IJPH.L vs. XDJP.DE
Compare and contrast key facts about iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE).
IJPH.L and XDJP.DE 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. XDJP.DE is a passively managed fund by Xtrackers that tracks the performance of the TOPIX TR JPY. It was launched on Jan 25, 2013. Both IJPH.L and XDJP.DE 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 XDJP.DE.
Performance
IJPH.L vs. XDJP.DE - Performance Comparison
Returns By Period
In the year-to-date period, IJPH.L achieves a 20.49% return, which is significantly higher than XDJP.DE's 9.50% return. Both investments have delivered pretty close results over the past 10 years, with IJPH.L having a 8.60% annualized return and XDJP.DE not far behind at 8.38%.
IJPH.L
20.49%
0.59%
0.40%
21.20%
13.74%
8.60%
XDJP.DE
9.50%
-2.79%
2.02%
14.39%
5.22%
8.38%
Key characteristics
| IJPH.L | XDJP.DE | |
|---|---|---|
| Sharpe Ratio | 0.95 | 0.75 |
| Sortino Ratio | 1.34 | 1.11 |
| Omega Ratio | 1.20 | 1.15 |
| Calmar Ratio | 0.91 | 0.91 |
| Martin Ratio | 3.18 | 2.42 |
| Ulcer Index | 6.25% | 5.47% |
| Daily Std Dev | 20.82% | 17.63% |
| Max Drawdown | -34.54% | -29.12% |
| Current Drawdown | -7.26% | -5.63% |
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IJPH.L vs. XDJP.DE - Expense Ratio Comparison
IJPH.L has a 0.64% expense ratio, which is higher than XDJP.DE's 0.09% expense ratio.
Correlation
The correlation between IJPH.L and XDJP.DE is 0.80, 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.
Risk-Adjusted Performance
IJPH.L vs. XDJP.DE - 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 Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE). 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. XDJP.DE - Dividend Comparison
Neither IJPH.L nor XDJP.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 0.00% | 0.79% | 2.60% | 1.16% | 1.14% | 1.11% | 1.28% | 0.75% | 0.89% | 0.16% | 1.40% | 0.43% |
Drawdowns
IJPH.L vs. XDJP.DE - Drawdown Comparison
The maximum IJPH.L drawdown since its inception was -34.54%, which is greater than XDJP.DE's maximum drawdown of -29.12%. Use the drawdown chart below to compare losses from any high point for IJPH.L and XDJP.DE. For additional features, visit the drawdowns tool.
Volatility
IJPH.L vs. XDJP.DE - Volatility Comparison
iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) has a higher volatility of 5.94% compared to Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) at 5.45%. This indicates that IJPH.L's price experiences larger fluctuations and is considered to be riskier than XDJP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.