IJPD.L vs. CSJP.L
Compare and contrast key facts about iShares MSCI Japan USD Hedged UCITS ETF Accumulating (IJPD.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L).
IJPD.L and CSJP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IJPD.L is a passively managed fund by iShares that tracks the performance of the MSCI Japan 100% Hedged to USD Net TR Index. It was launched on Sep 30, 2013. CSJP.L is a passively managed fund by iShares that tracks the performance of the TOPIX TR JPY. It was launched on Jan 11, 2010. Both IJPD.L and CSJP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IJPD.L vs. CSJP.L - Performance Comparison
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IJPD.L vs. CSJP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJPD.L iShares MSCI Japan USD Hedged UCITS ETF Accumulating | 4.57% | 29.04% | 24.14% | 35.59% | -3.08% | 12.22% | 10.80% | 18.74% | -14.26% | 20.81% |
CSJP.L iShares MSCI Japan UCITS ETF USD (Acc) | 2.25% | 26.34% | 7.19% | 19.68% | -17.24% | 0.84% | 15.60% | 18.51% | -13.69% | 23.76% |
Different Trading Currencies
IJPD.L is traded in USD, while CSJP.L is traded in GBp. To make them comparable, the CSJP.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IJPD.L achieves a 4.57% return, which is significantly higher than CSJP.L's 2.25% return. Over the past 10 years, IJPD.L has outperformed CSJP.L with an annualized return of 14.62%, while CSJP.L has yielded a comparatively lower 8.53% annualized return.
IJPD.L
- 1D
- -0.37%
- 1M
- -9.04%
- YTD
- 4.57%
- 6M
- 16.70%
- 1Y
- 38.25%
- 3Y*
- 27.51%
- 5Y*
- 17.75%
- 10Y*
- 14.62%
CSJP.L
- 1D
- 0.12%
- 1M
- -11.03%
- YTD
- 2.25%
- 6M
- 7.34%
- 1Y
- 26.87%
- 3Y*
- 15.89%
- 5Y*
- 6.33%
- 10Y*
- 8.53%
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IJPD.L vs. CSJP.L - Expense Ratio Comparison
IJPD.L has a 0.64% expense ratio, which is higher than CSJP.L's 0.48% expense ratio.
Return for Risk
IJPD.L vs. CSJP.L — Risk / Return Rank
IJPD.L
CSJP.L
IJPD.L vs. CSJP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan USD Hedged UCITS ETF Accumulating (IJPD.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.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.
| IJPD.L | CSJP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.74 | 1.29 | +0.45 |
Sortino ratioReturn per unit of downside risk | 2.36 | 1.84 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.25 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 3.03 | 2.09 | +0.94 |
Martin ratioReturn relative to average drawdown | 12.29 | 7.42 | +4.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IJPD.L | CSJP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 1.29 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.36 | +0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.51 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.49 | +0.14 |
Correlation
The correlation between IJPD.L and CSJP.L is 0.81, 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
IJPD.L vs. CSJP.L - Dividend Comparison
Neither IJPD.L nor CSJP.L has paid dividends to shareholders.
Drawdowns
IJPD.L vs. CSJP.L - Drawdown Comparison
The maximum IJPD.L drawdown since its inception was -31.09%, smaller than the maximum CSJP.L drawdown of -32.83%. Use the drawdown chart below to compare losses from any high point for IJPD.L and CSJP.L.
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Drawdown Indicators
| IJPD.L | CSJP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.09% | -24.31% | -6.78% |
Max Drawdown (1Y)Largest decline over 1 year | -12.84% | -10.49% | -2.35% |
Max Drawdown (5Y)Largest decline over 5 years | -21.80% | -18.68% | -3.12% |
Max Drawdown (10Y)Largest decline over 10 years | -31.09% | -24.31% | -6.78% |
Current DrawdownCurrent decline from peak | -9.04% | -9.36% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -6.14% | -0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 3.14% | +0.01% |
Volatility
IJPD.L vs. CSJP.L - Volatility Comparison
iShares MSCI Japan USD Hedged UCITS ETF Accumulating (IJPD.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L) have volatilities of 9.20% and 9.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJPD.L | CSJP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.20% | 9.41% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 14.88% | 14.74% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.97% | 20.83% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.53% | 17.74% | +0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.03% | 16.93% | +2.10% |