IJPH.L vs. AMD
IJPH.L (iShares MSCI Japan GBP Hedged UCITS ETF) is Japan Equities fund tracking the MSCI Japan 100% Hedged to GBP Index, while AMD (Advanced Micro Devices, Inc.) is a stock. Over the past 10 years, IJPH.L returned 15.77%/yr vs 60.22%/yr for AMD. At a 0.23 correlation, their price movements are largely independent.
Performance
IJPH.L vs. AMD - Performance Comparison
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Different Trading Currencies
IJPH.L is traded in GBP, while AMD is traded in USD. To make them comparable, the AMD values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, IJPH.L achieves a 20.84% return, which is significantly lower than AMD's 156.67% return. Over the past 10 years, IJPH.L has underperformed AMD with an annualized return of 15.77%, while AMD has yielded a comparatively higher 60.22% annualized return.
IJPH.L
- 1D
- 1.39%
- 1M
- 4.33%
- YTD
- 20.84%
- 6M
- 20.67%
- 1Y
- 53.19%
- 3Y*
- 26.82%
- 5Y*
- 20.46%
- 10Y*
- 15.77%
AMD
- 1D
- 6.90%
- 1M
- 28.16%
- YTD
- 156.67%
- 6M
- 162.90%
- 1Y
- 376.67%
- 3Y*
- 63.34%
- 5Y*
- 48.09%
- 10Y*
- 60.22%
IJPH.L vs. AMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJPH.L iShares MSCI Japan GBP Hedged UCITS ETF | 20.84% | 29.37% | 23.82% | 34.19% | -4.30% | 11.94% | 9.27% | 15.94% | -15.89% | 19.45% |
AMD Advanced Micro Devices, Inc. | 156.67% | 64.67% | -16.63% | 116.21% | -49.64% | 58.39% | 94.10% | 138.98% | 90.22% | -17.19% |
Correlation
The correlation between IJPH.L and AMD is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2012 | 0.23 |
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Return for Risk
IJPH.L vs. AMD — Risk / Return Rank
IJPH.L
AMD
IJPH.L vs. AMD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) and Advanced Micro Devices, Inc. (AMD). 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.
| IJPH.L | AMD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.66 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 5.49 | 13.10 | -7.61 |
| Martin ratioReturn relative to average drawdown | 19.28 | 26.86 | -7.59 |
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Drawdowns
IJPH.L vs. AMD - Drawdown Comparison
The maximum IJPH.L drawdown since its inception was -34.55%, smaller than the maximum AMD drawdown of -86.54%. Use the drawdown chart below to compare losses from any high point for IJPH.L and AMD.
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Drawdown Indicators
| IJPH.L | AMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.55% | -86.54% | +51.99% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -28.98% | +19.34% |
Max Drawdown (3Y)Largest decline over 3 years | -21.95% | -62.99% | +41.04% |
Max Drawdown (5Y)Largest decline over 5 years | -21.95% | -62.99% | +41.04% |
Max Drawdown (10Y)Largest decline over 10 years | -34.55% | -62.99% | +28.44% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.46% | -39.93% | +32.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 14.10% | -11.35% |
Volatility
IJPH.L vs. AMD - Volatility Comparison
The current volatility for iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) is 4.93%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 22.89%. This indicates that IJPH.L experiences smaller price fluctuations and is considered to be less risky than AMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJPH.L | AMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 22.89% | -17.96% |
Volatility (6M)Calculated over the trailing 6-month period | 15.88% | 48.95% | -33.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.36% | 66.03% | -45.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.12% | 54.40% | -35.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.22% | 56.48% | -37.26% |
Dividends
IJPH.L vs. AMD - Dividend Comparison
Neither IJPH.L nor AMD has paid dividends to shareholders.
Frequently Asked Questions
IJPH.L and AMD have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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