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

Performance

ISJP.L vs. XDNS.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 Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.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 investments are quite close, with ISJP.L having a 15.08% return and XDNS.L slightly higher at 15.48%. Over the past 10 years, ISJP.L has underperformed XDNS.L with an annualized return of 8.58%, while XDNS.L has yielded a comparatively higher 9.68% 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%

XDNS.L

1D
-0.57%
1M
6.27%
YTD
15.48%
6M
14.59%
1Y
32.42%
3Y*
14.60%
5Y*
9.38%
10Y*
9.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISJP.L vs. XDNS.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%19.35%
XDNS.L
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D
15.48%16.58%9.87%11.58%-7.42%1.12%12.12%14.51%-10.22%14.74%

Correlation

The correlation between ISJP.L and XDNS.L is 0.66, 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

0.66

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

0.63

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

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2015

0.78

The correlation between ISJP.L and XDNS.L shifts across timeframes, from 0.63 (3 years) to 0.78 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

ISJP.L vs. XDNS.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

XDNS.L
XDNS.L Risk / Return Rank: 6767
Overall Rank
XDNS.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XDNS.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
XDNS.L Omega Ratio Rank: 6565
Omega Ratio Rank
XDNS.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
XDNS.L Martin Ratio Rank: 6464
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. XDNS.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 Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.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.LXDNS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.38

1.39

0.00

Calmar ratioReturn relative to maximum drawdown

2.89

3.81

-0.92

Martin ratioReturn relative to average drawdown

9.66

11.43

-1.77

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

The current ISJP.L Sharpe Ratio is 2.07, which is comparable to the XDNS.L Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of ISJP.L and XDNS.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.LXDNS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

2.09

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.68

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.66

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.60

-0.11

Drawdowns

ISJP.L vs. XDNS.L - Drawdown Comparison

The maximum ISJP.L drawdown since its inception was -32.93%, which is greater than XDNS.L's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for ISJP.L and XDNS.L.


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Drawdown Indicators


ISJP.LXDNS.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.93%

-24.75%

-8.18%

Max Drawdown (1Y)

Largest decline over 1 year

-10.84%

-10.70%

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-11.23%

-14.32%

+3.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.01%

-19.29%

-1.72%

Max Drawdown (10Y)

Largest decline over 10 years

-28.98%

-24.75%

-4.23%

Current Drawdown

Current decline from peak

-1.25%

-0.57%

-0.68%

Average Drawdown

Average peak-to-trough decline

-6.22%

-5.35%

-0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

4.04%

-0.79%

Volatility

ISJP.L vs. XDNS.L - Volatility Comparison

iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) has a higher volatility of 4.25% compared to Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.L) at 3.89%. This indicates that ISJP.L's price experiences larger fluctuations and is considered to be riskier than XDNS.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.LXDNS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

3.89%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

13.34%

14.64%

-1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

15.17%

19.56%

-4.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.22%

17.83%

-3.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.62%

17.31%

-1.69%

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

ISJP.L has a 0.58% expense ratio, which is higher than XDNS.L's 0.15% expense ratio.


Dividends

ISJP.L vs. XDNS.L - Dividend Comparison

ISJP.L's dividend yield for the trailing twelve months is around 1.67%, more than XDNS.L's 1.43% yield.


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%
XDNS.L
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D
1.43%1.63%1.65%1.81%2.83%1.46%1.79%1.77%1.20%1.97%0.64%0.00%

Frequently Asked Questions


ISJP.L and XDNS.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDNS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDNS.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 XDNS.L tracks TOPIX TR JPY. They also come from different issuers: iShares and DWS. Their fees differ too: 0.58% for ISJP.L and 0.15% for XDNS.L.

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