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

Performance

IDJP.L vs. LGJP.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 L&G Japan Equity UCITS ETF (LGJP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with IDJP.L having a 14.93% return and LGJP.L slightly higher at 15.08%.


IDJP.L

1D
-0.80%
1M
0.34%
6M
10.43%
YTD
14.93%
1Y
29.94%
3Y*
17.35%
5Y*
7.67%
10Y*
7.93%

LGJP.L

1D
-0.68%
1M
-0.39%
6M
9.30%
YTD
15.08%
1Y
33.92%
3Y*
17.92%
5Y*
9.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
IDJP.L
iShares MSCI Japan Small Cap UCITS ETF USD (Dist)
14.93%29.69%3.33%13.53%-12.68%-3.28%8.14%17.67%-8.41%
LGJP.L
L&G Japan Equity UCITS ETF
15.08%25.67%8.35%20.25%-16.76%1.05%16.58%18.59%-7.06%

Correlation

The correlation between IDJP.L and LGJP.L is 0.82, 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

0.82

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

0.86

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

0.90

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2018

0.88

The correlation between IDJP.L and LGJP.L has been stable across timeframes, ranging from 0.82 to 0.90 - a consistent structural relationship.

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L&G Japan Equity UCITS ETF

Return for Risk

IDJP.L vs. LGJP.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: 5959
Overall Rank
IDJP.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IDJP.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
IDJP.L Omega Ratio Rank: 5959
Omega Ratio Rank
IDJP.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
IDJP.L Martin Ratio Rank: 5454
Martin Ratio Rank

LGJP.L
LGJP.L Risk / Return Rank: 6060
Overall Rank
LGJP.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
LGJP.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
LGJP.L Omega Ratio Rank: 5959
Omega Ratio Rank
LGJP.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
LGJP.L Martin Ratio Rank: 5959
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. LGJP.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 L&G Japan Equity UCITS ETF (LGJP.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.LLGJP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.29

1.29

0.00

Calmar ratioReturn relative to maximum drawdown

2.35

2.53

-0.17

Martin ratioReturn relative to average drawdown

7.52

8.18

-0.66

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

The current IDJP.L Sharpe Ratio is 1.62, which is comparable to the LGJP.L Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of IDJP.L and LGJP.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. LGJP.L - Drawdown Comparison

The maximum IDJP.L drawdown since its inception was -39.64%, which is greater than LGJP.L's maximum drawdown of -32.19%. Use the drawdown chart below to compare losses from any high point for IDJP.L and LGJP.L.


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Drawdown Indicators


IDJP.LLGJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.64%

-32.19%

-7.45%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-13.20%

+0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-12.50%

-14.30%

+1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-32.90%

-32.19%

-0.71%

Max Drawdown (10Y)

Largest decline over 10 years

-36.78%

Current Drawdown

Current decline from peak

-2.99%

-3.27%

+0.28%

Average Drawdown

Average peak-to-trough decline

-10.77%

-7.57%

-3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

4.08%

-0.16%

Volatility

IDJP.L vs. LGJP.L - Volatility Comparison

The current volatility for iShares MSCI Japan Small Cap UCITS ETF USD (Dist) (IDJP.L) is 5.16%, while L&G Japan Equity UCITS ETF (LGJP.L) has a volatility of 6.42%. This indicates that IDJP.L experiences smaller price fluctuations and is considered to be less risky than LGJP.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.LLGJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

6.42%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

15.76%

17.61%

-1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

18.11%

21.09%

-2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.33%

18.15%

-1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.65%

18.30%

-1.65%

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

IDJP.L has a 0.58% expense ratio, which is higher than LGJP.L's 0.10% expense ratio.


Dividends

IDJP.L vs. LGJP.L - Dividend Comparison

IDJP.L's dividend yield for the trailing twelve months is around 1.85%, while LGJP.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IDJP.L
iShares MSCI Japan Small Cap UCITS ETF USD (Dist)
1.85%1.77%1.77%1.77%2.08%1.55%1.48%1.47%1.45%1.21%1.20%0.72%
LGJP.L
L&G Japan Equity UCITS ETF
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 LGJP.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LGJP.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LGJP.L is cheaper with a 0.10% expense ratio, compared with 0.58% for IDJP.L.

IDJP.L tracks iShares MSCI Japan Small Cap UCITS ETF USD (Dist), while LGJP.L tracks L&G Japan Equity UCITS ETF. They also come from different issuers: iShares and L&G. Their fees differ too: 0.58% for IDJP.L and 0.10% for LGJP.L.

Portfolio Optimizer

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