IJPH.L vs. XSTC.L
Compare and contrast key facts about iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) and Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L).
IJPH.L and XSTC.L 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. XSTC.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Sep 12, 2017. Both IJPH.L and XSTC.L 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 XSTC.L.
Key characteristics
| IJPH.L | XSTC.L | |
|---|---|---|
| YTD Return | 12.03% | 20.81% |
| 1Y Return | 12.44% | 32.43% |
| 3Y Return (Ann) | 11.45% | 16.27% |
| 5Y Return (Ann) | 13.15% | 22.90% |
| Sharpe Ratio | 0.60 | 1.72 |
| Daily Std Dev | 20.86% | 20.14% |
| Max Drawdown | -34.54% | -25.32% |
| Current Drawdown | -13.77% | -8.22% |
Correlation
The correlation between IJPH.L and XSTC.L is 0.59, 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. XSTC.L - Performance Comparison
In the year-to-date period, IJPH.L achieves a 12.03% return, which is significantly lower than XSTC.L's 20.81% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IJPH.L vs. XSTC.L - Expense Ratio Comparison
IJPH.L has a 0.64% expense ratio, which is higher than XSTC.L's 0.12% expense ratio.
Risk-Adjusted Performance
IJPH.L vs. XSTC.L - 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 MSCI USA Information Technology UCITS ETF 1D (XSTC.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.
Dividends
IJPH.L vs. XSTC.L - Dividend Comparison
IJPH.L has not paid dividends to shareholders, while XSTC.L's dividend yield for the trailing twelve months is around 0.42%.
| 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% |
XSTC.L Xtrackers MSCI USA Information Technology UCITS ETF 1D | 0.42% | 0.53% | 1.08% | 0.53% | 0.63% | 0.60% |
Drawdowns
IJPH.L vs. XSTC.L - Drawdown Comparison
The maximum IJPH.L drawdown since its inception was -34.54%, which is greater than XSTC.L's maximum drawdown of -25.32%. Use the drawdown chart below to compare losses from any high point for IJPH.L and XSTC.L. For additional features, visit the drawdowns tool.
Volatility
IJPH.L vs. XSTC.L - Volatility Comparison
iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) has a higher volatility of 8.24% compared to Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) at 7.44%. This indicates that IJPH.L's price experiences larger fluctuations and is considered to be riskier than XSTC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.