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

Performance

ISJP.L vs. IDJP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) and iShares MSCI Japan Small Cap UCITS ETF USD (Dist) (IDJP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ISJP.L is traded in GBp, while IDJP.L is traded in USD. To make them comparable, the IDJP.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with ISJP.L having a 15.86% return and IDJP.L slightly lower at 15.39%. Both investments have delivered pretty close results over the past 10 years, with ISJP.L having a 7.81% annualized return and IDJP.L not far behind at 7.79%.


ISJP.L

1D
-1.43%
1M
0.99%
6M
11.28%
YTD
15.86%
1Y
30.28%
3Y*
16.50%
5Y*
8.27%
10Y*
7.81%

IDJP.L

1D
0.00%
1M
0.27%
6M
10.65%
YTD
15.39%
1Y
29.60%
3Y*
16.33%
5Y*
8.22%
10Y*
7.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ISJP.L
iShares MSCI Japan Small Cap UCITS ETF (Dist)
15.86%20.89%4.99%7.01%-2.01%-2.01%4.51%13.94%-11.99%19.35%
IDJP.L
iShares MSCI Japan Small Cap UCITS ETF USD (Dist)
15.39%20.45%5.13%7.85%-2.29%-2.37%4.96%13.19%-11.81%20.31%

Correlation

The correlation between ISJP.L and IDJP.L is 0.90, 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

0.90

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

0.92

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

0.91

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

0.91

Correlation (All Time)
Calculated using the full available price history since May 9, 2008

0.85

The correlation between ISJP.L and IDJP.L has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.

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Return for Risk

ISJP.L vs. IDJP.L — Risk / Return Rank

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

ISJP.L
ISJP.L Risk / Return Rank: 7070
Overall Rank
ISJP.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ISJP.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
ISJP.L Omega Ratio Rank: 7272
Omega Ratio Rank
ISJP.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
ISJP.L Martin Ratio Rank: 6464
Martin Ratio Rank

IDJP.L
IDJP.L Risk / Return Rank: 5959
Overall Rank
IDJP.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IDJP.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
IDJP.L Omega Ratio Rank: 5959
Omega Ratio Rank
IDJP.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
IDJP.L Martin Ratio Rank: 5454
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.

ISJP.L vs. IDJP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) and iShares MSCI Japan Small Cap UCITS ETF USD (Dist) (IDJP.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.


ISJP.LIDJP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.34

1.31

+0.03

Calmar ratioReturn relative to maximum drawdown

2.78

2.54

+0.24

Martin ratioReturn relative to average drawdown

9.16

8.23

+0.94

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

The current ISJP.L Sharpe Ratio is 1.90, which is comparable to the IDJP.L Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of ISJP.L and IDJP.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

ISJP.L vs. IDJP.L - Drawdown Comparison

The maximum ISJP.L drawdown since its inception was -62.77%, which is greater than IDJP.L's maximum drawdown of -31.52%. Use the drawdown chart below to compare losses from any high point for ISJP.L and IDJP.L.


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Drawdown Indicators


ISJP.LIDJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-62.77%

-31.52%

-31.25%

Max Drawdown (1Y)

Largest decline over 1 year

-10.84%

-11.59%

+0.75%

Max Drawdown (3Y)

Largest decline over 3 years

-11.23%

-11.59%

+0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-21.01%

-21.29%

+0.28%

Max Drawdown (10Y)

Largest decline over 10 years

-28.98%

-30.85%

+1.87%

Current Drawdown

Current decline from peak

-3.03%

-3.51%

+0.48%

Average Drawdown

Average peak-to-trough decline

-19.76%

-6.72%

-13.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

3.58%

-0.28%

Volatility

ISJP.L vs. IDJP.L - Volatility Comparison

iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) and iShares MSCI Japan Small Cap UCITS ETF USD (Dist) (IDJP.L) have volatilities of 4.85% and 5.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISJP.LIDJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

5.09%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

13.92%

15.35%

-1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

15.91%

17.37%

-1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.27%

15.14%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.47%

16.46%

-0.99%

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

Both ISJP.L and IDJP.L have an expense ratio of 0.58%.


Dividends

ISJP.L vs. IDJP.L - Dividend Comparison

ISJP.L's dividend yield for the trailing twelve months is around 0.86%, less than IDJP.L's 1.85% yield.


PositionTTM20252024202320222021202020192018201720162015
IDJP.L
iShares MSCI Japan Small Cap UCITS ETF USD (Dist)
1.85%1.77%1.77%1.77%2.08%1.55%1.48%1.47%1.45%1.21%1.20%0.72%
ISJP.L
iShares MSCI Japan Small Cap UCITS ETF (Dist)
0.86%1.85%1.73%1.77%1.99%1.52%1.58%1.53%1.39%1.29%1.07%0.67%

Frequently Asked Questions


With a correlation of 0.90, ISJP.L and IDJP.L 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.

Both ETFs have the same 0.58% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ISJP.L and IDJP.L have the same expense ratio: 0.58% per year.

ISJP.L tracks MSCI Japan Small Cap NR JPY, while IDJP.L tracks iShares MSCI Japan Small Cap UCITS ETF USD (Dist).

Portfolio Optimizer

Find the right allocation for ISJP.L and IDJP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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