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IQQJ.DE vs. SMLN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQJ.DE vs. SMLN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Japan UCITS ETF (Dist) (IQQJ.DE) and Invesco JPX-Nikkei 400 UCITS ETF (SMLN.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IQQJ.DE achieves a 16.83% return, which is significantly higher than SMLN.DE's 15.87% return. Both investments have delivered pretty close results over the past 10 years, with IQQJ.DE having a 8.94% annualized return and SMLN.DE not far behind at 8.93%.


IQQJ.DE

1D
-14.69%
1M
5.85%
YTD
16.83%
6M
16.70%
1Y
30.57%
3Y*
15.45%
5Y*
9.84%
10Y*
8.94%

SMLN.DE

1D
-0.49%
1M
4.75%
YTD
15.87%
6M
15.93%
1Y
28.29%
3Y*
14.96%
5Y*
9.82%
10Y*
8.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQJ.DE vs. SMLN.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQJ.DE
iShares MSCI Japan UCITS ETF (Dist)
16.83%12.69%13.58%16.03%-12.77%9.53%4.77%21.88%-10.11%8.81%
SMLN.DE
Invesco JPX-Nikkei 400 UCITS ETF
15.87%12.69%12.93%16.15%-11.17%8.51%4.78%22.29%-10.60%9.59%

Correlation

The correlation between IQQJ.DE and SMLN.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.96

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2014

0.98

The correlation between IQQJ.DE and SMLN.DE has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.

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Return for Risk

IQQJ.DE vs. SMLN.DE — Risk / Return Rank

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

IQQJ.DE
IQQJ.DE Risk / Return Rank: 3838
Overall Rank
IQQJ.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IQQJ.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
IQQJ.DE Omega Ratio Rank: 4444
Omega Ratio Rank
IQQJ.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
IQQJ.DE Martin Ratio Rank: 5454
Martin Ratio Rank

SMLN.DE
SMLN.DE Risk / Return Rank: 5252
Overall Rank
SMLN.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SMLN.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
SMLN.DE Omega Ratio Rank: 4949
Omega Ratio Rank
SMLN.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
SMLN.DE Martin Ratio Rank: 5757
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.

IQQJ.DE vs. SMLN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan UCITS ETF (Dist) (IQQJ.DE) and Invesco JPX-Nikkei 400 UCITS ETF (SMLN.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.


IQQJ.DESMLN.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.28

1.30

-0.03

Calmar ratioReturn relative to maximum drawdown

2.07

2.99

-0.92

Martin ratioReturn relative to average drawdown

9.16

9.93

-0.76

IQQJ.DE vs. SMLN.DE - Sharpe Ratio Comparison

The current IQQJ.DE Sharpe Ratio is 0.87, which is lower than the SMLN.DE Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of IQQJ.DE and SMLN.DE, 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


IQQJ.DESMLN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.56

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.60

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.55

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.51

-0.23

Drawdowns

IQQJ.DE vs. SMLN.DE - Drawdown Comparison

The maximum IQQJ.DE drawdown since its inception was -54.99%, which is greater than SMLN.DE's maximum drawdown of -28.42%. Use the drawdown chart below to compare losses from any high point for IQQJ.DE and SMLN.DE.


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Drawdown Indicators


IQQJ.DESMLN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.99%

-28.42%

-26.57%

Max Drawdown (1Y)

Largest decline over 1 year

-14.69%

-9.43%

-5.26%

Max Drawdown (3Y)

Largest decline over 3 years

-16.72%

-15.55%

-1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-19.40%

-19.85%

+0.45%

Max Drawdown (10Y)

Largest decline over 10 years

-28.02%

-28.42%

+0.40%

Current Drawdown

Current decline from peak

-14.69%

-0.49%

-14.20%

Average Drawdown

Average peak-to-trough decline

-16.84%

-6.03%

-10.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

2.84%

+0.49%

Volatility

IQQJ.DE vs. SMLN.DE - Volatility Comparison

iShares MSCI Japan UCITS ETF (Dist) (IQQJ.DE) has a higher volatility of 30.30% compared to Invesco JPX-Nikkei 400 UCITS ETF (SMLN.DE) at 3.44%. This indicates that IQQJ.DE's price experiences larger fluctuations and is considered to be riskier than SMLN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQJ.DESMLN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.30%

3.44%

+26.86%

Volatility (6M)

Calculated over the trailing 6-month period

33.04%

14.75%

+18.29%

Volatility (1Y)

Calculated over the trailing 1-year period

34.82%

18.07%

+16.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.13%

16.12%

+5.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.82%

16.22%

+2.60%

IQQJ.DE vs. SMLN.DE - Expense Ratio Comparison

IQQJ.DE has a 0.12% expense ratio, which is lower than SMLN.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IQQJ.DE vs. SMLN.DE - Dividend Comparison

IQQJ.DE's dividend yield for the trailing twelve months is around 1.52%, while SMLN.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IQQJ.DE
iShares MSCI Japan UCITS ETF (Dist)
1.52%1.79%1.48%1.42%1.76%1.16%1.40%1.41%1.44%1.23%1.21%0.57%
SMLN.DE
Invesco JPX-Nikkei 400 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, IQQJ.DE and SMLN.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IQQJ.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IQQJ.DE is cheaper with a 0.12% expense ratio, compared with 0.19% for SMLN.DE.

IQQJ.DE tracks MSCI Japan, while SMLN.DE tracks JPX-Nikkei 400. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.12% for IQQJ.DE and 0.19% for SMLN.DE.

Portfolio Optimizer

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