IJPH.L vs. ^N225
Compare and contrast key facts about iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) and Nikkei 225 (^N225).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IJPH.L or ^N225.
Performance
IJPH.L vs. ^N225 - Performance Comparison
Returns By Period
In the year-to-date period, IJPH.L achieves a 20.49% return, which is significantly higher than ^N225's 14.37% return. Both investments have delivered pretty close results over the past 10 years, with IJPH.L having a 8.60% annualized return and ^N225 not far behind at 8.37%.
IJPH.L
20.49%
0.59%
0.40%
21.20%
13.74%
8.60%
^N225
14.37%
-1.82%
-1.73%
14.63%
10.96%
8.37%
Key characteristics
| IJPH.L | ^N225 | |
|---|---|---|
| Sharpe Ratio | 0.95 | 0.68 |
| Sortino Ratio | 1.34 | 1.03 |
| Omega Ratio | 1.20 | 1.17 |
| Calmar Ratio | 0.91 | 0.69 |
| Martin Ratio | 3.18 | 2.59 |
| Ulcer Index | 6.25% | 6.77% |
| Daily Std Dev | 20.82% | 26.13% |
| Max Drawdown | -34.54% | -81.87% |
| Current Drawdown | -7.26% | -9.36% |
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Correlation
The correlation between IJPH.L and ^N225 is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
IJPH.L vs. ^N225 - 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 Nikkei 225 (^N225). 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.
Drawdowns
IJPH.L vs. ^N225 - Drawdown Comparison
The maximum IJPH.L drawdown since its inception was -34.54%, smaller than the maximum ^N225 drawdown of -81.87%. Use the drawdown chart below to compare losses from any high point for IJPH.L and ^N225. For additional features, visit the drawdowns tool.
Volatility
IJPH.L vs. ^N225 - Volatility Comparison
The current volatility for iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) is 5.89%, while Nikkei 225 (^N225) has a volatility of 7.02%. This indicates that IJPH.L experiences smaller price fluctuations and is considered to be less risky than ^N225 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.