IJPN.L vs. IQQE.DE
IJPN.L (iShares MSCI Japan UCITS ETF (Dist)) and IQQE.DE (iShares MSCI EM UCITS ETF (Dist)) are both exchange-traded funds - IJPN.L is a Japan Equities fund tracking the TOPIX TR JPY, while IQQE.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 10 years, IJPN.L returned 10.48%/yr vs 10.89%/yr for IQQE.DE. A 0.55 correlation means they provide meaningful diversification when combined. IJPN.L charges 0.59%/yr vs 0.18%/yr for IQQE.DE.
Performance
IJPN.L vs. IQQE.DE - Performance Comparison
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Different Trading Currencies
IJPN.L is traded in GBp, while IQQE.DE is traded in EUR. To make them comparable, the IQQE.DE 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 lower than IQQE.DE's 26.10% return. Both investments have delivered pretty close results over the past 10 years, with IJPN.L having a 10.48% annualized return and IQQE.DE not far ahead at 10.89%.
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%
IQQE.DE
- 1D
- -1.58%
- 1M
- 3.99%
- YTD
- 26.10%
- 6M
- 26.58%
- 1Y
- 52.83%
- 3Y*
- 20.88%
- 5Y*
- 8.55%
- 10Y*
- 10.89%
IJPN.L vs. IQQE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJPN.L iShares MSCI Japan UCITS ETF (Dist) | 16.83% | 18.18% | 9.39% | 14.03% | -7.13% | 2.20% | 12.46% | 14.55% | -8.45% | 13.27% |
IQQE.DE iShares MSCI EM UCITS ETF (Dist) | 26.10% | 25.99% | 8.79% | 3.53% | -9.47% | -3.15% | 13.54% | 14.00% | -10.06% | 25.02% |
Correlation
The correlation between IJPN.L and IQQE.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jul 3, 2007 | 0.55 |
The correlation between IJPN.L and IQQE.DE shifts across timeframes, from 0.44 (3 years) to 0.55 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IJPN.L vs. IQQE.DE — Risk / Return Rank
IJPN.L
IQQE.DE
IJPN.L vs. IQQE.DE - 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 MSCI EM UCITS ETF (Dist) (IQQE.DE). 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.L | IQQE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.57 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.22 | 4.83 | -1.60 |
| Martin ratioReturn relative to average drawdown | 10.52 | 17.30 | -6.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IJPN.L | IQQE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | 3.13 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.51 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.59 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.30 | +0.12 |
Drawdowns
IJPN.L vs. IQQE.DE - Drawdown Comparison
The maximum IJPN.L drawdown since its inception was -39.73%, smaller than the maximum IQQE.DE drawdown of -54.09%. Use the drawdown chart below to compare losses from any high point for IJPN.L and IQQE.DE.
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Drawdown Indicators
| IJPN.L | IQQE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.73% | -54.09% | +14.36% |
Max Drawdown (1Y)Largest decline over 1 year | -10.80% | -11.09% | +0.29% |
Max Drawdown (3Y)Largest decline over 3 years | -14.09% | -16.92% | +2.83% |
Max Drawdown (5Y)Largest decline over 5 years | -18.57% | -24.01% | +5.44% |
Max Drawdown (10Y)Largest decline over 10 years | -24.34% | -27.57% | +3.23% |
Current DrawdownCurrent decline from peak | -0.35% | -2.40% | +2.05% |
Average DrawdownAverage peak-to-trough decline | -10.09% | -11.85% | +1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 3.10% | +0.22% |
Volatility
IJPN.L vs. IQQE.DE - Volatility Comparison
The current volatility for iShares MSCI Japan UCITS ETF (Dist) (IJPN.L) is 3.88%, while iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) has a volatility of 7.08%. This indicates that IJPN.L experiences smaller price fluctuations and is considered to be less risky than IQQE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJPN.L | IQQE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 7.08% | -3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 15.00% | 14.69% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.54% | 17.16% | +1.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 16.47% | -0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.98% | 18.28% | -2.30% |
IJPN.L vs. IQQE.DE - Expense Ratio Comparison
IJPN.L has a 0.59% expense ratio, which is higher than IQQE.DE's 0.18% expense ratio.
Dividends
IJPN.L vs. IQQE.DE - Dividend Comparison
IJPN.L's dividend yield for the trailing twelve months is around 2.03%, more than IQQE.DE's 1.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IQQE.DE iShares MSCI EM UCITS ETF (Dist) | 1.49% | 1.87% | 2.19% | 2.34% | 2.91% | 1.99% | 1.53% | 1.75% | 1.94% | 1.42% | 1.83% | 2.22% |
Frequently Asked Questions
IJPN.L and IQQE.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IQQE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IQQE.DE is cheaper with a 0.18% expense ratio, compared with 0.59% for IJPN.L.
IJPN.L is categorized as Japan Equities, while IQQE.DE is Emerging Markets Equities. IJPN.L tracks TOPIX TR JPY, while IQQE.DE tracks MSCI Emerging Markets. Their fees differ too: 0.59% for IJPN.L and 0.18% for IQQE.DE.
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