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IDJP.L vs. JPNL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDJP.L vs. JPNL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Japan Small Cap UCITS ETF USD (Dist) (IDJP.L) and Lyxor Japan (TOPIX) (DR) UCITS ETF - Dist EUR (JPNL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IDJP.L is traded in USD, while JPNL.L is traded in GBp. To make them comparable, the JPNL.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 JPNL.L slightly lower at 12.02%. Over the past 10 years, IDJP.L has underperformed JPNL.L with an annualized return of 7.71%, while JPNL.L has yielded a comparatively higher 8.58% 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%

JPNL.L

1D
-2.09%
1M
-3.21%
6M
5.96%
YTD
12.02%
1Y
28.52%
3Y*
15.93%
5Y*
8.51%
10Y*
8.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDJP.L vs. JPNL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
JPNL.L
Lyxor Japan (TOPIX) (DR) UCITS ETF - Dist EUR
12.02%26.86%5.96%18.99%-15.85%-0.07%13.62%17.80%-14.95%25.83%

Correlation

The correlation between IDJP.L and JPNL.L is 0.84, 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

0.84

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.85

Correlation (All Time)
Calculated using the full available price history since May 9, 2008

0.64

Over the past year, IDJP.L and JPNL.L have become more correlated (0.84) than their long-term average of 0.64, meaning their price movements have been converging.

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Return for Risk

IDJP.L vs. JPNL.L — Risk / Return Rank

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

IDJP.L
IDJP.L Risk / Return Rank: 5555
Overall Rank
IDJP.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IDJP.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
IDJP.L Omega Ratio Rank: 5555
Omega Ratio Rank
IDJP.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
IDJP.L Martin Ratio Rank: 5353
Martin Ratio Rank

JPNL.L
JPNL.L Risk / Return Rank: 6161
Overall Rank
JPNL.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
JPNL.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
JPNL.L Omega Ratio Rank: 6060
Omega Ratio Rank
JPNL.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
JPNL.L Martin Ratio Rank: 6060
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.

IDJP.L vs. JPNL.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 Lyxor Japan (TOPIX) (DR) UCITS ETF - Dist EUR (JPNL.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.LJPNL.LDifference
Sharpe ratioReturn per unit of total volatility

0.00

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

2.27

-0.18

Martin ratioReturn relative to average drawdown

6.67

7.42

-0.75

IDJP.L vs. JPNL.L - Sharpe Ratio Comparison

The current IDJP.L Sharpe Ratio is 1.43, which is comparable to the JPNL.L Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of IDJP.L and JPNL.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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Drawdowns

IDJP.L vs. JPNL.L - Drawdown Comparison

The maximum IDJP.L drawdown since its inception was -39.64%, smaller than the maximum JPNL.L drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for IDJP.L and JPNL.L.


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Drawdown Indicators


IDJP.LJPNL.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.64%

-56.90%

+17.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-12.48%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-12.50%

-14.35%

+1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-32.90%

-32.52%

-0.38%

Max Drawdown (10Y)

Largest decline over 10 years

-36.78%

-32.52%

-4.26%

Current Drawdown

Current decline from peak

-4.95%

-4.93%

-0.02%

Average Drawdown

Average peak-to-trough decline

-10.76%

-20.69%

+9.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

3.83%

+0.10%

Volatility

IDJP.L vs. JPNL.L - Volatility Comparison

The current volatility for iShares MSCI Japan Small Cap UCITS ETF USD (Dist) (IDJP.L) is 5.64%, while Lyxor Japan (TOPIX) (DR) UCITS ETF - Dist EUR (JPNL.L) has a volatility of 6.17%. This indicates that IDJP.L experiences smaller price fluctuations and is considered to be less risky than JPNL.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.LJPNL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

6.17%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

15.91%

16.49%

-0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

18.26%

19.93%

-1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.36%

17.69%

-1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.66%

16.89%

-0.23%

IDJP.L vs. JPNL.L - Expense Ratio Comparison

IDJP.L has a 0.58% expense ratio, which is higher than JPNL.L's 0.45% expense ratio.


Dividends

IDJP.L vs. JPNL.L - Dividend Comparison

IDJP.L's dividend yield for the trailing twelve months is around 1.00%, more than JPNL.L's 0.64% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
JPNL.L
Lyxor Japan (TOPIX) (DR) UCITS ETF - Dist EUR
0.64%0.71%0.73%1.23%1.83%1.37%1.14%2.01%1.84%1.43%1.97%1.77%

Frequently Asked Questions


IDJP.L and JPNL.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JPNL.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPNL.L is cheaper with a 0.45% expense ratio, compared with 0.58% for IDJP.L.

IDJP.L tracks MSCI Japan Small Cap Index (Net), while JPNL.L tracks TOPIX TR JPY. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.58% for IDJP.L and 0.45% for JPNL.L.

Portfolio Optimizer

Find the right allocation for IDJP.L and JPNL.L

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