ISJP.L vs. JPJP.L
Compare and contrast key facts about iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) and SPDR MSCI Japan UCITS ETF (JPJP.L).
ISJP.L and JPJP.L 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. JPJP.L is a passively managed fund by State Street Global Advisors Europe Limited that tracks the performance of the TOPIX TR JPY. It was launched on Nov 30, 2015. Both ISJP.L and JPJP.L 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 JPJP.L.
Key characteristics
| ISJP.L | JPJP.L | |
|---|---|---|
| YTD Return | 4.13% | 8.48% |
| 1Y Return | 9.06% | 12.72% |
| 3Y Return (Ann) | 1.11% | 3.37% |
| 5Y Return (Ann) | 1.89% | 5.24% |
| Sharpe Ratio | 0.68 | 0.79 |
| Sortino Ratio | 0.96 | 1.14 |
| Omega Ratio | 1.13 | 1.16 |
| Calmar Ratio | 0.80 | 0.98 |
| Martin Ratio | 2.66 | 2.85 |
| Ulcer Index | 3.53% | 4.46% |
| Daily Std Dev | 13.86% | 15.97% |
| Max Drawdown | -32.93% | -24.23% |
| Current Drawdown | -2.30% | -4.12% |
Correlation
The correlation between ISJP.L and JPJP.L is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ISJP.L vs. JPJP.L - Performance Comparison
In the year-to-date period, ISJP.L achieves a 4.13% return, which is significantly lower than JPJP.L's 8.48% 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. JPJP.L - Expense Ratio Comparison
ISJP.L has a 0.58% expense ratio, which is higher than JPJP.L's 0.12% expense ratio.
Risk-Adjusted Performance
ISJP.L vs. JPJP.L - 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 SPDR MSCI Japan UCITS ETF (JPJP.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.
Dividends
ISJP.L vs. JPJP.L - Dividend Comparison
ISJP.L's dividend yield for the trailing twelve months is around 1.74%, while JPJP.L has not paid dividends to shareholders.
| 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% |
JPJP.L SPDR MSCI Japan 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% |
Drawdowns
ISJP.L vs. JPJP.L - Drawdown Comparison
The maximum ISJP.L drawdown since its inception was -32.93%, which is greater than JPJP.L's maximum drawdown of -24.23%. Use the drawdown chart below to compare losses from any high point for ISJP.L and JPJP.L. For additional features, visit the drawdowns tool.
Volatility
ISJP.L vs. JPJP.L - Volatility Comparison
iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) and SPDR MSCI Japan UCITS ETF (JPJP.L) have volatilities of 4.31% and 4.37%, 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.