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JPSR.L vs. DXJA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPSR.L vs. DXJA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (JPSR.L) and WisdomTree Japan Equity UCITS ETF USD Hedged Acc (DXJA.L). The values are adjusted to include any dividend payments, if applicable.

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JPSR.L vs. DXJA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPSR.L
UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis
3.73%18.27%8.64%7.70%-9.85%-3.37%16.62%21.49%-11.09%5.75%
DXJA.L
WisdomTree Japan Equity UCITS ETF USD Hedged Acc
15.30%23.96%31.18%34.18%17.73%18.52%0.41%14.91%-14.34%10.49%
Different Trading Currencies

JPSR.L is traded in GBp, while DXJA.L is traded in USD. To make them comparable, the DXJA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, JPSR.L achieves a 3.73% return, which is significantly lower than DXJA.L's 15.30% return.


JPSR.L

1D
3.67%
1M
-1.67%
YTD
3.73%
6M
12.00%
1Y
22.12%
3Y*
11.47%
5Y*
5.26%
10Y*
8.27%

DXJA.L

1D
4.53%
1M
-1.17%
YTD
15.30%
6M
30.94%
1Y
48.79%
3Y*
32.46%
5Y*
26.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JPSR.L vs. DXJA.L - Expense Ratio Comparison

JPSR.L has a 0.22% expense ratio, which is lower than DXJA.L's 0.48% expense ratio.


Return for Risk

JPSR.L vs. DXJA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JPSR.L
JPSR.L Risk / Return Rank: 6060
Overall Rank
JPSR.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
JPSR.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
JPSR.L Omega Ratio Rank: 5757
Omega Ratio Rank
JPSR.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
JPSR.L Martin Ratio Rank: 5555
Martin Ratio Rank

DXJA.L
DXJA.L Risk / Return Rank: 9494
Overall Rank
DXJA.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DXJA.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
DXJA.L Omega Ratio Rank: 9393
Omega Ratio Rank
DXJA.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
DXJA.L Martin Ratio Rank: 9696
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.

JPSR.L vs. DXJA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (JPSR.L) and WisdomTree Japan Equity UCITS ETF USD Hedged Acc (DXJA.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.


JPSR.LDXJA.LDifference

Sharpe ratio

Return per unit of total volatility

1.16

2.08

-0.92

Sortino ratio

Return per unit of downside risk

1.65

2.65

-1.01

Omega ratio

Gain probability vs. loss probability

1.22

1.39

-0.16

Calmar ratio

Return relative to maximum drawdown

1.90

5.40

-3.51

Martin ratio

Return relative to average drawdown

6.05

18.03

-11.98

JPSR.L vs. DXJA.L - Sharpe Ratio Comparison

The current JPSR.L Sharpe Ratio is 1.16, which is lower than the DXJA.L Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of JPSR.L and DXJA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JPSR.LDXJA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

2.08

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

1.48

-1.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

1.07

-0.48

Correlation

The correlation between JPSR.L and DXJA.L is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JPSR.L vs. DXJA.L - Dividend Comparison

JPSR.L's dividend yield for the trailing twelve months is around 1.10%, while DXJA.L has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
JPSR.L
UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis
1.10%1.74%1.67%1.60%1.71%1.36%1.36%1.51%1.58%1.42%1.16%
DXJA.L
WisdomTree Japan Equity UCITS ETF USD Hedged Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JPSR.L vs. DXJA.L - Drawdown Comparison

The maximum JPSR.L drawdown since its inception was -23.05%, smaller than the maximum DXJA.L drawdown of -31.71%. Use the drawdown chart below to compare losses from any high point for JPSR.L and DXJA.L.


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Drawdown Indicators


JPSR.LDXJA.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.05%

-37.52%

+14.47%

Max Drawdown (1Y)

Largest decline over 1 year

-10.84%

-13.64%

+2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-21.57%

-23.00%

+1.43%

Max Drawdown (10Y)

Largest decline over 10 years

-23.05%

Current Drawdown

Current decline from peak

-4.71%

-4.33%

-0.38%

Average Drawdown

Average peak-to-trough decline

-6.96%

-5.93%

-1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

2.72%

+0.68%

Volatility

JPSR.L vs. DXJA.L - Volatility Comparison

The current volatility for UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (JPSR.L) is 8.51%, while WisdomTree Japan Equity UCITS ETF USD Hedged Acc (DXJA.L) has a volatility of 9.10%. This indicates that JPSR.L experiences smaller price fluctuations and is considered to be less risky than DXJA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPSR.LDXJA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.51%

9.10%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

14.40%

16.14%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

19.30%

23.38%

-4.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.66%

21.52%

-5.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

24.03%

-6.01%