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

Performance

IJPA.L vs. WREE.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 WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period


IJPA.L

1D
-1.27%
1M
1.12%
YTD
14.21%
6M
15.32%
1Y
31.66%
3Y*
17.58%
5Y*
8.58%
10Y*
9.06%

WREE.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

IJPA.L vs. WREE.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: 5454
Overall Rank
IJPA.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IJPA.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
IJPA.L Omega Ratio Rank: 5353
Omega Ratio Rank
IJPA.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
IJPA.L Martin Ratio Rank: 5454
Martin Ratio Rank

WREE.L
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. WREE.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 WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.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.LWREE.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.59

Martin ratioReturn relative to average drawdown

8.64

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


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Sharpe Ratios by Period


IJPA.LWREE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

Drawdowns

IJPA.L vs. WREE.L - Drawdown Comparison


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Drawdown Indicators


IJPA.LWREE.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.74%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

Max Drawdown (3Y)

Largest decline over 3 years

-13.96%

Max Drawdown (5Y)

Largest decline over 5 years

-32.50%

Max Drawdown (10Y)

Largest decline over 10 years

-32.50%

Current Drawdown

Current decline from peak

-1.32%

Average Drawdown

Average peak-to-trough decline

-8.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

Volatility

IJPA.L vs. WREE.L - Volatility Comparison


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Volatility by Period


IJPA.LWREE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

Volatility (6M)

Calculated over the trailing 6-month period

16.40%

Volatility (1Y)

Calculated over the trailing 1-year period

19.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.85%

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

IJPA.L has a 0.12% expense ratio, which is lower than WREE.L's 0.50% expense ratio.


Dividends

IJPA.L vs. WREE.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


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 0.50% for WREE.L.

IJPA.L is categorized as Japan Equities, while WREE.L is Commodity Producers Equities. IJPA.L tracks MSCI Japan Investable Market Index (IMI), while WREE.L tracks WisdomTree Strategic Metals and Rare Earths Miners Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.12% for IJPA.L and 0.50% for WREE.L.

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