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IJPH.L vs. EWJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IJPH.LEWJ
YTD Return12.03%9.74%
1Y Return12.44%12.68%
3Y Return (Ann)11.45%0.13%
5Y Return (Ann)13.15%5.98%
10Y Return (Ann)8.71%5.67%
Sharpe Ratio0.600.85
Daily Std Dev20.86%17.19%
Max Drawdown-34.54%-58.89%
Current Drawdown-13.77%-2.92%

Correlation

-0.50.00.51.00.7

The correlation between IJPH.L and EWJ is 0.70, 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.

Performance

IJPH.L vs. EWJ - Performance Comparison

In the year-to-date period, IJPH.L achieves a 12.03% return, which is significantly higher than EWJ's 9.74% return. Over the past 10 years, IJPH.L has outperformed EWJ with an annualized return of 8.71%, while EWJ has yielded a comparatively lower 5.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%150.00%200.00%250.00%AprilMayJuneJulyAugustSeptember
232.34%
126.38%
IJPH.L
EWJ

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IJPH.L vs. EWJ - Expense Ratio Comparison

IJPH.L has a 0.64% expense ratio, which is higher than EWJ's 0.49% expense ratio.


IJPH.L
iShares MSCI Japan GBP Hedged UCITS ETF
Expense ratio chart for IJPH.L: current value at 0.64% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.64%
Expense ratio chart for EWJ: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

IJPH.L vs. EWJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) and iShares MSCI Japan ETF (EWJ). 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.


IJPH.L
Sharpe ratio
The chart of Sharpe ratio for IJPH.L, currently valued at 0.98, compared to the broader market0.002.004.000.98
Sortino ratio
The chart of Sortino ratio for IJPH.L, currently valued at 1.40, compared to the broader market-2.000.002.004.006.008.0010.0012.001.40
Omega ratio
The chart of Omega ratio for IJPH.L, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.19
Calmar ratio
The chart of Calmar ratio for IJPH.L, currently valued at 0.94, compared to the broader market0.005.0010.0015.000.94
Martin ratio
The chart of Martin ratio for IJPH.L, currently valued at 4.10, compared to the broader market0.0020.0040.0060.0080.00100.004.10
EWJ
Sharpe ratio
The chart of Sharpe ratio for EWJ, currently valued at 0.91, compared to the broader market0.002.004.000.91
Sortino ratio
The chart of Sortino ratio for EWJ, currently valued at 1.31, compared to the broader market-2.000.002.004.006.008.0010.0012.001.31
Omega ratio
The chart of Omega ratio for EWJ, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.13
Calmar ratio
The chart of Calmar ratio for EWJ, currently valued at 0.77, compared to the broader market0.005.0010.0015.000.77
Martin ratio
The chart of Martin ratio for EWJ, currently valued at 4.18, compared to the broader market0.0020.0040.0060.0080.00100.004.18

IJPH.L vs. EWJ - Sharpe Ratio Comparison

The current IJPH.L Sharpe Ratio is 0.60, which roughly equals the EWJ Sharpe Ratio of 0.85. The chart below compares the 12-month rolling Sharpe Ratio of IJPH.L and EWJ.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
0.98
0.91
IJPH.L
EWJ

Dividends

IJPH.L vs. EWJ - Dividend Comparison

IJPH.L has not paid dividends to shareholders, while EWJ's dividend yield for the trailing twelve months is around 1.98%.


TTM20232022202120202019201820172016201520142013
IJPH.L
iShares MSCI Japan GBP Hedged UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EWJ
iShares MSCI Japan ETF
1.98%2.03%1.23%2.08%1.04%2.03%1.71%1.25%1.95%1.27%1.32%1.11%

Drawdowns

IJPH.L vs. EWJ - Drawdown Comparison

The maximum IJPH.L drawdown since its inception was -34.54%, smaller than the maximum EWJ drawdown of -58.89%. Use the drawdown chart below to compare losses from any high point for IJPH.L and EWJ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-12.35%
-2.92%
IJPH.L
EWJ

Volatility

IJPH.L vs. EWJ - Volatility Comparison

iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) has a higher volatility of 7.41% compared to iShares MSCI Japan ETF (EWJ) at 5.99%. This indicates that IJPH.L's price experiences larger fluctuations and is considered to be riskier than EWJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AprilMayJuneJulyAugustSeptember
7.41%
5.99%
IJPH.L
EWJ