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IJPE.L vs. DXJG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IJPE.L vs. DXJG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Japan EUR Hedged UCITS ETF Accumulating (IJPE.L) and WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.L). The values are adjusted to include any dividend payments, if applicable.

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IJPE.L vs. DXJG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IJPE.L
iShares MSCI Japan EUR Hedged UCITS ETF Accumulating
9.08%27.34%22.07%32.82%-5.43%11.46%8.93%15.39%-16.93%18.75%
DXJG.L
WisdomTree Japan Equity UCITS ETF JPY Acc
12.76%13.62%18.54%21.39%-4.12%13.24%-0.01%19.85%-15.02%10.22%
Different Trading Currencies

IJPE.L is traded in EUR, while DXJG.L is traded in GBp. To make them comparable, the DXJG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IJPE.L achieves a 9.08% return, which is significantly lower than DXJG.L's 12.76% return. Over the past 10 years, IJPE.L has outperformed DXJG.L with an annualized return of 12.98%, while DXJG.L has yielded a comparatively lower 10.95% annualized return.


IJPE.L

1D
4.87%
1M
-2.66%
YTD
9.08%
6M
21.49%
1Y
42.71%
3Y*
27.44%
5Y*
16.83%
10Y*
12.98%

DXJG.L

1D
5.11%
1M
-2.36%
YTD
12.76%
6M
18.71%
1Y
28.96%
3Y*
20.08%
5Y*
12.87%
10Y*
10.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IJPE.L vs. DXJG.L - Expense Ratio Comparison

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


Return for Risk

IJPE.L vs. DXJG.L — Risk / Return Rank

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

IJPE.L
IJPE.L Risk / Return Rank: 9090
Overall Rank
IJPE.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IJPE.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
IJPE.L Omega Ratio Rank: 8888
Omega Ratio Rank
IJPE.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
IJPE.L Martin Ratio Rank: 9494
Martin Ratio Rank

DXJG.L
DXJG.L Risk / Return Rank: 8787
Overall Rank
DXJG.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DXJG.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
DXJG.L Omega Ratio Rank: 8282
Omega Ratio Rank
DXJG.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
DXJG.L Martin Ratio Rank: 9090
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.

IJPE.L vs. DXJG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan EUR Hedged UCITS ETF Accumulating (IJPE.L) and WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.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.


IJPE.LDXJG.LDifference

Sharpe ratio

Return per unit of total volatility

1.89

1.41

+0.48

Sortino ratio

Return per unit of downside risk

2.59

1.97

+0.62

Omega ratio

Gain probability vs. loss probability

1.37

1.27

+0.10

Calmar ratio

Return relative to maximum drawdown

4.44

3.02

+1.42

Martin ratio

Return relative to average drawdown

15.36

10.21

+5.15

IJPE.L vs. DXJG.L - Sharpe Ratio Comparison

The current IJPE.L Sharpe Ratio is 1.89, which is higher than the DXJG.L Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of IJPE.L and DXJG.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


IJPE.LDXJG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

1.41

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.76

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.66

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.52

+0.02

Correlation

The correlation between IJPE.L and DXJG.L is 0.77, 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

IJPE.L vs. DXJG.L - Dividend Comparison

Neither IJPE.L nor DXJG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IJPE.L vs. DXJG.L - Drawdown Comparison

The maximum IJPE.L drawdown since its inception was -34.53%, which is greater than DXJG.L's maximum drawdown of -30.94%. Use the drawdown chart below to compare losses from any high point for IJPE.L and DXJG.L.


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Drawdown Indicators


IJPE.LDXJG.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.53%

-29.26%

-5.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-10.49%

-1.86%

Max Drawdown (5Y)

Largest decline over 5 years

-21.50%

-14.83%

-6.67%

Max Drawdown (10Y)

Largest decline over 10 years

-34.53%

-29.26%

-5.27%

Current Drawdown

Current decline from peak

-4.83%

-4.98%

+0.15%

Average Drawdown

Average peak-to-trough decline

-9.12%

-5.35%

-3.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

2.81%

-0.02%

Volatility

IJPE.L vs. DXJG.L - Volatility Comparison

iShares MSCI Japan EUR Hedged UCITS ETF Accumulating (IJPE.L) and WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.L) have volatilities of 8.82% and 8.69%, 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


IJPE.LDXJG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.82%

8.69%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

15.54%

14.28%

+1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

22.45%

20.43%

+2.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.63%

16.83%

+1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.01%

16.73%

+2.28%