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

JPSG.L vs. ISJP.L

Last updated Jul 16, 2026
Documentation

JPSG.L (iShares MSCI Japan SRI UCITS ETF) and ISJP.L (iShares MSCI Japan Small Cap UCITS ETF (Dist)) are both Japan Equities funds from iShares - JPSG.L tracks the iShares MSCI Japan SRI UCITS ETF while ISJP.L tracks the MSCI Japan Small Cap NR JPY. Both are passively managed. Over the past 3 years, JPSG.L returned 20.60%/yr vs 16.50%/yr for ISJP.L. A 0.62 correlation means they provide meaningful diversification when combined.

Performance

JPSG.L vs. ISJP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Japan SRI UCITS ETF (JPSG.L) and iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JPSG.L is traded in GBP, while ISJP.L is traded in GBp. To make them comparable, the ISJP.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 lower than ISJP.L's 15.86% return.

JPSG.L

1D
0.17%
1M
5.30%
6M
7.68%
YTD
13.14%
1Y
35.33%
3Y*
20.60%
5Y*
—
10Y*
—

ISJP.L

1D
-1.43%
1M
0.99%
6M
11.28%
YTD
15.86%
1Y
30.28%
3Y*
16.50%
5Y*
8.27%
10Y*
7.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPSG.L vs. ISJP.L - Yearly Performance Comparison

2026 (YTD)202520242023
JPSG.L
iShares MSCI Japan SRI UCITS ETF		13.14%23.27%17.32%21.38%
ISJP.L
iShares MSCI Japan Small Cap UCITS ETF (Dist)		15.86%20.89%4.99%5.96%

Correlation

The correlation between JPSG.L and ISJP.L is 0.57, 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

0.57

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

0.61

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2023

0.62

The correlation between JPSG.L and ISJP.L has been stable across timeframes, ranging from 0.57 to 0.62 - 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.

iShares MSCI Japan SRI UCITS ETF

iShares MSCI Japan Small Cap UCITS ETF (Dist)

Often compared with ISJP.L:
ISJP.L vs. XMJP.LISJP.L vs. JPJP.LISJP.L vs. DXJG.LISJP.L vs. VGTISJP.L vs. SCJISJP.L vs. SGOVISJP.L vs. DBJP

Return for Risk

JPSG.L vs. ISJP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JPSG.L
JPSG.L Risk / Return Rank: 7777
Overall Rank
JPSG.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
JPSG.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
JPSG.L Omega Ratio Rank: 7373
Omega Ratio Rank
JPSG.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
JPSG.L Martin Ratio Rank: 7878
Martin Ratio Rank
ISJP.L
ISJP.L Risk / Return Rank: 7070
Overall Rank
ISJP.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ISJP.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
ISJP.L Omega Ratio Rank: 7272
Omega Ratio Rank
ISJP.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
ISJP.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.

JPSG.L vs. ISJP.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 Japan Small Cap UCITS ETF (Dist) (ISJP.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.LISJP.LDifference
Sharpe ratioReturn per unit of total volatility
1.89
1.90

0.00

Sortino ratioReturn per unit of downside risk
2.68
2.57

+0.12

Omega ratioGain probability vs. loss probability

1.34

1.34

0.00

Calmar ratioReturn relative to maximum drawdown

3.76

2.78

+0.98

Martin ratioReturn relative to average drawdown

11.53

9.16

+2.36

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

The current JPSG.L Sharpe Ratio is 1.89, which is comparable to the ISJP.L Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of JPSG.L and ISJP.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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Drawdowns

JPSG.L vs. ISJP.L - Drawdown Comparison

The maximum JPSG.L drawdown since its inception was -20.02%, smaller than the maximum ISJP.L drawdown of -62.77%. Use the drawdown chart below to compare losses from any high point for JPSG.L and ISJP.L.

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Drawdown Indicators

JPSG.LISJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.02%

-62.77%

+42.75%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

-10.84%

+1.17%

Max Drawdown (3Y)

Largest decline over 3 years

-20.02%

-11.23%

-8.79%

Max Drawdown (5Y)

Largest decline over 5 years

—

-21.01%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-28.98%

—

Current Drawdown

Current decline from peak

-1.15%

-3.03%

+1.88%

Average Drawdown

Average peak-to-trough decline

-3.53%

-19.76%

+16.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

3.30%

-0.14%

Volatility

JPSG.L vs. ISJP.L - Volatility Comparison

iShares MSCI Japan SRI UCITS ETF (JPSG.L) and iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) have volatilities of 4.98% and 4.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

JPSG.LISJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

4.85%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

14.35%

13.92%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

19.26%

15.91%

+3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.04%

14.27%

+4.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.04%

15.47%

+3.57%

Dividends

JPSG.L vs. ISJP.L - Dividend Comparison

JPSG.L has not paid dividends to shareholders, while ISJP.L's dividend yield for the trailing twelve months is around 0.86%.

PositionTTM20252024202320222021202020192018201720162015
ISJP.L
iShares MSCI Japan Small Cap UCITS ETF (Dist)		0.86%1.85%1.73%1.77%1.99%1.52%1.58%1.53%1.39%1.29%1.07%0.67%
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 ISJP.L have a correlation of 0.57, 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 ISJP.L tracks MSCI Japan Small Cap NR JPY.

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