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IJPD.L vs. HPJS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IJPD.L vs. HPJS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Japan USD Hedged UCITS ETF Accumulating (IJPD.L) and HSBC MSCI Japan Climate Paris Aligned UCITS ETF (HPJS.L). The values are adjusted to include any dividend payments, if applicable.

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IJPD.L vs. HPJS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IJPD.L
iShares MSCI Japan USD Hedged UCITS ETF Accumulating
4.57%29.04%24.14%35.59%-3.08%-1.37%
HPJS.L
HSBC MSCI Japan Climate Paris Aligned UCITS ETF
-3.02%23.67%-3.15%15.70%-24.09%-1.95%
Different Trading Currencies

IJPD.L is traded in USD, while HPJS.L is traded in GBP. To make them comparable, the HPJS.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 HPJS.L's -3.02% 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%

HPJS.L

1D
0.98%
1M
-12.27%
YTD
-3.02%
6M
1.36%
1Y
20.32%
3Y*
8.11%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IJPD.L vs. HPJS.L - Expense Ratio Comparison

IJPD.L has a 0.64% expense ratio, which is higher than HPJS.L's 0.18% expense ratio.


Return for Risk

IJPD.L vs. HPJS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IJPD.L
IJPD.L Risk / Return Rank: 8787
Overall Rank
IJPD.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IJPD.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
IJPD.L Omega Ratio Rank: 8585
Omega Ratio Rank
IJPD.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
IJPD.L Martin Ratio Rank: 9191
Martin Ratio Rank

HPJS.L
HPJS.L Risk / Return Rank: 5151
Overall Rank
HPJS.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
HPJS.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
HPJS.L Omega Ratio Rank: 4545
Omega Ratio Rank
HPJS.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
HPJS.L Martin Ratio Rank: 5151
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.

IJPD.L vs. HPJS.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 HSBC MSCI Japan Climate Paris Aligned UCITS ETF (HPJS.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.LHPJS.LDifference

Sharpe ratio

Return per unit of total volatility

1.74

0.99

+0.74

Sortino ratio

Return per unit of downside risk

2.36

1.52

+0.83

Omega ratio

Gain probability vs. loss probability

1.34

1.19

+0.15

Calmar ratio

Return relative to maximum drawdown

3.03

1.41

+1.62

Martin ratio

Return relative to average drawdown

12.29

5.37

+6.93

IJPD.L vs. HPJS.L - Sharpe Ratio Comparison

The current IJPD.L Sharpe Ratio is 1.74, which is higher than the HPJS.L Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of IJPD.L and HPJS.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


IJPD.LHPJS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

0.99

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.00

+0.62

Correlation

The correlation between IJPD.L and HPJS.L is 0.71, 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. HPJS.L - Dividend Comparison

Neither IJPD.L nor HPJS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IJPD.L vs. HPJS.L - Drawdown Comparison

The maximum IJPD.L drawdown since its inception was -31.09%, smaller than the maximum HPJS.L drawdown of -33.74%. Use the drawdown chart below to compare losses from any high point for IJPD.L and HPJS.L.


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Drawdown Indicators


IJPD.LHPJS.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.09%

-24.65%

-6.44%

Max Drawdown (1Y)

Largest decline over 1 year

-12.84%

-12.22%

-0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-21.80%

Max Drawdown (10Y)

Largest decline over 10 years

-31.09%

Current Drawdown

Current decline from peak

-9.04%

-10.63%

+1.59%

Average Drawdown

Average peak-to-trough decline

-6.78%

-11.75%

+4.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

3.36%

-0.21%

Volatility

IJPD.L vs. HPJS.L - Volatility Comparison

iShares MSCI Japan USD Hedged UCITS ETF Accumulating (IJPD.L) and HSBC MSCI Japan Climate Paris Aligned UCITS ETF (HPJS.L) have volatilities of 9.20% and 8.97%, 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.LHPJS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.20%

8.97%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

14.88%

14.99%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

21.97%

20.43%

+1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.53%

17.96%

+0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.03%

17.96%

+1.07%