ISJP.L vs. VJPN.L
ISJP.L (iShares MSCI Japan Small Cap UCITS ETF (Dist)) and VJPN.L (Vanguard FTSE Japan UCITS ETF Distributing) are both Japan Equities funds - ISJP.L tracks the MSCI Japan Small Cap NR JPY while VJPN.L tracks the TOPIX TR JPY. Both are passively managed. Over the past 10 years, ISJP.L returned 8.58%/yr vs 11.10%/yr for VJPN.L. Their correlation of 0.89 suggests significant overlap in exposure. ISJP.L charges 0.58%/yr vs 0.15%/yr for VJPN.L.
Performance
ISJP.L vs. VJPN.L - Performance Comparison
Loading charts...
Different Trading Currencies
ISJP.L is traded in GBp, while VJPN.L is traded in GBP. To make them comparable, the VJPN.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 VJPN.L's 16.32% return. Over the past 10 years, ISJP.L has underperformed VJPN.L with an annualized return of 8.58%, while VJPN.L has yielded a comparatively higher 11.10% 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%
VJPN.L
- 1D
- 0.70%
- 1M
- 6.43%
- YTD
- 16.32%
- 6M
- 16.26%
- 1Y
- 35.06%
- 3Y*
- 16.39%
- 5Y*
- 10.73%
- 10Y*
- 11.10%
ISJP.L vs. VJPN.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% | 19.35% |
VJPN.L Vanguard FTSE Japan UCITS ETF Distributing | 16.32% | 18.86% | 9.05% | 14.00% | -5.70% | 2.26% | 12.84% | 14.56% | -8.37% | 14.72% |
Correlation
The correlation between ISJP.L and VJPN.L is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2013 | 0.89 |
The correlation between ISJP.L and VJPN.L has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ISJP.L vs. VJPN.L — Risk / Return Rank
ISJP.L
VJPN.L
ISJP.L vs. VJPN.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 Vanguard FTSE Japan UCITS ETF Distributing (VJPN.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 | VJPN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.37 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.89 | 3.20 | -0.31 |
| Martin ratioReturn relative to average drawdown | 9.66 | 10.40 | -0.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ISJP.L | VJPN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 1.91 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.69 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.70 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.62 | -0.14 |
Drawdowns
ISJP.L vs. VJPN.L - Drawdown Comparison
The maximum ISJP.L drawdown since its inception was -32.93%, which is greater than VJPN.L's maximum drawdown of -25.19%. Use the drawdown chart below to compare losses from any high point for ISJP.L and VJPN.L.
Loading charts...
Drawdown Indicators
| ISJP.L | VJPN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.93% | -25.19% | -7.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.84% | -10.68% | -0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -11.23% | -13.45% | +2.22% |
Max Drawdown (5Y)Largest decline over 5 years | -21.01% | -17.91% | -3.10% |
Max Drawdown (10Y)Largest decline over 10 years | -28.98% | -25.19% | -3.79% |
Current DrawdownCurrent decline from peak | -1.25% | 0.00% | -1.25% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -5.26% | -0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 3.29% | -0.04% |
Volatility
ISJP.L vs. VJPN.L - Volatility Comparison
iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) has a higher volatility of 4.25% compared to Vanguard FTSE Japan UCITS ETF Distributing (VJPN.L) at 3.85%. This indicates that ISJP.L's price experiences larger fluctuations and is considered to be riskier than VJPN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ISJP.L | VJPN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 3.85% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 13.34% | 14.62% | -1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 17.91% | -2.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.22% | 15.50% | -1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.62% | 15.90% | -0.28% |
ISJP.L vs. VJPN.L - Expense Ratio Comparison
ISJP.L has a 0.58% expense ratio, which is higher than VJPN.L's 0.15% expense ratio.
Dividends
ISJP.L vs. VJPN.L - Dividend Comparison
ISJP.L's dividend yield for the trailing twelve months is around 1.67%, less than VJPN.L's 2.23% yield.
| 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% |
VJPN.L Vanguard FTSE Japan UCITS ETF Distributing | 2.23% | 2.54% | 2.47% | 2.39% | 2.64% | 2.31% | 2.14% | 2.36% | 2.55% | 1.94% | 2.04% | 2.08% |
Frequently Asked Questions
ISJP.L and VJPN.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VJPN.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VJPN.L is cheaper with a 0.15% expense ratio, compared with 0.58% for ISJP.L.
ISJP.L tracks MSCI Japan Small Cap NR JPY, while VJPN.L tracks TOPIX TR JPY. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.58% for ISJP.L and 0.15% for VJPN.L.
Find the right allocation for ISJP.L and VJPN.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer