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IJPA.L vs. CJPU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IJPA.L vs. CJPU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI Japan IMI UCITS ETF USD Acc (IJPA.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CJPU.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 stocks are quite close, with IJPA.L having a 12.49% return and CJPU.L slightly lower at 12.44%. Both investments have delivered pretty close results over the past 10 years, with IJPA.L having a 8.96% annualized return and CJPU.L not far behind at 8.85%.


IJPA.L

1D
-2.39%
1M
-5.04%
6M
6.75%
YTD
12.49%
1Y
29.96%
3Y*
16.37%
5Y*
8.69%
10Y*
8.96%

CJPU.L

1D
-2.51%
1M
-5.70%
6M
6.20%
YTD
12.44%
1Y
30.44%
3Y*
16.15%
5Y*
8.69%
10Y*
8.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJPA.L vs. CJPU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IJPA.L
iShares Core MSCI Japan IMI UCITS ETF USD Acc
12.49%27.28%6.62%19.34%-16.16%0.16%14.98%18.46%-14.15%25.83%
CJPU.L
iShares MSCI Japan UCITS ETF USD (Acc)
12.44%26.13%7.33%20.25%-17.32%0.50%16.08%17.64%-13.50%24.10%

Correlation

The correlation between IJPA.L and CJPU.L is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

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

0.99

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

0.99

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

0.98

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2010

0.73

Over the past year, IJPA.L and CJPU.L have become more correlated (0.99) than their long-term average of 0.73, meaning their price movements have been converging.

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Return for Risk

IJPA.L vs. CJPU.L — Risk / Return Rank

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

IJPA.L
IJPA.L Risk / Return Rank: 5858
Overall Rank
IJPA.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IJPA.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
IJPA.L Omega Ratio Rank: 5555
Omega Ratio Rank
IJPA.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
IJPA.L Martin Ratio Rank: 6060
Martin Ratio Rank

CJPU.L
CJPU.L Risk / Return Rank: 5858
Overall Rank
CJPU.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CJPU.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
CJPU.L Omega Ratio Rank: 5454
Omega Ratio Rank
CJPU.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
CJPU.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.

IJPA.L vs. CJPU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Japan IMI UCITS ETF USD Acc (IJPA.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CJPU.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.


IJPA.LCJPU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.27

1.26

+0.01

Calmar ratioReturn relative to maximum drawdown

2.46

2.37

+0.09

Martin ratioReturn relative to average drawdown

8.06

7.70

+0.35

IJPA.L vs. CJPU.L - Sharpe Ratio Comparison

The current IJPA.L Sharpe Ratio is 1.43, which is comparable to the CJPU.L Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of IJPA.L and CJPU.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

IJPA.L vs. CJPU.L - Drawdown Comparison

The maximum IJPA.L drawdown since its inception was -40.74%, which is greater than CJPU.L's maximum drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for IJPA.L and CJPU.L.


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Drawdown Indicators


IJPA.LCJPU.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.74%

-32.64%

-8.10%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-12.79%

+0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-13.96%

-14.74%

+0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-32.50%

-32.64%

+0.14%

Max Drawdown (10Y)

Largest decline over 10 years

-32.50%

-32.64%

+0.14%

Current Drawdown

Current decline from peak

-6.12%

-7.07%

+0.95%

Average Drawdown

Average peak-to-trough decline

-8.92%

-5.86%

-3.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

3.94%

-0.23%

Volatility

IJPA.L vs. CJPU.L - Volatility Comparison

The current volatility for iShares Core MSCI Japan IMI UCITS ETF USD Acc (IJPA.L) is 6.61%, while iShares MSCI Japan UCITS ETF USD (Acc) (CJPU.L) has a volatility of 7.14%. This indicates that IJPA.L experiences smaller price fluctuations and is considered to be less risky than CJPU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IJPA.LCJPU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

7.14%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

17.66%

18.29%

-0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

20.92%

21.85%

-0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.82%

18.44%

-0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

17.12%

-0.26%

IJPA.L vs. CJPU.L - Expense Ratio Comparison

Both IJPA.L and CJPU.L have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IJPA.L vs. CJPU.L - Dividend Comparison

Neither IJPA.L nor CJPU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, IJPA.L and CJPU.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IJPA.L and CJPU.L have the same expense ratio: 0.12% per year.

IJPA.L tracks MSCI Japan Investable Market Index (IMI), while CJPU.L tracks MSCI Japan Index (Net).

Portfolio Optimizer

Find the right allocation for IJPA.L and CJPU.L

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