IJPH.L vs. EWJV
Compare and contrast key facts about iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) and iShares MSCI Japan Value ETF (EWJV).
IJPH.L and EWJV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IJPH.L is a passively managed fund by iShares that tracks the performance of the MSCI Japan 100% Hedged to GBP Index. It was launched on Jul 31, 2012. EWJV is a passively managed fund by iShares that tracks the performance of the MSCI Japan Value Index. It was launched on Mar 5, 2019. Both IJPH.L and EWJV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IJPH.L or EWJV.
Performance
IJPH.L vs. EWJV - Performance Comparison
Returns By Period
In the year-to-date period, IJPH.L achieves a 20.49% return, which is significantly higher than EWJV's 10.65% return.
IJPH.L
20.49%
0.59%
0.40%
21.20%
13.74%
8.60%
EWJV
10.65%
-1.88%
-0.47%
14.11%
6.97%
N/A
Key characteristics
| IJPH.L | EWJV | |
|---|---|---|
| Sharpe Ratio | 0.95 | 0.78 |
| Sortino Ratio | 1.34 | 1.12 |
| Omega Ratio | 1.20 | 1.15 |
| Calmar Ratio | 0.91 | 1.12 |
| Martin Ratio | 3.18 | 3.92 |
| Ulcer Index | 6.25% | 3.43% |
| Daily Std Dev | 20.82% | 17.15% |
| Max Drawdown | -34.54% | -30.05% |
| Current Drawdown | -7.26% | -5.33% |
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IJPH.L vs. EWJV - Expense Ratio Comparison
IJPH.L has a 0.64% expense ratio, which is higher than EWJV's 0.15% expense ratio.
Correlation
The correlation between IJPH.L and EWJV is 0.64, 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.
Risk-Adjusted Performance
IJPH.L vs. EWJV - 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 Value ETF (EWJV). 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.
Dividends
IJPH.L vs. EWJV - Dividend Comparison
IJPH.L has not paid dividends to shareholders, while EWJV's dividend yield for the trailing twelve months is around 3.29%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
IJPH.L iShares MSCI Japan GBP Hedged UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EWJV iShares MSCI Japan Value ETF | 3.29% | 3.32% | 2.71% | 2.47% | 1.97% | 4.29% |
Drawdowns
IJPH.L vs. EWJV - Drawdown Comparison
The maximum IJPH.L drawdown since its inception was -34.54%, which is greater than EWJV's maximum drawdown of -30.05%. Use the drawdown chart below to compare losses from any high point for IJPH.L and EWJV. For additional features, visit the drawdowns tool.
Volatility
IJPH.L vs. EWJV - Volatility Comparison
iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) has a higher volatility of 5.94% compared to iShares MSCI Japan Value ETF (EWJV) at 3.95%. This indicates that IJPH.L's price experiences larger fluctuations and is considered to be riskier than EWJV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.