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

Performance

IJPA.L vs. VJPB.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 Vanguard FTSE Japan UCITS ETF Accumulating (VJPB.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022202120202019
IJPA.L
iShares Core MSCI Japan IMI UCITS ETF USD Acc
7.90%27.28%6.62%19.34%-16.16%0.16%14.98%4.65%
VJPB.L
Vanguard FTSE Japan UCITS ETF Accumulating
7.76%26.88%6.68%19.43%-16.30%0.84%15.54%5.34%
Different Trading Currencies

IJPA.L is traded in USD, while VJPB.L is traded in GBP. To make them comparable, the VJPB.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with IJPA.L having a 7.90% return and VJPB.L slightly lower at 7.76%.


IJPA.L

1D
5.65%
1M
-3.08%
YTD
7.90%
6M
12.92%
1Y
34.36%
3Y*
17.77%
5Y*
7.53%
10Y*
9.26%

VJPB.L

1D
4.96%
1M
-3.68%
YTD
7.76%
6M
12.34%
1Y
33.91%
3Y*
17.77%
5Y*
7.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

IJPA.L has a 0.12% expense ratio, which is lower than VJPB.L's 0.15% 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%.


Return for Risk

IJPA.L vs. VJPB.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: 8383
Overall Rank
IJPA.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IJPA.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
IJPA.L Omega Ratio Rank: 7979
Omega Ratio Rank
IJPA.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
IJPA.L Martin Ratio Rank: 8484
Martin Ratio Rank

VJPB.L
VJPB.L Risk / Return Rank: 8383
Overall Rank
VJPB.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VJPB.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
VJPB.L Omega Ratio Rank: 7979
Omega Ratio Rank
VJPB.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
VJPB.L Martin Ratio Rank: 8686
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. VJPB.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 Vanguard FTSE Japan UCITS ETF Accumulating (VJPB.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.


IJPA.LVJPB.LDifference

Sharpe ratio

Return per unit of total volatility

1.66

1.64

+0.02

Sortino ratio

Return per unit of downside risk

2.36

2.28

+0.07

Omega ratio

Gain probability vs. loss probability

1.32

1.31

+0.01

Calmar ratio

Return relative to maximum drawdown

2.90

2.73

+0.17

Martin ratio

Return relative to average drawdown

10.72

10.21

+0.51

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

The current IJPA.L Sharpe Ratio is 1.66, which is comparable to the VJPB.L Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of IJPA.L and VJPB.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IJPA.LVJPB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.64

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.43

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.51

-0.07

Correlation

The correlation between IJPA.L and VJPB.L is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IJPA.L vs. VJPB.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

IJPA.L vs. VJPB.L - Drawdown Comparison

The maximum IJPA.L drawdown since its inception was -32.47%, roughly equal to the maximum VJPB.L drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for IJPA.L and VJPB.L.


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Drawdown Indicators


IJPA.LVJPB.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.47%

-24.65%

-7.82%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-10.67%

-1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-32.47%

-18.32%

-14.15%

Max Drawdown (10Y)

Largest decline over 10 years

-32.47%

Current Drawdown

Current decline from peak

-6.51%

-5.37%

-1.14%

Average Drawdown

Average peak-to-trough decline

-8.11%

-5.39%

-2.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

2.92%

+0.37%

Volatility

IJPA.L vs. VJPB.L - Volatility Comparison

iShares Core MSCI Japan IMI UCITS ETF USD Acc (IJPA.L) has a higher volatility of 9.66% compared to Vanguard FTSE Japan UCITS ETF Accumulating (VJPB.L) at 8.95%. This indicates that IJPA.L's price experiences larger fluctuations and is considered to be riskier than VJPB.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.LVJPB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.66%

8.95%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

15.26%

15.07%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

20.60%

20.62%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.35%

17.52%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.75%

18.50%

-1.75%