IDJP.L vs. EEJD.L
IDJP.L (iShares MSCI Japan Small Cap UCITS ETF USD (Dist)) and EEJD.L (iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist)) are both Japan Equities funds from iShares - IDJP.L tracks the MSCI Japan Small Cap Index (Net) while EEJD.L tracks the MSCI Japan ESG Enhanced CTB Index. Both are passively managed. Over the past 5 years, IDJP.L returned 7.23%/yr vs 8.20%/yr for EEJD.L. Their correlation of 0.88 suggests significant overlap in exposure. IDJP.L charges 0.58%/yr vs 0.15%/yr for EEJD.L.
Performance
IDJP.L vs. EEJD.L - Performance Comparison
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Returns By Period
In the year-to-date period, IDJP.L achieves a 12.62% return, which is significantly lower than EEJD.L's 13.28% 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%
EEJD.L
- 1D
- -2.38%
- 1M
- -4.98%
- 6M
- 7.12%
- YTD
- 13.28%
- 1Y
- 31.33%
- 3Y*
- 15.43%
- 5Y*
- 8.20%
- 10Y*
- —
IDJP.L vs. EEJD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 11.52% |
EEJD.L iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) | 13.28% | 26.10% | 4.67% | 19.98% | -17.73% | 0.41% | 17.33% | 15.33% |
Correlation
The correlation between IDJP.L and EEJD.L is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019 | 0.88 |
The correlation between IDJP.L and EEJD.L has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.
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Return for Risk
IDJP.L vs. EEJD.L — Risk / Return Rank
IDJP.L
EEJD.L
IDJP.L vs. EEJD.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 CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.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 | EEJD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.26 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 2.40 | -0.31 |
| Martin ratioReturn relative to average drawdown | 6.67 | 7.86 | -1.20 |
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Drawdowns
IDJP.L vs. EEJD.L - Drawdown Comparison
The maximum IDJP.L drawdown since its inception was -39.64%, which is greater than EEJD.L's maximum drawdown of -32.93%. Use the drawdown chart below to compare losses from any high point for IDJP.L and EEJD.L.
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Drawdown Indicators
| IDJP.L | EEJD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.64% | -32.93% | -6.71% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -12.98% | +0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -12.50% | -14.11% | +1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -32.90% | -32.93% | +0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -36.78% | — | — |
Current DrawdownCurrent decline from peak | -4.95% | -6.32% | +1.37% |
Average DrawdownAverage peak-to-trough decline | -10.76% | -8.12% | -2.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 3.98% | -0.05% |
Volatility
IDJP.L vs. EEJD.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 CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.L) has a volatility of 7.02%. This indicates that IDJP.L experiences smaller price fluctuations and is considered to be less risky than EEJD.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 | EEJD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 7.02% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 15.91% | 18.58% | -2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.26% | 22.32% | -4.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.36% | 18.51% | -2.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 18.80% | -2.14% |
IDJP.L vs. EEJD.L - Expense Ratio Comparison
IDJP.L has a 0.58% expense ratio, which is higher than EEJD.L's 0.15% expense ratio.
Dividends
IDJP.L vs. EEJD.L - Dividend Comparison
IDJP.L's dividend yield for the trailing twelve months is around 1.00%, less than EEJD.L's 1.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEJD.L iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) | 1.49% | 1.58% | 1.83% | 1.74% | 2.13% | 1.71% | 1.55% | 1.73% | 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 EEJD.L have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EEJD.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EEJD.L is cheaper with a 0.15% expense ratio, compared with 0.58% for IDJP.L.
IDJP.L tracks MSCI Japan Small Cap Index (Net), while EEJD.L tracks MSCI Japan ESG Enhanced CTB Index. Their fees differ too: 0.58% for IDJP.L and 0.15% for EEJD.L.
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