ISJP.L vs. IITU.L
ISJP.L (iShares MSCI Japan Small Cap UCITS ETF (Dist)) and IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) are both exchange-traded funds - ISJP.L is a Japan Equities fund tracking the MSCI Japan Small Cap NR JPY, while IITU.L is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 10 years, ISJP.L returned 8.58%/yr vs 27.26%/yr for IITU.L. At a 0.48 correlation, their price movements are largely independent. ISJP.L charges 0.58%/yr vs 0.15%/yr for IITU.L.
Performance
ISJP.L vs. IITU.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ISJP.L achieves a 15.08% return, which is significantly lower than IITU.L's 23.25% return. Over the past 10 years, ISJP.L has underperformed IITU.L with an annualized return of 8.58%, while IITU.L has yielded a comparatively higher 27.26% annualized return.
ISJP.L
- 1D
- 0.31%
- 1M
- 5.68%
- YTD
- 15.08%
- 6M
- 15.82%
- 1Y
- 31.49%
- 3Y*
- 14.99%
- 5Y*
- 8.64%
- 10Y*
- 8.58%
IITU.L
- 1D
- -2.08%
- 1M
- 14.24%
- YTD
- 23.25%
- 6M
- 22.00%
- 1Y
- 53.38%
- 3Y*
- 30.94%
- 5Y*
- 25.50%
- 10Y*
- 27.26%
ISJP.L vs. IITU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) | 23.25% | 14.44% | 40.85% | 50.70% | -20.63% | 35.67% | 38.34% | 44.21% | 4.28% | 25.57% |
Correlation
The correlation between ISJP.L and IITU.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2015 | 0.48 |
Over the past year, the correlation between ISJP.L and IITU.L has dropped to 0.23 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ISJP.L vs. IITU.L — Risk / Return Rank
ISJP.L
IITU.L
ISJP.L vs. IITU.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 S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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.
| ISJP.L | IITU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.44 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.89 | 3.17 | -0.28 |
| Martin ratioReturn relative to average drawdown | 9.66 | 8.17 | +1.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ISJP.L | IITU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 2.71 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 1.16 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 1.28 | -0.73 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 1.23 | -0.74 |
Drawdowns
ISJP.L vs. IITU.L - Drawdown Comparison
The maximum ISJP.L drawdown since its inception was -32.93%, which is greater than IITU.L's maximum drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for ISJP.L and IITU.L.
Loading charts...
Drawdown Indicators
| ISJP.L | IITU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.93% | -28.03% | -4.90% |
Max Drawdown (1Y)Largest decline over 1 year | -10.84% | -16.76% | +5.92% |
Max Drawdown (3Y)Largest decline over 3 years | -11.23% | -28.03% | +16.80% |
Max Drawdown (5Y)Largest decline over 5 years | -21.01% | -28.03% | +7.02% |
Max Drawdown (10Y)Largest decline over 10 years | -28.98% | -28.03% | -0.95% |
Current DrawdownCurrent decline from peak | -1.25% | -2.89% | +1.64% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -5.14% | -1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 6.51% | -3.26% |
Volatility
ISJP.L vs. IITU.L - Volatility Comparison
The current volatility for iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) is 4.25%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 7.01%. This indicates that ISJP.L experiences smaller price fluctuations and is considered to be less risky than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ISJP.L | IITU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 7.01% | -2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 13.34% | 14.45% | -1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 19.60% | -4.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.22% | 21.94% | -7.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.62% | 21.31% | -5.69% |
ISJP.L vs. IITU.L - Expense Ratio Comparison
ISJP.L has a 0.58% expense ratio, which is higher than IITU.L's 0.15% expense ratio.
Dividends
ISJP.L vs. IITU.L - Dividend Comparison
ISJP.L's dividend yield for the trailing twelve months is around 1.67%, while IITU.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
ISJP.L and IITU.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IITU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IITU.L is cheaper with a 0.15% expense ratio, compared with 0.58% for ISJP.L.
ISJP.L is categorized as Japan Equities, while IITU.L is Technology Equities. ISJP.L tracks MSCI Japan Small Cap NR JPY, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.58% for ISJP.L and 0.15% for IITU.L.
Find the right allocation for ISJP.L and IITU.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer