than CSJP.L's maximum drawdown of -33.02%. Use the drawdown chart below to compare losses from any high point for IDJP.L and CSJP.L.
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Drawdown Indicators
| IDJP.L | CSJP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.64% | -33.02% | -6.62% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -12.86% | +0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -12.50% | -14.87% | +2.37% |
Max Drawdown (5Y)Largest decline over 5 years | -32.90% | -32.83% | -0.07% |
Max Drawdown (10Y)Largest decline over 10 years | -36.78% | -32.83% | -3.95% |
Current DrawdownCurrent decline from peak | -4.95% | -7.02% | +2.07% |
Average DrawdownAverage peak-to-trough decline | -10.76% | -12.82% | +2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 3.98% | -0.05% |
Volatility
IDJP.L vs. CSJP.L - Volatility Comparison
The current volatility for iShares MSCI Japan Small Cap UCITS ETF USD (Dist) (IDJP.L) is 5.64%, while iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L) has a volatility of 6.98%. This indicates that IDJP.L experiences smaller price fluctuations and is considered to be less risky than CSJP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDJP.L | CSJP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 6.98% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 15.91% | 17.59% | -1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.26% | 21.22% | -2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.36% | 18.29% | -1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 17.14% | -0.48% |
IDJP.L vs. CSJP.L - Expense Ratio Comparison
IDJP.L has a 0.58% expense ratio, which is higher than CSJP.L's 0.48% expense ratio.
Dividends
IDJP.L vs. CSJP.L - Dividend Comparison
IDJP.L's dividend yield for the trailing twelve months is around 1.00%, while CSJP.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSJP.L iShares MSCI Japan UCITS ETF USD (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% |
IDJP.L iShares MSCI Japan Small Cap UCITS ETF USD (Dist) | 1.00% | 1.77% | 1.77% | 1.77% | 2.08% | 1.55% | 1.48% | 1.47% | 1.45% | 1.21% | 1.20% | 0.72% |
Frequently Asked Questions
IDJP.L and CSJP.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CSJP.L is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSJP.L is cheaper with a 0.48% expense ratio, compared with 0.58% for IDJP.L.
IDJP.L tracks MSCI Japan Small Cap Index (Net), while CSJP.L tracks TOPIX TR JPY. Their fees differ too: 0.58% for IDJP.L and 0.48% for CSJP.L.
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