IJPH.L vs. JPSG.L
IJPH.L (iShares MSCI Japan GBP Hedged UCITS ETF) and JPSG.L (iShares MSCI Japan SRI UCITS ETF GBP Hedged (Acc)) are both Japan Equities funds from iShares - IJPH.L tracks the MSCI Japan 100% Hedged to GBP Index while JPSG.L tracks the MSCI Japan SRI Select Reduced Fossil Fuel Index. Both are passively managed. Over the past 3 years, IJPH.L returned 26.59%/yr vs 19.68%/yr for JPSG.L. Their correlation of 0.90 suggests significant overlap in exposure. IJPH.L charges 0.64%/yr vs 0.25%/yr for JPSG.L.
Performance
IJPH.L vs. JPSG.L - Performance Comparison
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Returns By Period
In the year-to-date period, IJPH.L achieves a 17.93% return, which is significantly higher than JPSG.L's 11.87% return.
IJPH.L
- 1D
- -2.62%
- 1M
- -4.40%
- 6M
- 10.18%
- YTD
- 17.93%
- 1Y
- 45.87%
- 3Y*
- 26.59%
- 5Y*
- 20.46%
- 10Y*
- 14.80%
JPSG.L
- 1D
- -1.43%
- 1M
- 2.78%
- 6M
- 7.13%
- YTD
- 11.87%
- 1Y
- 32.10%
- 3Y*
- 19.68%
- 5Y*
- —
- 10Y*
- —
IJPH.L vs. JPSG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IJPH.L iShares MSCI Japan GBP Hedged UCITS ETF | 17.93% | 29.37% | 23.82% | 28.81% |
JPSG.L iShares MSCI Japan SRI UCITS ETF GBP Hedged (Acc) | 11.87% | 23.27% | 17.32% | 21.38% |
Correlation
The correlation between IJPH.L and JPSG.L is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2023 | 0.90 |
The correlation between IJPH.L and JPSG.L has been stable across timeframes, ranging from 0.83 to 0.90 - a consistent structural relationship.
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Return for Risk
IJPH.L vs. JPSG.L — Risk / Return Rank
IJPH.L
JPSG.L
IJPH.L vs. JPSG.L - 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 iShares MSCI Japan SRI UCITS ETF GBP Hedged (Acc) (JPSG.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.
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 | JPSG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.30 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.73 | 3.30 | +1.43 |
| Martin ratioReturn relative to average drawdown | 15.80 | 10.11 | +5.69 |
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Drawdowns
IJPH.L vs. JPSG.L - Drawdown Comparison
The maximum IJPH.L drawdown since its inception was -34.55%, which is greater than JPSG.L's maximum drawdown of -20.02%. Use the drawdown chart below to compare losses from any high point for IJPH.L and JPSG.L.
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Drawdown Indicators
| IJPH.L | JPSG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.55% | -20.02% | -14.53% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -9.67% | +0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -21.95% | -20.02% | -1.93% |
Max Drawdown (5Y)Largest decline over 5 years | -21.95% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.55% | — | — |
Current DrawdownCurrent decline from peak | -6.60% | -2.26% | -4.34% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -3.53% | -3.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 3.17% | -0.27% |
Volatility
IJPH.L vs. JPSG.L - Volatility Comparison
iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) has a higher volatility of 7.16% compared to iShares MSCI Japan SRI UCITS ETF GBP Hedged (Acc) (JPSG.L) at 5.14%. This indicates that IJPH.L's price experiences larger fluctuations and is considered to be riskier than JPSG.L 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 | JPSG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 5.14% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 17.01% | 14.42% | +2.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.25% | 19.31% | +1.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.26% | 19.05% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.94% | 19.05% | -0.11% |
IJPH.L vs. JPSG.L - Expense Ratio Comparison
IJPH.L has a 0.64% expense ratio, which is higher than JPSG.L's 0.25% expense ratio.
Dividends
IJPH.L vs. JPSG.L - Dividend Comparison
Neither IJPH.L nor JPSG.L has paid dividends to shareholders.
Frequently Asked Questions
IJPH.L and JPSG.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPSG.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPSG.L is cheaper with a 0.25% expense ratio, compared with 0.64% for IJPH.L.
IJPH.L tracks MSCI Japan 100% Hedged to GBP Index, while JPSG.L tracks MSCI Japan SRI Select Reduced Fossil Fuel Index. Their fees differ too: 0.64% for IJPH.L and 0.25% for JPSG.L.
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