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

Performance

ISJP.L vs. TPXG.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 Amundi Japan Topix UCITS ETF JPY (TPXG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with ISJP.L having a 15.08% return and TPXG.L slightly lower at 14.95%.


ISJP.L

1D
0.31%
1M
4.30%
YTD
15.08%
6M
15.70%
1Y
31.91%
3Y*
14.99%
5Y*
8.64%
10Y*
8.58%

TPXG.L

1D
-0.19%
1M
3.10%
YTD
14.95%
6M
14.60%
1Y
33.07%
3Y*
16.91%
5Y*
10.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISJP.L vs. TPXG.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%8.19%
TPXG.L
Amundi Japan Topix UCITS ETF JPY
14.95%18.33%8.12%13.45%-6.05%2.07%7.12%8.68%-2.90%7.54%

Correlation

The correlation between ISJP.L and TPXG.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

0.67

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

0.55

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2017

0.40

Over the past year, ISJP.L and TPXG.L have become more correlated (0.84) than their long-term average of 0.40, meaning their price movements have been converging.

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Return for Risk

ISJP.L vs. TPXG.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

TPXG.L
TPXG.L Risk / Return Rank: 5757
Overall Rank
TPXG.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
TPXG.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
TPXG.L Omega Ratio Rank: 5858
Omega Ratio Rank
TPXG.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
TPXG.L Martin Ratio Rank: 5656
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. TPXG.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 Amundi Japan Topix UCITS ETF JPY (TPXG.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.LTPXG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.38

1.35

+0.03

Calmar ratioReturn relative to maximum drawdown

2.89

3.01

-0.12

Martin ratioReturn relative to average drawdown

9.66

9.66

0.00

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

The current ISJP.L Sharpe Ratio is 2.07, which is comparable to the TPXG.L Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of ISJP.L and TPXG.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.LTPXG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

1.84

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.98

-0.37

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

0.87

-0.38

Drawdowns

ISJP.L vs. TPXG.L - Drawdown Comparison

The maximum ISJP.L drawdown since its inception was -32.93%, which is greater than TPXG.L's maximum drawdown of -22.96%. Use the drawdown chart below to compare losses from any high point for ISJP.L and TPXG.L.


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Drawdown Indicators


ISJP.LTPXG.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.93%

-22.96%

-9.97%

Max Drawdown (1Y)

Largest decline over 1 year

-10.84%

-10.57%

-0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-11.23%

-12.96%

+1.73%

Max Drawdown (5Y)

Largest decline over 5 years

-21.01%

-18.00%

-3.01%

Max Drawdown (10Y)

Largest decline over 10 years

-28.98%

Current Drawdown

Current decline from peak

-1.25%

-0.19%

-1.06%

Average Drawdown

Average peak-to-trough decline

-6.22%

-4.42%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

3.30%

-0.05%

Volatility

ISJP.L vs. TPXG.L - Volatility Comparison

iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) has a higher volatility of 4.25% compared to Amundi Japan Topix UCITS ETF JPY (TPXG.L) at 3.74%. This indicates that ISJP.L's price experiences larger fluctuations and is considered to be riskier than TPXG.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.LTPXG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

3.74%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

13.34%

14.16%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

15.17%

17.29%

-2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.22%

20.10%

-5.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.62%

24.48%

-8.86%

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

ISJP.L has a 0.58% expense ratio, which is higher than TPXG.L's 0.20% expense ratio.


Dividends

ISJP.L vs. TPXG.L - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
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%
TPXG.L
Amundi Japan Topix UCITS ETF JPY
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 TPXG.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, TPXG.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TPXG.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 TPXG.L tracks TOPIX TR JPY. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.58% for ISJP.L and 0.20% for TPXG.L.

Portfolio Optimizer

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