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IJPA.L vs. N4US.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IJPA.L vs. N4US.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 Invesco JPX-Nikkei 400 UCITS ETF USD Hedged (Acc) (N4US.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IJPA.L achieves a 12.49% return, which is significantly lower than N4US.L's 18.80% return. Over the past 10 years, IJPA.L has underperformed N4US.L with an annualized return of 8.96%, while N4US.L has yielded a comparatively higher 16.34% 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%

N4US.L

1D
-2.01%
1M
-2.75%
6M
11.38%
YTD
18.80%
1Y
45.47%
3Y*
27.49%
5Y*
21.88%
10Y*
16.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJPA.L vs. N4US.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%
N4US.L
Invesco JPX-Nikkei 400 UCITS ETF USD Hedged (Acc)
18.80%30.25%23.77%35.97%-1.05%11.18%10.79%19.49%-15.75%22.99%

Correlation

The correlation between IJPA.L and N4US.L is 0.88, 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

0.88

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

0.82

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

0.80

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

0.80

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2015

0.81

The correlation between IJPA.L and N4US.L has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.

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Return for Risk

IJPA.L vs. N4US.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

N4US.L
N4US.L Risk / Return Rank: 9090
Overall Rank
N4US.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
N4US.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
N4US.L Omega Ratio Rank: 8888
Omega Ratio Rank
N4US.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
N4US.L Martin Ratio Rank: 9292
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. N4US.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 Invesco JPX-Nikkei 400 UCITS ETF USD Hedged (Acc) (N4US.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.LN4US.LDifference
Sharpe ratioReturn per unit of total volatility

-0.89

Sortino ratioReturn per unit of downside risk

-1.06

Omega ratioGain probability vs. loss probability

1.27

1.42

-0.15

Calmar ratioReturn relative to maximum drawdown

2.46

4.84

-2.39

Martin ratioReturn relative to average drawdown

8.06

16.48

-8.43

IJPA.L vs. N4US.L - Sharpe Ratio Comparison

The current IJPA.L Sharpe Ratio is 1.43, which is lower than the N4US.L Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of IJPA.L and N4US.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. N4US.L - Drawdown Comparison

The maximum IJPA.L drawdown since its inception was -40.74%, which is greater than N4US.L's maximum drawdown of -30.94%. Use the drawdown chart below to compare losses from any high point for IJPA.L and N4US.L.


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Drawdown Indicators


IJPA.LN4US.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.74%

-30.94%

-9.80%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-9.35%

-2.80%

Max Drawdown (3Y)

Largest decline over 3 years

-13.96%

-21.38%

+7.42%

Max Drawdown (5Y)

Largest decline over 5 years

-32.50%

-21.38%

-11.12%

Max Drawdown (10Y)

Largest decline over 10 years

-32.50%

-30.94%

-1.56%

Current Drawdown

Current decline from peak

-6.12%

-4.48%

-1.64%

Average Drawdown

Average peak-to-trough decline

-8.92%

-6.78%

-2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

2.75%

+0.96%

Volatility

IJPA.L vs. N4US.L - Volatility Comparison

iShares Core MSCI Japan IMI UCITS ETF USD Acc (IJPA.L) has a higher volatility of 6.61% compared to Invesco JPX-Nikkei 400 UCITS ETF USD Hedged (Acc) (N4US.L) at 6.15%. This indicates that IJPA.L's price experiences larger fluctuations and is considered to be riskier than N4US.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.LN4US.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

6.15%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

17.66%

15.63%

+2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

20.92%

19.57%

+1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.82%

18.50%

-0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

18.38%

-1.52%

IJPA.L vs. N4US.L - Expense Ratio Comparison

IJPA.L has a 0.12% expense ratio, which is lower than N4US.L's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IJPA.L vs. N4US.L - Dividend Comparison

Neither IJPA.L nor N4US.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IJPA.L and N4US.L have a correlation of 0.88, 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 0.19% for N4US.L.

IJPA.L tracks MSCI Japan Investable Market Index (IMI), while N4US.L tracks JPX-Nikkei 400 USD Hedged Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.12% for IJPA.L and 0.19% for N4US.L.

Portfolio Optimizer

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