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

Performance

IJPN.L vs. IHYA.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 High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.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 IHYA.L is traded in USD. To make them comparable, the IHYA.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 18.29% return, which is significantly higher than IHYA.L's 3.61% return.


IJPN.L

1D
-0.77%
1M
3.31%
YTD
18.29%
6M
18.43%
1Y
37.48%
3Y*
17.28%
5Y*
9.88%
10Y*
9.31%

IHYA.L

1D
0.12%
1M
2.02%
YTD
3.61%
6M
4.15%
1Y
10.20%
3Y*
7.22%
5Y*
4.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IJPN.L
iShares MSCI Japan UCITS ETF (Dist)
18.29%17.49%8.73%13.10%-7.90%1.42%11.56%13.61%-9.14%10.20%
IHYA.L
iShares USD High Yield Corporate Bond UCITS ETF USD (Acc)
3.61%1.69%8.85%5.09%1.97%4.70%1.98%8.38%4.49%-4.39%

Correlation

The correlation between IJPN.L and IHYA.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.23

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

0.26

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2017

0.40

Over the past year, the correlation between IJPN.L and IHYA.L has dropped to 0.17 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

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Return for Risk

IJPN.L vs. IHYA.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: 7171
Overall Rank
IJPN.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IJPN.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
IJPN.L Omega Ratio Rank: 7070
Omega Ratio Rank
IJPN.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
IJPN.L Martin Ratio Rank: 7070
Martin Ratio Rank

IHYA.L
IHYA.L Risk / Return Rank: 5858
Overall Rank
IHYA.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IHYA.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
IHYA.L Omega Ratio Rank: 6161
Omega Ratio Rank
IHYA.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
IHYA.L Martin Ratio Rank: 6565
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. IHYA.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 High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

+0.39

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.36

1.28

+0.08

Calmar ratioReturn relative to maximum drawdown

3.46

2.68

+0.78

Martin ratioReturn relative to average drawdown

11.12

8.60

+2.52

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

The current IJPN.L Sharpe Ratio is 1.93, which is comparable to the IHYA.L Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of IJPN.L and IHYA.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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Drawdowns

IJPN.L vs. IHYA.L - Drawdown Comparison

The maximum IJPN.L drawdown since its inception was -36.06%, which is greater than IHYA.L's maximum drawdown of -16.09%. Use the drawdown chart below to compare losses from any high point for IJPN.L and IHYA.L.


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Drawdown Indicators


IJPN.LIHYA.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.06%

-16.09%

-19.97%

Max Drawdown (1Y)

Largest decline over 1 year

-10.80%

-3.79%

-7.01%

Max Drawdown (3Y)

Largest decline over 3 years

-14.09%

-8.94%

-5.15%

Max Drawdown (5Y)

Largest decline over 5 years

-18.87%

-10.79%

-8.08%

Max Drawdown (10Y)

Largest decline over 10 years

-24.34%

Current Drawdown

Current decline from peak

-3.85%

-0.09%

-3.76%

Average Drawdown

Average peak-to-trough decline

-9.91%

-3.71%

-6.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

1.18%

+2.17%

Volatility

IJPN.L vs. IHYA.L - Volatility Comparison

iShares MSCI Japan UCITS ETF (Dist) (IJPN.L) has a higher volatility of 6.67% compared to iShares USD High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.L) at 1.88%. This indicates that IJPN.L's price experiences larger fluctuations and is considered to be riskier than IHYA.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.LIHYA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

1.88%

+4.79%

Volatility (6M)

Calculated over the trailing 6-month period

16.02%

5.21%

+10.81%

Volatility (1Y)

Calculated over the trailing 1-year period

19.37%

6.63%

+12.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.09%

8.70%

+7.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.99%

9.76%

+6.23%

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

IJPN.L has a 0.59% expense ratio, which is higher than IHYA.L's 0.50% expense ratio.


Dividends

IJPN.L vs. IHYA.L - Dividend Comparison

IJPN.L's dividend yield for the trailing twelve months is around 1.49%, while IHYA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IHYA.L
iShares USD High Yield Corporate 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)
1.49%1.76%1.36%1.06%1.24%0.89%1.02%1.11%1.05%0.90%0.83%0.41%

Frequently Asked Questions


IJPN.L and IHYA.L have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IHYA.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IHYA.L is cheaper with a 0.50% expense ratio, compared with 0.59% for IJPN.L.

IJPN.L is categorized as Japan Equities, while IHYA.L is High Yield Bonds. IJPN.L tracks TOPIX TR JPY, while IHYA.L tracks Bloomberg US Corporate High Yield TR USD. Their fees differ too: 0.59% for IJPN.L and 0.50% for IHYA.L.

Portfolio Optimizer

Find the right allocation for IJPN.L and IHYA.L

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