ISJP.L vs. DBJP
Compare and contrast key facts about iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) and Xtrackers MSCI Japan Hedged Equity ETF (DBJP).
ISJP.L and DBJP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISJP.L is a passively managed fund by iShares that tracks the performance of the MSCI Japan Small Cap NR JPY. It was launched on May 9, 2008. DBJP is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI Japan US Dollar Hedged Index. It was launched on Jun 9, 2011. Both ISJP.L and DBJP are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ISJP.L or DBJP.
Key characteristics
| ISJP.L | DBJP | |
|---|---|---|
| YTD Return | 4.59% | 18.40% |
| 1Y Return | 5.91% | 21.87% |
| 3Y Return (Ann) | -0.23% | 14.57% |
| 5Y Return (Ann) | 2.17% | 15.79% |
| 10Y Return (Ann) | 7.72% | 10.39% |
| Sharpe Ratio | 0.38 | 1.04 |
| Daily Std Dev | 14.47% | 19.34% |
| Max Drawdown | -32.93% | -31.30% |
| Current Drawdown | -1.86% | -10.08% |
Correlation
The correlation between ISJP.L and DBJP is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ISJP.L vs. DBJP - Performance Comparison
In the year-to-date period, ISJP.L achieves a 4.59% return, which is significantly lower than DBJP's 18.40% return. Over the past 10 years, ISJP.L has underperformed DBJP with an annualized return of 7.72%, while DBJP has yielded a comparatively higher 10.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ISJP.L vs. DBJP - Expense Ratio Comparison
ISJP.L has a 0.58% expense ratio, which is higher than DBJP's 0.46% expense ratio.
Risk-Adjusted Performance
ISJP.L vs. DBJP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) and Xtrackers MSCI Japan Hedged Equity ETF (DBJP). 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.
Dividends
ISJP.L vs. DBJP - Dividend Comparison
ISJP.L's dividend yield for the trailing twelve months is around 1.74%, less than DBJP's 3.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISJP.L iShares MSCI Japan Small Cap UCITS ETF (Dist) | 1.74% | 1.77% | 1.99% | 1.52% | 1.58% | 1.53% | 1.39% | 1.29% | 1.07% | 0.68% | 1.70% | 0.78% |
DBJP Xtrackers MSCI Japan Hedged Equity ETF | 3.18% | 5.21% | 0.80% | 2.30% | 2.53% | 2.56% | 3.87% | 2.07% | 1.13% | 5.95% | 10.53% | 1.84% |
Drawdowns
ISJP.L vs. DBJP - Drawdown Comparison
The maximum ISJP.L drawdown since its inception was -32.93%, which is greater than DBJP's maximum drawdown of -31.30%. Use the drawdown chart below to compare losses from any high point for ISJP.L and DBJP. For additional features, visit the drawdowns tool.
Volatility
ISJP.L vs. DBJP - Volatility Comparison
The current volatility for iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) is 4.46%, while Xtrackers MSCI Japan Hedged Equity ETF (DBJP) has a volatility of 7.24%. This indicates that ISJP.L experiences smaller price fluctuations and is considered to be less risky than DBJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.