JPSG.L vs. ISAC.L
JPSG.L (iShares MSCI Japan SRI UCITS ETF) and ISAC.L (iShares MSCI ACWI UCITS ETF USD (Acc)) are both exchange-traded funds - JPSG.L is a Japan Equities fund tracking the iShares MSCI Japan SRI UCITS ETF, while ISAC.L is a Global Equities fund tracking the MSCI All Country World Index (Net). Both are passively managed. Over the past 3 years, JPSG.L returned 20.60%/yr vs 17.72%/yr for ISAC.L. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
JPSG.L vs. ISAC.L - Performance Comparison
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Different Trading Currencies
JPSG.L is traded in GBP, while ISAC.L is traded in USD. To make them comparable, the ISAC.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 ISAC.L's 10.73% return.
JPSG.L
- 1D
- 0.17%
- 1M
- 5.30%
- 6M
- 7.68%
- YTD
- 13.14%
- 1Y
- 35.33%
- 3Y*
- 20.60%
- 5Y*
- —
- 10Y*
- —
ISAC.L
- 1D
- -0.92%
- 1M
- -1.47%
- 6M
- 9.00%
- YTD
- 10.73%
- 1Y
- 22.42%
- 3Y*
- 17.72%
- 5Y*
- 11.51%
- 10Y*
- 12.14%
JPSG.L vs. ISAC.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% |
ISAC.L iShares MSCI ACWI UCITS ETF USD (Acc) | 10.73% | 13.64% | 19.87% | 14.35% |
Correlation
The correlation between JPSG.L and ISAC.L is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2023 | 0.52 |
The correlation between JPSG.L and ISAC.L has been stable across timeframes, ranging from 0.51 to 0.55 - a consistent structural relationship.
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Return for Risk
JPSG.L vs. ISAC.L — Risk / Return Rank
JPSG.L
ISAC.L
JPSG.L vs. ISAC.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 ACWI UCITS ETF USD (Acc) (ISAC.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 | ISAC.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.33 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.76 | 3.25 | +0.52 |
| Martin ratioReturn relative to average drawdown | 11.53 | 11.85 | -0.33 |
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Drawdowns
JPSG.L vs. ISAC.L - Drawdown Comparison
The maximum JPSG.L drawdown since its inception was -20.02%, smaller than the maximum ISAC.L drawdown of -25.84%. Use the drawdown chart below to compare losses from any high point for JPSG.L and ISAC.L.
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Drawdown Indicators
| JPSG.L | ISAC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.02% | -25.84% | +5.82% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -6.88% | -2.79% |
Max Drawdown (3Y)Largest decline over 3 years | -20.02% | -18.33% | -1.69% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.33% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.84% | — |
Current DrawdownCurrent decline from peak | -1.15% | -2.45% | +1.30% |
Average DrawdownAverage peak-to-trough decline | -3.53% | -3.51% | -0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 1.89% | +1.27% |
Volatility
JPSG.L vs. ISAC.L - Volatility Comparison
iShares MSCI Japan SRI UCITS ETF (JPSG.L) has a higher volatility of 4.98% compared to iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) at 3.31%. This indicates that JPSG.L's price experiences larger fluctuations and is considered to be riskier than ISAC.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 | ISAC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 3.31% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 14.35% | 10.05% | +4.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.26% | 12.43% | +6.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.04% | 14.39% | +4.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.04% | 15.40% | +3.64% |
Dividends
JPSG.L vs. ISAC.L - Dividend Comparison
Neither JPSG.L nor ISAC.L has paid dividends to shareholders.
Frequently Asked Questions
JPSG.L and ISAC.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPSG.L is categorized as Japan Equities, while ISAC.L is Global Equities. JPSG.L tracks iShares MSCI Japan SRI UCITS ETF, while ISAC.L tracks MSCI All Country World Index (Net).
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