ISJP.L vs. SUJA.L
ISJP.L (iShares MSCI Japan Small Cap UCITS ETF (Dist)) and SUJA.L (iShares MSCI Japan SRI UCITS ETF USD (Acc)) are both Japan Equities funds from iShares - ISJP.L tracks the MSCI Japan Small Cap NR JPY while SUJA.L tracks the TOPIX TR JPY. Both are passively managed. Over the past 5 years, ISJP.L returned 8.64%/yr vs 4.37%/yr for SUJA.L. A 0.79 correlation means they provide meaningful diversification when combined. ISJP.L charges 0.58%/yr vs 0.20%/yr for SUJA.L.
Performance
ISJP.L vs. SUJA.L - Performance Comparison
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Returns By Period
In the year-to-date period, ISJP.L achieves a 15.08% return, which is significantly higher than SUJA.L's 3.53% 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%
SUJA.L
- 1D
- -0.04%
- 1M
- 7.15%
- YTD
- 3.53%
- 6M
- 2.52%
- 1Y
- 13.20%
- 3Y*
- 6.15%
- 5Y*
- 4.37%
- 10Y*
- —
ISJP.L vs. SUJA.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% | 11.28% |
SUJA.L iShares MSCI Japan SRI UCITS ETF USD (Acc) | 3.53% | 11.08% | 4.65% | 7.41% | -8.78% | 2.14% | 13.75% | 18.34% | -9.18% | 6.25% |
Correlation
The correlation between ISJP.L and SUJA.L is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2017 | 0.79 |
The correlation between ISJP.L and SUJA.L shifts across timeframes, from 0.68 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ISJP.L vs. SUJA.L — Risk / Return Rank
ISJP.L
SUJA.L
ISJP.L vs. SUJA.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 SRI UCITS ETF USD (Acc) (SUJA.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 | SUJA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.34 | ||
| Sortino ratioReturn per unit of downside risk | +1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.14 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.89 | 1.24 | +1.65 |
| Martin ratioReturn relative to average drawdown | 9.66 | 3.53 | +6.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ISJP.L | SUJA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 0.73 | +1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.28 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.32 | +0.16 |
Drawdowns
ISJP.L vs. SUJA.L - Drawdown Comparison
The maximum ISJP.L drawdown since its inception was -32.93%, which is greater than SUJA.L's maximum drawdown of -23.81%. Use the drawdown chart below to compare losses from any high point for ISJP.L and SUJA.L.
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Drawdown Indicators
| ISJP.L | SUJA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.93% | -23.81% | -9.12% |
Max Drawdown (1Y)Largest decline over 1 year | -10.84% | -10.57% | -0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -11.23% | -12.83% | +1.60% |
Max Drawdown (5Y)Largest decline over 5 years | -21.01% | -20.93% | -0.08% |
Max Drawdown (10Y)Largest decline over 10 years | -28.98% | — | — |
Current DrawdownCurrent decline from peak | -1.25% | -1.80% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -7.00% | +0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 3.73% | -0.48% |
Volatility
ISJP.L vs. SUJA.L - Volatility Comparison
The current volatility for iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) is 4.25%, while iShares MSCI Japan SRI UCITS ETF USD (Acc) (SUJA.L) has a volatility of 4.72%. This indicates that ISJP.L experiences smaller price fluctuations and is considered to be less risky than SUJA.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.L | SUJA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 4.72% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 13.34% | 14.49% | -1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 18.02% | -2.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.22% | 15.59% | -1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.62% | 17.03% | -1.41% |
ISJP.L vs. SUJA.L - Expense Ratio Comparison
ISJP.L has a 0.58% expense ratio, which is higher than SUJA.L's 0.20% expense ratio.
Dividends
ISJP.L vs. SUJA.L - Dividend Comparison
ISJP.L's dividend yield for the trailing twelve months is around 1.67%, while SUJA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SUJA.L iShares MSCI Japan SRI 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% |
Frequently Asked Questions
ISJP.L and SUJA.L have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SUJA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SUJA.L is cheaper with a 0.20% expense ratio, compared with 0.58% for ISJP.L.
ISJP.L tracks MSCI Japan Small Cap NR JPY, while SUJA.L tracks TOPIX TR JPY. Their fees differ too: 0.58% for ISJP.L and 0.20% for SUJA.L.
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