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

Performance

JPSR.L vs. ISJP.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 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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Returns By Period

In the year-to-date period, JPSR.L achieves a 11.27% return, which is significantly lower than ISJP.L's 15.08% return. Both investments have delivered pretty close results over the past 10 years, with JPSR.L having a 8.71% annualized return and ISJP.L not far behind at 8.58%.


JPSR.L

1D
-0.22%
1M
8.14%
YTD
11.27%
6M
11.47%
1Y
28.02%
3Y*
12.10%
5Y*
7.46%
10Y*
8.71%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
JPSR.L
UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis
11.27%18.27%8.64%7.70%-9.85%-3.37%16.62%21.49%-11.09%10.04%
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%

Correlation

The correlation between JPSR.L and ISJP.L is 0.72, 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

0.72

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

0.80

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

0.83

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

0.74

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2015

0.70

The correlation between JPSR.L and ISJP.L shifts across timeframes, from 0.70 (all time) to 0.83 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

JPSR.L vs. ISJP.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: 4949
Overall Rank
JPSR.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
JPSR.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
JPSR.L Omega Ratio Rank: 4848
Omega Ratio Rank
JPSR.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
JPSR.L Martin Ratio Rank: 5151
Martin Ratio Rank

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
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. ISJP.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 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.


JPSR.LISJP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.30

1.38

-0.09

Calmar ratioReturn relative to maximum drawdown

2.61

2.89

-0.28

Martin ratioReturn relative to average drawdown

8.53

9.66

-1.14

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

The current JPSR.L Sharpe Ratio is 1.58, which is comparable to the ISJP.L Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of JPSR.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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Sharpe Ratios by Period


JPSR.LISJP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

2.07

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.61

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.55

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.48

+0.14

Drawdowns

JPSR.L vs. ISJP.L - Drawdown Comparison

The maximum JPSR.L drawdown since its inception was -23.05%, smaller than the maximum ISJP.L drawdown of -32.93%. Use the drawdown chart below to compare losses from any high point for JPSR.L and ISJP.L.


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Drawdown Indicators


JPSR.LISJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.05%

-32.93%

+9.88%

Max Drawdown (1Y)

Largest decline over 1 year

-10.84%

-10.84%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-13.83%

-11.23%

-2.60%

Max Drawdown (5Y)

Largest decline over 5 years

-21.57%

-21.01%

-0.56%

Max Drawdown (10Y)

Largest decline over 10 years

-23.05%

-28.98%

+5.93%

Current Drawdown

Current decline from peak

-0.22%

-1.25%

+1.03%

Average Drawdown

Average peak-to-trough decline

-6.89%

-6.22%

-0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

3.25%

+0.06%

Volatility

JPSR.L vs. ISJP.L - Volatility Comparison

The current volatility for UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (JPSR.L) is 3.74%, while iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) has a volatility of 4.25%. This indicates that JPSR.L experiences smaller price fluctuations and is considered to be less risky than ISJP.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.LISJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

4.25%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

14.41%

13.34%

+1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

17.92%

15.17%

+2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.72%

14.22%

+1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.70%

15.62%

+2.08%

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

JPSR.L has a 0.22% expense ratio, which is lower than ISJP.L's 0.58% expense ratio.


Dividends

JPSR.L vs. ISJP.L - Dividend Comparison

JPSR.L's dividend yield for the trailing twelve months is around 1.03%, less than ISJP.L's 1.67% 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%
JPSR.L
UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis
1.03%1.74%1.67%1.60%1.71%1.36%1.36%1.51%1.58%1.42%1.16%0.00%

Frequently Asked Questions


JPSR.L and ISJP.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JPSR.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPSR.L is cheaper with a 0.22% expense ratio, compared with 0.58% for ISJP.L.

JPSR.L tracks TOPIX TR JPY, while ISJP.L tracks MSCI Japan Small Cap NR JPY. They also come from different issuers: UBS and iShares. Their fees differ too: 0.22% for JPSR.L and 0.58% for ISJP.L.

Portfolio Optimizer

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