IDJP.L vs. JPSG.L
IDJP.L (iShares MSCI Japan Small Cap UCITS ETF USD (Dist)) and JPSG.L (iShares MSCI Japan SRI UCITS ETF GBP Hedged (Acc)) are both Japan Equities funds from iShares - IDJP.L tracks the MSCI Japan Small Cap Index (Net) while JPSG.L tracks the MSCI Japan SRI Select Reduced Fossil Fuel Index. Both are passively managed. Over the past 3 years, IDJP.L returned 15.94%/yr vs 20.93%/yr for JPSG.L. A 0.66 correlation means they provide meaningful diversification when combined. IDJP.L charges 0.58%/yr vs 0.25%/yr for JPSG.L.
Performance
IDJP.L vs. JPSG.L - Performance Comparison
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Different Trading Currencies
IDJP.L is traded in USD, while JPSG.L is traded in GBP. To make them comparable, the JPSG.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IDJP.L achieves a 12.62% return, which is significantly higher than JPSG.L's 11.80% 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%
JPSG.L
- 1D
- -1.64%
- 1M
- 4.01%
- 6M
- 7.70%
- YTD
- 11.80%
- 1Y
- 32.43%
- 3Y*
- 20.93%
- 5Y*
- —
- 10Y*
- —
IDJP.L vs. JPSG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IDJP.L iShares MSCI Japan Small Cap UCITS ETF USD (Dist) | 12.62% | 29.69% | 3.33% | 10.46% |
JPSG.L iShares MSCI Japan SRI UCITS ETF GBP Hedged (Acc) | 11.80% | 32.57% | 15.36% | 25.70% |
Correlation
The correlation between IDJP.L and JPSG.L is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2023 | 0.66 |
The correlation between IDJP.L and JPSG.L has been stable across timeframes, ranging from 0.62 to 0.66 - a consistent structural relationship.
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Return for Risk
IDJP.L vs. JPSG.L — Risk / Return Rank
IDJP.L
JPSG.L
IDJP.L vs. JPSG.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 SRI UCITS ETF GBP Hedged (Acc) (JPSG.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 | JPSG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.28 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 2.89 | -0.80 |
| Martin ratioReturn relative to average drawdown | 6.67 | 9.09 | -2.43 |
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Drawdowns
IDJP.L vs. JPSG.L - Drawdown Comparison
The maximum IDJP.L drawdown since its inception was -39.64%, which is greater than JPSG.L's maximum drawdown of -20.59%. Use the drawdown chart below to compare losses from any high point for IDJP.L and JPSG.L.
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Drawdown Indicators
| IDJP.L | JPSG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.64% | -20.59% | -19.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -11.17% | -1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -12.50% | -20.59% | +8.09% |
Max Drawdown (5Y)Largest decline over 5 years | -32.90% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.78% | — | — |
Current DrawdownCurrent decline from peak | -4.95% | -1.77% | -3.18% |
Average DrawdownAverage peak-to-trough decline | -10.76% | -3.75% | -7.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 3.56% | +0.37% |
Volatility
IDJP.L vs. JPSG.L - Volatility Comparison
iShares MSCI Japan Small Cap UCITS ETF USD (Dist) (IDJP.L) and iShares MSCI Japan SRI UCITS ETF GBP Hedged (Acc) (JPSG.L) have volatilities of 5.64% and 5.61%, 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.
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Volatility by Period
| IDJP.L | JPSG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 5.61% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 15.91% | 15.97% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.26% | 21.11% | -2.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.36% | 21.03% | -4.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 21.03% | -4.37% |
IDJP.L vs. JPSG.L - Expense Ratio Comparison
IDJP.L has a 0.58% expense ratio, which is higher than JPSG.L's 0.25% expense ratio.
Dividends
IDJP.L vs. JPSG.L - Dividend Comparison
IDJP.L's dividend yield for the trailing twelve months is around 1.00%, while JPSG.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
JPSG.L iShares MSCI Japan SRI UCITS ETF GBP Hedged (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% |
Frequently Asked Questions
IDJP.L and JPSG.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPSG.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPSG.L is cheaper with a 0.25% expense ratio, compared with 0.58% for IDJP.L.
IDJP.L tracks MSCI Japan Small Cap Index (Net), while JPSG.L tracks MSCI Japan SRI Select Reduced Fossil Fuel Index. Their fees differ too: 0.58% for IDJP.L and 0.25% for JPSG.L.
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