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

Performance

ISJP.L vs. IJPA.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 Core MSCI Japan IMI UCITS ETF USD Acc (IJPA.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 IJPA.L is traded in USD. To make them comparable, the IJPA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISJP.L achieves a 15.08% return, which is significantly lower than IJPA.L's 16.15% return. Over the past 10 years, ISJP.L has underperformed IJPA.L with an annualized return of 8.58%, while IJPA.L has yielded a comparatively higher 10.12% 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%

IJPA.L

1D
-0.05%
1M
6.14%
YTD
16.15%
6M
15.80%
1Y
33.76%
3Y*
15.71%
5Y*
10.04%
10Y*
10.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
IJPA.L
iShares Core MSCI Japan IMI UCITS ETF USD Acc
16.15%18.21%8.48%13.38%-6.19%1.11%11.60%13.95%-9.06%14.95%

Correlation

The correlation between ISJP.L and IJPA.L is 0.81, 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

0.81

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

0.84

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

0.84

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

0.85

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2009

0.76

The correlation between ISJP.L and IJPA.L has been stable across timeframes, ranging from 0.76 to 0.85 - a consistent structural relationship.

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Return for Risk

ISJP.L vs. IJPA.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: 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

IJPA.L
IJPA.L Risk / Return Rank: 5151
Overall Rank
IJPA.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IJPA.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
IJPA.L Omega Ratio Rank: 5151
Omega Ratio Rank
IJPA.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
IJPA.L Martin Ratio Rank: 5252
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. IJPA.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 Core MSCI Japan IMI UCITS ETF USD Acc (IJPA.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.LIJPA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.38

1.34

+0.04

Calmar ratioReturn relative to maximum drawdown

2.89

3.16

-0.27

Martin ratioReturn relative to average drawdown

9.66

10.36

-0.70

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

The current ISJP.L Sharpe Ratio is 2.07, which is comparable to the IJPA.L Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of ISJP.L and IJPA.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


ISJP.LIJPA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

1.81

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.62

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.61

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.54

-0.06

Drawdowns

ISJP.L vs. IJPA.L - Drawdown Comparison

The maximum ISJP.L drawdown since its inception was -32.93%, which is greater than IJPA.L's maximum drawdown of -25.10%. Use the drawdown chart below to compare losses from any high point for ISJP.L and IJPA.L.


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Drawdown Indicators


ISJP.LIJPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.93%

-25.10%

-7.83%

Max Drawdown (1Y)

Largest decline over 1 year

-10.84%

-10.63%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-11.23%

-13.21%

+1.98%

Max Drawdown (5Y)

Largest decline over 5 years

-21.01%

-18.93%

-2.08%

Max Drawdown (10Y)

Largest decline over 10 years

-28.98%

-25.10%

-3.88%

Current Drawdown

Current decline from peak

-1.25%

-0.05%

-1.20%

Average Drawdown

Average peak-to-trough decline

-6.22%

-6.35%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

3.25%

0.00%

Volatility

ISJP.L vs. IJPA.L - Volatility Comparison

iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) and iShares Core MSCI Japan IMI UCITS ETF USD Acc (IJPA.L) have volatilities of 4.25% and 4.11%, 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.LIJPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

4.11%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

13.34%

15.54%

-2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

15.17%

18.61%

-3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.22%

16.16%

-1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.62%

16.58%

-0.96%

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

ISJP.L has a 0.58% expense ratio, which is higher than IJPA.L's 0.12% expense ratio.


Dividends

ISJP.L vs. IJPA.L - Dividend Comparison

ISJP.L's dividend yield for the trailing twelve months is around 1.67%, while IJPA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IJPA.L
iShares Core MSCI Japan IMI 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 IJPA.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IJPA.L is cheaper with a 0.12% expense ratio, compared with 0.58% for ISJP.L.

ISJP.L tracks MSCI Japan Small Cap NR JPY, while IJPA.L tracks MSCI Japan Investable Market Index (IMI). Their fees differ too: 0.58% for ISJP.L and 0.12% for IJPA.L.

Portfolio Optimizer

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