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

Performance

IJPN.L vs. ISJP.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 MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IJPN.L achieves a 16.83% return, which is significantly higher than ISJP.L's 15.08% return. Over the past 10 years, IJPN.L has outperformed ISJP.L with an annualized return of 10.48%, while ISJP.L has yielded a comparatively lower 8.58% annualized return.


IJPN.L

1D
-0.35%
1M
3.86%
YTD
16.83%
6M
16.00%
1Y
36.20%
3Y*
16.17%
5Y*
10.52%
10Y*
10.48%

ISJP.L

1D
0.31%
1M
4.30%
YTD
15.08%
6M
15.70%
1Y
31.91%
3Y*
14.99%
5Y*
8.64%
10Y*
8.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
ISJP.L
iShares MSCI Japan Small Cap UCITS ETF (Dist)
15.08%20.89%4.99%7.01%-2.01%-2.01%4.51%13.94%-11.99%19.35%

Correlation

The correlation between IJPN.L and ISJP.L is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.78

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

0.82

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

0.85

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since May 13, 2008

0.81

The correlation between IJPN.L and ISJP.L has been stable across timeframes, ranging from 0.78 to 0.88 - a consistent structural relationship.

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Return for Risk

IJPN.L vs. ISJP.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

ISJP.L
ISJP.L Risk / Return Rank: 6161
Overall Rank
ISJP.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ISJP.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
ISJP.L Omega Ratio Rank: 6565
Omega Ratio Rank
ISJP.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
ISJP.L Martin Ratio Rank: 5656
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. ISJP.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 MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.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.LISJP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.36

1.38

-0.03

Calmar ratioReturn relative to maximum drawdown

3.22

2.89

+0.33

Martin ratioReturn relative to average drawdown

10.52

9.66

+0.85

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

The current IJPN.L Sharpe Ratio is 1.88, which is comparable to the ISJP.L Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of IJPN.L and ISJP.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.LISJP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

2.07

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.61

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.55

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.48

-0.07

Drawdowns

IJPN.L vs. ISJP.L - Drawdown Comparison

The maximum IJPN.L drawdown since its inception was -39.73%, which is greater than ISJP.L's maximum drawdown of -32.93%. Use the drawdown chart below to compare losses from any high point for IJPN.L and ISJP.L.


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Drawdown Indicators


IJPN.LISJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.73%

-32.93%

-6.80%

Max Drawdown (1Y)

Largest decline over 1 year

-10.80%

-10.84%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-14.09%

-11.23%

-2.86%

Max Drawdown (5Y)

Largest decline over 5 years

-18.57%

-21.01%

+2.44%

Max Drawdown (10Y)

Largest decline over 10 years

-24.34%

-28.98%

+4.64%

Current Drawdown

Current decline from peak

-0.35%

-1.25%

+0.90%

Average Drawdown

Average peak-to-trough decline

-10.09%

-6.22%

-3.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

3.25%

+0.07%

Volatility

IJPN.L vs. ISJP.L - Volatility Comparison

The current volatility for iShares MSCI Japan UCITS ETF (Dist) (IJPN.L) is 3.88%, while iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) has a volatility of 4.25%. This indicates that IJPN.L experiences smaller price fluctuations and is considered to be less risky than ISJP.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.LISJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

4.25%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

15.00%

13.34%

+1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

18.54%

15.17%

+3.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.88%

14.22%

+1.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.98%

15.62%

+0.36%

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

IJPN.L has a 0.59% expense ratio, which is higher than ISJP.L's 0.58% expense ratio.


Dividends

IJPN.L vs. ISJP.L - Dividend Comparison

IJPN.L's dividend yield for the trailing twelve months is around 2.03%, more than ISJP.L's 1.67% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
ISJP.L
iShares MSCI Japan Small Cap UCITS ETF (Dist)
1.67%1.85%1.73%1.77%1.99%1.52%1.58%1.53%1.39%1.29%1.07%0.68%

Frequently Asked Questions


IJPN.L and ISJP.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISJP.L is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISJP.L is cheaper with a 0.58% expense ratio, compared with 0.59% for IJPN.L.

IJPN.L tracks TOPIX TR JPY, while ISJP.L tracks MSCI Japan Small Cap NR JPY. Their fees differ too: 0.59% for IJPN.L and 0.58% for ISJP.L.

Portfolio Optimizer

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