JPSR.L vs. ISJP.L
JPSR.L (UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis) and ISJP.L (iShares MSCI Japan Small Cap UCITS ETF (Dist)) are both Japan Equities funds - JPSR.L tracks the TOPIX TR JPY while ISJP.L tracks the MSCI Japan Small Cap NR JPY. Both are passively managed. Over the past 10 years, JPSR.L returned 8.71%/yr vs 8.58%/yr for ISJP.L. A 0.70 correlation means they provide meaningful diversification when combined. JPSR.L charges 0.22%/yr vs 0.58%/yr for ISJP.L.
Performance
JPSR.L vs. ISJP.L - Performance Comparison
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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%
JPSR.L vs. ISJP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
JPSR.L
ISJP.L
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.L | ISJP.L | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JPSR.L | ISJP.L | Difference | |
|---|---|---|---|
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.L | ISJP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.22% | -1.25% | +1.03% |
Average DrawdownAverage peak-to-trough decline | -6.89% | -6.22% | -0.67% |
Ulcer IndexDepth 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.L | ISJP.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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