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

Performance

ISJP.L vs. JPNL.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 Lyxor Japan (TOPIX) (DR) UCITS ETF - Dist EUR (JPNL.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ISJP.L achieves a 18.26% return, which is significantly higher than JPNL.L's 16.60% return. Over the past 10 years, ISJP.L has underperformed JPNL.L with an annualized return of 8.38%, while JPNL.L has yielded a comparatively higher 9.32% annualized return.


ISJP.L

1D
0.95%
1M
2.34%
YTD
18.26%
6M
18.54%
1Y
35.56%
3Y*
17.29%
5Y*
8.86%
10Y*
8.38%

JPNL.L

1D
0.18%
1M
1.96%
YTD
16.60%
6M
16.78%
1Y
36.07%
3Y*
16.76%
5Y*
9.78%
10Y*
9.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ISJP.L
iShares MSCI Japan Small Cap UCITS ETF (Dist)
18.26%20.89%4.99%7.01%-2.01%-2.01%4.51%13.94%-11.99%19.35%
JPNL.L
Lyxor Japan (TOPIX) (DR) UCITS ETF - Dist EUR
16.60%17.96%7.75%13.02%-5.78%0.85%10.24%13.26%-9.85%14.89%

Correlation

The correlation between ISJP.L and JPNL.L is 0.84, 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

0.84

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

0.88

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

0.90

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

0.68

The correlation between ISJP.L and JPNL.L shifts across timeframes, from 0.68 (all time) to 0.91 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

ISJP.L vs. JPNL.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: 7676
Overall Rank
ISJP.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ISJP.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
ISJP.L Omega Ratio Rank: 8080
Omega Ratio Rank
ISJP.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
ISJP.L Martin Ratio Rank: 6868
Martin Ratio Rank

JPNL.L
JPNL.L Risk / Return Rank: 7171
Overall Rank
JPNL.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
JPNL.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
JPNL.L Omega Ratio Rank: 7373
Omega Ratio Rank
JPNL.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
JPNL.L Martin Ratio Rank: 6767
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. JPNL.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 Lyxor Japan (TOPIX) (DR) UCITS ETF - Dist EUR (JPNL.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.LJPNL.LDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.41

1.38

+0.04

Calmar ratioReturn relative to maximum drawdown

3.26

3.38

-0.11

Martin ratioReturn relative to average drawdown

10.84

10.63

+0.21

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

The current ISJP.L Sharpe Ratio is 2.29, which is comparable to the JPNL.L Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of ISJP.L and JPNL.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. JPNL.L - Drawdown Comparison

The maximum ISJP.L drawdown since its inception was -62.77%, which is greater than JPNL.L's maximum drawdown of -38.87%. Use the drawdown chart below to compare losses from any high point for ISJP.L and JPNL.L.


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Drawdown Indicators


ISJP.LJPNL.LDifference

Max Drawdown

Largest peak-to-trough decline

-62.77%

-38.87%

-23.90%

Max Drawdown (1Y)

Largest decline over 1 year

-10.84%

-10.63%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-11.23%

-13.44%

+2.21%

Max Drawdown (5Y)

Largest decline over 5 years

-21.01%

-18.80%

-2.21%

Max Drawdown (10Y)

Largest decline over 10 years

-28.98%

-25.42%

-3.56%

Current Drawdown

Current decline from peak

-0.47%

-2.56%

+2.09%

Average Drawdown

Average peak-to-trough decline

-19.82%

-10.52%

-9.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

3.38%

-0.11%

Volatility

ISJP.L vs. JPNL.L - Volatility Comparison

The current volatility for iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) is 3.92%, while Lyxor Japan (TOPIX) (DR) UCITS ETF - Dist EUR (JPNL.L) has a volatility of 5.36%. This indicates that ISJP.L experiences smaller price fluctuations and is considered to be less risky than JPNL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISJP.LJPNL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

5.36%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

13.48%

14.83%

-1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

15.48%

17.93%

-2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.24%

15.49%

-1.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.49%

15.81%

-0.32%

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

ISJP.L has a 0.58% expense ratio, which is higher than JPNL.L's 0.45% expense ratio.


Dividends

ISJP.L vs. JPNL.L - Dividend Comparison

ISJP.L's dividend yield for the trailing twelve months is around 1.63%, more than JPNL.L's 0.61% yield.


PositionTTM20252024202320222021202020192018201720162015
ISJP.L
iShares MSCI Japan Small Cap UCITS ETF (Dist)
1.63%1.85%1.73%1.77%1.99%1.52%1.58%1.53%1.39%1.29%1.07%0.67%
JPNL.L
Lyxor Japan (TOPIX) (DR) UCITS ETF - Dist EUR
0.61%0.71%0.73%1.23%1.83%1.37%1.14%2.01%1.84%1.43%1.97%1.77%

Frequently Asked Questions


ISJP.L and JPNL.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JPNL.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPNL.L is cheaper with a 0.45% expense ratio, compared with 0.58% for ISJP.L.

ISJP.L tracks MSCI Japan Small Cap NR JPY, while JPNL.L tracks TOPIX TR JPY. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.58% for ISJP.L and 0.45% for JPNL.L.

Portfolio Optimizer

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