JPSG.L vs. IPXJ.L
JPSG.L (iShares MSCI Japan SRI UCITS ETF) and IPXJ.L (iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist)) are both Japan Equities funds from iShares - JPSG.L tracks the iShares MSCI Japan SRI UCITS ETF while IPXJ.L tracks the iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist). Both are passively managed. Over the past 3 years, JPSG.L returned 20.60%/yr vs 11.23%/yr for IPXJ.L. At a 0.44 correlation, their price movements are largely independent.
Performance
JPSG.L vs. IPXJ.L - Performance Comparison
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Different Trading Currencies
JPSG.L is traded in GBP, while IPXJ.L is traded in USD. To make them comparable, the IPXJ.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, JPSG.L achieves a 13.14% return, which is significantly higher than IPXJ.L's 10.36% return.
JPSG.L
- 1D
- 0.17%
- 1M
- 5.30%
- 6M
- 7.68%
- YTD
- 13.14%
- 1Y
- 35.33%
- 3Y*
- 20.60%
- 5Y*
- —
- 10Y*
- —
IPXJ.L
- 1D
- 0.00%
- 1M
- 1.11%
- 6M
- 8.26%
- YTD
- 10.36%
- 1Y
- 15.30%
- 3Y*
- 11.23%
- 5Y*
- 6.05%
- 10Y*
- 6.90%
JPSG.L vs. IPXJ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JPSG.L iShares MSCI Japan SRI UCITS ETF | 13.14% | 23.27% | 17.32% | 21.38% |
IPXJ.L iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist) | 10.36% | 11.37% | 6.28% | 3.01% |
Correlation
The correlation between JPSG.L and IPXJ.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2023 | 0.44 |
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Return for Risk
JPSG.L vs. IPXJ.L — Risk / Return Rank
JPSG.L
IPXJ.L
JPSG.L vs. IPXJ.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan SRI UCITS ETF (JPSG.L) and iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist) (IPXJ.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.
| JPSG.L | IPXJ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.22 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.76 | 2.16 | +1.61 |
| Martin ratioReturn relative to average drawdown | 11.53 | 5.68 | +5.85 |
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Drawdowns
JPSG.L vs. IPXJ.L - Drawdown Comparison
The maximum JPSG.L drawdown since its inception was -20.02%, smaller than the maximum IPXJ.L drawdown of -32.97%. Use the drawdown chart below to compare losses from any high point for JPSG.L and IPXJ.L.
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Drawdown Indicators
| JPSG.L | IPXJ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.02% | -32.97% | +12.95% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -7.02% | -2.65% |
Max Drawdown (3Y)Largest decline over 3 years | -20.02% | -17.12% | -2.90% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.97% | — |
Current DrawdownCurrent decline from peak | -1.15% | -1.48% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -3.53% | -7.03% | +3.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.67% | +0.49% |
Volatility
JPSG.L vs. IPXJ.L - Volatility Comparison
iShares MSCI Japan SRI UCITS ETF (JPSG.L) has a higher volatility of 4.98% compared to iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist) (IPXJ.L) at 2.87%. This indicates that JPSG.L's price experiences larger fluctuations and is considered to be riskier than IPXJ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPSG.L | IPXJ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 2.87% | +2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 14.35% | 10.20% | +4.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.26% | 12.50% | +6.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.04% | 14.99% | +4.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.04% | 16.78% | +2.26% |
Dividends
JPSG.L vs. IPXJ.L - Dividend Comparison
JPSG.L has not paid dividends to shareholders, while IPXJ.L's dividend yield for the trailing twelve months is around 3.56%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IPXJ.L iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist) | 3.56% | 2.88% | 3.49% | 3.50% | 3.76% | 2.92% | 2.45% | 3.58% | 3.92% | 3.19% | 3.48% | 3.44% |
JPSG.L iShares MSCI Japan SRI UCITS ETF | 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
JPSG.L and IPXJ.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPSG.L tracks iShares MSCI Japan SRI UCITS ETF, while IPXJ.L tracks iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist).
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