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IJPN.L vs. FLOA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IJPN.L vs. FLOA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Japan UCITS ETF (Dist) (IJPN.L) and iShares USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IJPN.L is traded in GBp, while FLOA.L is traded in USD. To make them comparable, the FLOA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IJPN.L achieves a 16.83% return, which is significantly higher than FLOA.L's 2.45% return.


IJPN.L

1D
-0.35%
1M
6.24%
YTD
16.83%
6M
16.02%
1Y
34.98%
3Y*
16.17%
5Y*
10.52%
10Y*
10.48%

FLOA.L

1D
0.06%
1M
1.38%
YTD
2.45%
6M
1.53%
1Y
6.04%
3Y*
3.08%
5Y*
5.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJPN.L vs. FLOA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IJPN.L
iShares MSCI Japan UCITS ETF (Dist)
16.83%18.18%9.39%14.03%-7.13%2.20%12.46%14.55%-4.08%
FLOA.L
iShares USD Floating Rate Bond UCITS ETF USD (Acc)
2.45%-2.50%8.28%1.29%13.40%1.37%-2.10%0.21%11.32%

Correlation

The correlation between IJPN.L and FLOA.L is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2018

0.12

The correlation between IJPN.L and FLOA.L shifts across timeframes, from -0.05 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IJPN.L vs. FLOA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IJPN.L
IJPN.L Risk / Return Rank: 6060
Overall Rank
IJPN.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IJPN.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
IJPN.L Omega Ratio Rank: 5959
Omega Ratio Rank
IJPN.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
IJPN.L Martin Ratio Rank: 6060
Martin Ratio Rank

FLOA.L
FLOA.L Risk / Return Rank: 9797
Overall Rank
FLOA.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FLOA.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
FLOA.L Omega Ratio Rank: 9898
Omega Ratio Rank
FLOA.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLOA.L Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IJPN.L vs. FLOA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan UCITS ETF (Dist) (IJPN.L) and iShares USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.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.


IJPN.LFLOA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.99

Sortino ratioReturn per unit of downside risk

+1.40

Omega ratioGain probability vs. loss probability

1.36

1.16

+0.20

Calmar ratioReturn relative to maximum drawdown

3.22

1.22

+2.00

Martin ratioReturn relative to average drawdown

10.52

3.41

+7.11

IJPN.L vs. FLOA.L - Sharpe Ratio Comparison

The current IJPN.L Sharpe Ratio is 1.88, which is higher than the FLOA.L Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of IJPN.L and FLOA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IJPN.LFLOA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

0.89

+0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.62

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.43

-0.01

Drawdowns

IJPN.L vs. FLOA.L - Drawdown Comparison

The maximum IJPN.L drawdown since its inception was -39.73%, which is greater than FLOA.L's maximum drawdown of -14.84%. Use the drawdown chart below to compare losses from any high point for IJPN.L and FLOA.L.


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Drawdown Indicators


IJPN.LFLOA.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.73%

-14.84%

-24.89%

Max Drawdown (1Y)

Largest decline over 1 year

-10.80%

-4.92%

-5.88%

Max Drawdown (3Y)

Largest decline over 3 years

-14.09%

-9.58%

-4.51%

Max Drawdown (5Y)

Largest decline over 5 years

-18.57%

-14.84%

-3.73%

Max Drawdown (10Y)

Largest decline over 10 years

-24.34%

Current Drawdown

Current decline from peak

-0.35%

-3.15%

+2.80%

Average Drawdown

Average peak-to-trough decline

-10.09%

-6.00%

-4.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

1.77%

+1.55%

Volatility

IJPN.L vs. FLOA.L - Volatility Comparison

iShares MSCI Japan UCITS ETF (Dist) (IJPN.L) has a higher volatility of 3.88% compared to iShares USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.L) at 1.90%. This indicates that IJPN.L's price experiences larger fluctuations and is considered to be riskier than FLOA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IJPN.LFLOA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

1.90%

+1.98%

Volatility (6M)

Calculated over the trailing 6-month period

15.00%

5.15%

+9.85%

Volatility (1Y)

Calculated over the trailing 1-year period

18.54%

6.76%

+11.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.88%

8.65%

+7.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.98%

9.29%

+6.69%

IJPN.L vs. FLOA.L - Expense Ratio Comparison

IJPN.L has a 0.59% expense ratio, which is higher than FLOA.L's 0.10% expense ratio.


Dividends

IJPN.L vs. FLOA.L - Dividend Comparison

IJPN.L's dividend yield for the trailing twelve months is around 2.03%, while FLOA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FLOA.L
iShares USD Floating Rate Bond UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IJPN.L
iShares MSCI Japan UCITS ETF (Dist)
2.03%2.25%1.95%1.81%2.10%1.66%1.75%1.90%1.89%1.53%1.55%0.87%

Frequently Asked Questions


IJPN.L and FLOA.L have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLOA.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLOA.L is cheaper with a 0.10% expense ratio, compared with 0.59% for IJPN.L.

IJPN.L is categorized as Japan Equities, while FLOA.L is Corporate Bonds. IJPN.L tracks TOPIX TR JPY, while FLOA.L tracks Bloomberg US Corp Bond TR USD. Their fees differ too: 0.59% for IJPN.L and 0.10% for FLOA.L.

Portfolio Optimizer

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