PortfoliosLab logoPortfoliosLab logo
IJPD.L vs. LDAP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IJPD.L vs. LDAP.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 L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis (LDAP.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IJPD.L achieves a 22.10% return, which is significantly higher than LDAP.L's 17.12% return.


IJPD.L

1D
-1.07%
1M
0.56%
6M
14.39%
YTD
22.10%
1Y
52.00%
3Y*
28.86%
5Y*
21.89%
10Y*
16.33%

LDAP.L

1D
1.71%
1M
-1.56%
6M
15.58%
YTD
17.12%
1Y
24.38%
3Y*
20.08%
5Y*
9.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
IJPD.L
iShares MSCI Japan USD Hedged UCITS ETF Accumulating
22.10%29.04%24.14%35.59%-3.08%2.85%
LDAP.L
L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis
17.12%35.59%3.81%9.13%-8.93%-99.00%

Correlation

The correlation between IJPD.L and LDAP.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

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

0.42

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

0.49

Correlation (All Time)
Calculated using the full available price history since Apr 12, 2021

0.50

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IJPD.L vs. LDAP.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: 9191
Overall Rank
IJPD.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IJPD.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
IJPD.L Omega Ratio Rank: 8989
Omega Ratio Rank
IJPD.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
IJPD.L Martin Ratio Rank: 9292
Martin Ratio Rank

LDAP.L
LDAP.L Risk / Return Rank: 5555
Overall Rank
LDAP.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
LDAP.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
LDAP.L Omega Ratio Rank: 5454
Omega Ratio Rank
LDAP.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
LDAP.L Martin Ratio Rank: 4646
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. LDAP.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 L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis (LDAP.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.


IJPD.LLDAP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.20

Omega ratioGain probability vs. loss probability

1.45

1.28

+0.17

Calmar ratioReturn relative to maximum drawdown

5.55

2.31

+3.24

Martin ratioReturn relative to average drawdown

18.34

6.22

+12.12

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

The current IJPD.L Sharpe Ratio is 2.49, which is higher than the LDAP.L Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of IJPD.L and LDAP.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.


Loading charts...

Drawdowns

IJPD.L vs. LDAP.L - Drawdown Comparison

The maximum IJPD.L drawdown since its inception was -31.09%, smaller than the maximum LDAP.L drawdown of -99.33%. Use the drawdown chart below to compare losses from any high point for IJPD.L and LDAP.L.


Loading charts...

Drawdown Indicators


IJPD.LLDAP.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.09%

-99.33%

+68.24%

Max Drawdown (1Y)

Largest decline over 1 year

-9.32%

-10.85%

+1.53%

Max Drawdown (3Y)

Largest decline over 3 years

-21.80%

-24.47%

+2.67%

Max Drawdown (5Y)

Largest decline over 5 years

-21.80%

-34.61%

+12.81%

Max Drawdown (10Y)

Largest decline over 10 years

-31.09%

Current Drawdown

Current decline from peak

-3.28%

-98.38%

+95.10%

Average Drawdown

Average peak-to-trough decline

-6.71%

-98.71%

+92.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

4.04%

-1.21%

Volatility

IJPD.L vs. LDAP.L - Volatility Comparison

iShares MSCI Japan USD Hedged UCITS ETF Accumulating (IJPD.L) has a higher volatility of 6.63% compared to L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis (LDAP.L) at 4.91%. This indicates that IJPD.L's price experiences larger fluctuations and is considered to be riskier than LDAP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IJPD.LLDAP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.63%

4.91%

+1.72%

Volatility (6M)

Calculated over the trailing 6-month period

16.49%

13.37%

+3.12%

Volatility (1Y)

Calculated over the trailing 1-year period

20.77%

15.84%

+4.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.97%

28.07%

-9.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.64%

51.15%

-32.51%

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

IJPD.L has a 0.64% expense ratio, which is higher than LDAP.L's 0.40% expense ratio.


Dividends

IJPD.L vs. LDAP.L - Dividend Comparison

IJPD.L has not paid dividends to shareholders, while LDAP.L's dividend yield for the trailing twelve months is around 3.83%.


PositionTTM20252024202320222021
IJPD.L
iShares MSCI Japan USD Hedged UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%
LDAP.L
L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis
3.83%4.23%4.86%5.25%4.92%2.23%

Frequently Asked Questions


IJPD.L and LDAP.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LDAP.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LDAP.L is cheaper with a 0.40% expense ratio, compared with 0.64% for IJPD.L.

IJPD.L tracks MSCI Japan 100% Hedged to USD Net TR Index, while LDAP.L tracks L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis. They also come from different issuers: iShares and L&G. Their fees differ too: 0.64% for IJPD.L and 0.40% for LDAP.L.

Portfolio Optimizer

Find the right allocation for IJPD.L and LDAP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer