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

Performance

IJPD.L vs. SWDA.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 iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
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%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
-4.80%21.14%19.09%23.79%-18.13%22.52%15.68%27.97%-9.23%22.42%
Different Trading Currencies

IJPD.L is traded in USD, while SWDA.L is traded in GBp. To make them comparable, the SWDA.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 SWDA.L's -5.47% return. Over the past 10 years, IJPD.L has outperformed SWDA.L with an annualized return of 14.62%, while SWDA.L has yielded a comparatively lower 11.76% 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%

SWDA.L

1D
0.00%
1M
-7.83%
YTD
-5.47%
6M
-1.48%
1Y
18.00%
3Y*
16.51%
5Y*
9.81%
10Y*
11.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

IJPD.L has a 0.64% expense ratio, which is higher than SWDA.L's 0.20% expense ratio.


Return for Risk

IJPD.L vs. SWDA.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

SWDA.L
SWDA.L Risk / Return Rank: 6666
Overall Rank
SWDA.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SWDA.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
SWDA.L Omega Ratio Rank: 6868
Omega Ratio Rank
SWDA.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
SWDA.L Martin Ratio Rank: 6666
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. SWDA.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 Core MSCI World UCITS ETF USD (Acc) (SWDA.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.LSWDA.LDifference

Sharpe ratio

Return per unit of total volatility

1.74

1.17

+0.57

Sortino ratio

Return per unit of downside risk

2.36

1.66

+0.69

Omega ratio

Gain probability vs. loss probability

1.34

1.24

+0.10

Calmar ratio

Return relative to maximum drawdown

3.03

1.40

+1.63

Martin ratio

Return relative to average drawdown

12.29

6.74

+5.55

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

The current IJPD.L Sharpe Ratio is 1.74, which is higher than the SWDA.L Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of IJPD.L and SWDA.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.LSWDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

1.17

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.64

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.75

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.67

-0.04

Correlation

The correlation between IJPD.L and SWDA.L is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IJPD.L vs. SWDA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

IJPD.L vs. SWDA.L - Drawdown Comparison

The maximum IJPD.L drawdown since its inception was -31.09%, smaller than the maximum SWDA.L drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for IJPD.L and SWDA.L.


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Drawdown Indicators


IJPD.LSWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.09%

-25.58%

-5.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.84%

-10.26%

-2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-21.80%

-18.50%

-3.30%

Max Drawdown (10Y)

Largest decline over 10 years

-31.09%

-25.58%

-5.51%

Current Drawdown

Current decline from peak

-9.04%

-5.44%

-3.60%

Average Drawdown

Average peak-to-trough decline

-6.78%

-3.52%

-3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.37%

+0.78%

Volatility

IJPD.L vs. SWDA.L - Volatility Comparison

iShares MSCI Japan USD Hedged UCITS ETF Accumulating (IJPD.L) has a higher volatility of 9.20% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 4.42%. This indicates that IJPD.L's price experiences larger fluctuations and is considered to be riskier than SWDA.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.LSWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.20%

4.42%

+4.78%

Volatility (6M)

Calculated over the trailing 6-month period

14.88%

8.44%

+6.44%

Volatility (1Y)

Calculated over the trailing 1-year period

21.97%

15.36%

+6.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.53%

15.30%

+3.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.03%

15.70%

+3.33%