IJPN.L vs. EUE.L
Compare and contrast key facts about iShares MSCI Japan UCITS ETF (Dist) (IJPN.L) and iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUE.L).
IJPN.L and EUE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IJPN.L is a passively managed fund by iShares that tracks the performance of the TOPIX TR JPY. It was launched on Oct 1, 2004. EUE.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Apr 3, 2000. Both IJPN.L and EUE.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: IJPN.L or EUE.L.
Key characteristics
| IJPN.L | EUE.L | |
|---|---|---|
| YTD Return | 5.44% | 3.13% |
| 1Y Return | 5.42% | 11.23% |
| 3Y Return (Ann) | 1.65% | 4.95% |
| 5Y Return (Ann) | 4.91% | 5.36% |
| 10Y Return (Ann) | 8.14% | 4.77% |
| Sharpe Ratio | 0.36 | 0.77 |
| Daily Std Dev | 16.09% | 12.99% |
| Max Drawdown | -39.73% | -50.20% |
| Current Drawdown | -6.95% | -8.59% |
Correlation
The correlation between IJPN.L and EUE.L is 0.63, 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
IJPN.L vs. EUE.L - Performance Comparison
In the year-to-date period, IJPN.L achieves a 5.44% return, which is significantly higher than EUE.L's 3.13% return. Over the past 10 years, IJPN.L has outperformed EUE.L with an annualized return of 8.14%, while EUE.L has yielded a comparatively lower 4.77% annualized 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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IJPN.L vs. EUE.L - Expense Ratio Comparison
IJPN.L has a 0.59% expense ratio, which is higher than EUE.L's 0.10% expense ratio.
Risk-Adjusted Performance
IJPN.L vs. EUE.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan UCITS ETF (Dist) (IJPN.L) and iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUE.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
IJPN.L vs. EUE.L - Dividend Comparison
IJPN.L's dividend yield for the trailing twelve months is around 2.02%, less than EUE.L's 3.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJPN.L iShares MSCI Japan UCITS ETF (Dist) | 2.02% | 1.81% | 2.10% | 1.66% | 1.75% | 1.90% | 1.89% | 1.53% | 1.55% | 0.87% | 2.70% | 1.20% |
EUE.L iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) | 3.05% | 3.00% | 2.78% | 2.09% | 2.13% | 3.20% | 3.64% | 2.84% | 3.32% | 2.85% | 2.89% | 2.59% |
Drawdowns
IJPN.L vs. EUE.L - Drawdown Comparison
The maximum IJPN.L drawdown since its inception was -39.73%, smaller than the maximum EUE.L drawdown of -50.20%. Use the drawdown chart below to compare losses from any high point for IJPN.L and EUE.L. For additional features, visit the drawdowns tool.
Volatility
IJPN.L vs. EUE.L - Volatility Comparison
iShares MSCI Japan UCITS ETF (Dist) (IJPN.L) has a higher volatility of 5.77% compared to iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUE.L) at 4.37%. This indicates that IJPN.L's price experiences larger fluctuations and is considered to be riskier than EUE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.