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

Performance

IJPA.L vs. IDJP.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 Small Cap UCITS ETF USD (Dist) (IDJP.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 IJPA.L having a 12.49% return and IDJP.L slightly higher at 12.62%. Over the past 10 years, IJPA.L has outperformed IDJP.L with an annualized return of 8.96%, while IDJP.L has yielded a comparatively lower 7.71% annualized return.


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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJPA.L vs. IDJP.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%
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%

Correlation

The correlation between IJPA.L and IDJP.L is 0.85, 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

0.85

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

0.88

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

0.91

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

0.91

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2009

0.83

The correlation between IJPA.L and IDJP.L has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.

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Return for Risk

IJPA.L vs. IDJP.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

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
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. IDJP.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 Small Cap UCITS ETF USD (Dist) (IDJP.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.LIDJP.LDifference
Sharpe ratioReturn per unit of total volatility

0.00

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

2.09

+0.37

Martin ratioReturn relative to average drawdown

8.06

6.67

+1.39

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

The current IJPA.L Sharpe Ratio is 1.43, which is comparable to the IDJP.L Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of IJPA.L and IDJP.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. IDJP.L - Drawdown Comparison

The maximum IJPA.L drawdown since its inception was -40.74%, roughly equal to the maximum IDJP.L drawdown of -39.64%. Use the drawdown chart below to compare losses from any high point for IJPA.L and IDJP.L.


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Drawdown Indicators


IJPA.LIDJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.74%

-39.64%

-1.10%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-12.50%

+0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-13.96%

-12.50%

-1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-32.50%

-32.90%

+0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-32.50%

-36.78%

+4.28%

Current Drawdown

Current decline from peak

-6.12%

-4.95%

-1.17%

Average Drawdown

Average peak-to-trough decline

-8.92%

-10.76%

+1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

3.93%

-0.22%

Volatility

IJPA.L vs. IDJP.L - Volatility Comparison

iShares Core MSCI Japan IMI UCITS ETF USD Acc (IJPA.L) has a higher volatility of 6.61% compared to iShares MSCI Japan Small Cap UCITS ETF USD (Dist) (IDJP.L) at 5.64%. This indicates that IJPA.L's price experiences larger fluctuations and is considered to be riskier than IDJP.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.LIDJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

5.64%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

17.66%

15.91%

+1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

20.92%

18.26%

+2.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.82%

16.36%

+1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

16.66%

+0.20%

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

IJPA.L has a 0.12% expense ratio, which is lower than IDJP.L's 0.58% expense ratio.


Dividends

IJPA.L vs. IDJP.L - Dividend Comparison

IJPA.L has not paid dividends to shareholders, while IDJP.L's dividend yield for the trailing twelve months is around 1.00%.


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%
IJPA.L
iShares Core MSCI Japan IMI UCITS ETF USD 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


IJPA.L and IDJP.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IJPA.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IJPA.L is cheaper with a 0.12% expense ratio, compared with 0.58% for IDJP.L.

IJPA.L tracks MSCI Japan Investable Market Index (IMI), while IDJP.L tracks MSCI Japan Small Cap Index (Net). Their fees differ too: 0.12% for IJPA.L and 0.58% for IDJP.L.

Portfolio Optimizer

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

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