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

IJPD.L vs. PRIJ.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI Japan USD Hedged UCITS ETF Accumulating (IJPD.L) and Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L).

IJPD.L and PRIJ.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. PRIJ.L is a passively managed fund by Amundi that tracks the performance of the TOPIX TR JPY. It was launched on Jan 30, 2019. Both IJPD.L and PRIJ.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. PRIJ.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 Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)2025202420232022202120202019
IJPD.L
iShares MSCI Japan USD Hedged UCITS ETF Accumulating		10.39%29.04%24.14%35.59%-3.08%12.22%10.80%10.68%
PRIJ.L
Amundi Prime Japan UCITS ETF DR (D)		7.15%24.50%7.20%19.78%-16.36%1.56%15.67%13.41%
Different Trading Currencies

IJPD.L is traded in USD, while PRIJ.L is traded in GBp. To make them comparable, the PRIJ.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 10.39% return, which is significantly higher than PRIJ.L's 7.15% return.

IJPD.L

1D
5.57%
1M
-1.81%
YTD
10.39%
6M
23.50%
1Y
46.48%
3Y*
29.83%
5Y*
19.03%
10Y*
15.24%

PRIJ.L

1D
4.85%
1M
-5.16%
YTD
7.15%
6M
9.96%
1Y
30.71%
3Y*
17.06%
5Y*
7.34%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

iShares MSCI Japan USD Hedged UCITS ETF Accumulating

Amundi Prime Japan UCITS ETF DR (D)

Often compared with IJPD.L:
IJPD.L vs. IJPA.LIJPD.L vs. GLDIJPD.L vs. CSKR.LIJPD.L vs. IJPE.LIJPD.L vs. IUVL.LIJPD.L vs. EUNL.DEIJPD.L vs. EUNN.DE
Often compared with PRIJ.L:
PRIJ.L vs. CSJP.LPRIJ.L vs. SJPA.LPRIJ.L vs. VJPB.LPRIJ.L vs. DXJSPRIJ.L vs. DXJG.LPRIJ.L vs. HSJP.LPRIJ.L vs. EEJG.L

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

IJPD.L has a 0.64% expense ratio, which is higher than PRIJ.L's 0.05% expense ratio.

IJPD.L
iShares MSCI Japan USD Hedged UCITS ETF Accumulating
PRIJ.L
Amundi Prime Japan UCITS ETF DR (D)

Return for Risk

IJPD.L vs. PRIJ.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: 9393
Overall Rank
IJPD.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IJPD.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
IJPD.L Omega Ratio Rank: 9090
Omega Ratio Rank
IJPD.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
IJPD.L Martin Ratio Rank: 9595
Martin Ratio Rank
PRIJ.L
PRIJ.L Risk / Return Rank: 7474
Overall Rank
PRIJ.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
PRIJ.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
PRIJ.L Omega Ratio Rank: 6868
Omega Ratio Rank
PRIJ.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
PRIJ.L Martin Ratio Rank: 7676
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. PRIJ.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 Amundi Prime Japan UCITS ETF DR (D) (PRIJ.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.LPRIJ.LDifference

Sharpe ratio

Return per unit of total volatility

2.05

1.48

+0.57

Sortino ratio

Return per unit of downside risk

2.76

2.12

+0.64

Omega ratio

Gain probability vs. loss probability

1.40

1.27

+0.13

Calmar ratio

Return relative to maximum drawdown

5.00

2.34

+2.66

Martin ratio

Return relative to average drawdown

17.30

8.64

+8.67

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IJPD.L Sharpe Ratio is 2.05, which is higher than the PRIJ.L Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of IJPD.L and PRIJ.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.LPRIJ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

1.48

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

0.42

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.53

+0.12

Correlation

The correlation between IJPD.L and PRIJ.L is 0.76, 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. PRIJ.L - Dividend Comparison

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

TTM2025202420232022202120202019
IJPD.L
iShares MSCI Japan USD Hedged UCITS ETF Accumulating		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRIJ.L
Amundi Prime Japan UCITS ETF DR (D)		0.00%0.00%1.89%1.89%2.17%1.82%1.71%1.89%

Drawdowns

IJPD.L vs. PRIJ.L - Drawdown Comparison

The maximum IJPD.L drawdown since its inception was -31.09%, roughly equal to the maximum PRIJ.L drawdown of -32.13%. Use the drawdown chart below to compare losses from any high point for IJPD.L and PRIJ.L.

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Drawdown Indicators

IJPD.LPRIJ.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.09%

-24.45%

-6.64%

Max Drawdown (1Y)

Largest decline over 1 year

-12.78%

-12.24%

-0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-21.80%

-18.15%

-3.65%

Max Drawdown (10Y)

Largest decline over 10 years

-31.09%

—

—

Current Drawdown

Current decline from peak

-3.97%

-5.62%

+1.65%

Average Drawdown

Average peak-to-trough decline

-6.78%

-5.05%

-1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

3.17%

-0.48%

Volatility

IJPD.L vs. PRIJ.L - Volatility Comparison

iShares MSCI Japan USD Hedged UCITS ETF Accumulating (IJPD.L) has a higher volatility of 9.28% compared to Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) at 8.21%. This indicates that IJPD.L's price experiences larger fluctuations and is considered to be riskier than PRIJ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IJPD.LPRIJ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.28%

8.21%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

15.79%

15.50%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

22.58%

20.71%

+1.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.69%

17.58%

+1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.10%

18.33%

+0.77%