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JPXN vs. EZJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPXN vs. EZJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares JPX-Nikkei 400 ETF (JPXN) and ProShares Ultra MSCI Japan (EZJ). The values are adjusted to include any dividend payments, if applicable.

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JPXN vs. EZJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPXN
iShares JPX-Nikkei 400 ETF
8.03%26.03%6.48%19.69%-16.29%0.16%15.12%19.40%-14.87%24.41%
EZJ
ProShares Ultra MSCI Japan
11.08%42.72%3.31%30.78%-38.23%-1.96%22.21%33.76%-30.99%49.10%

Returns By Period

In the year-to-date period, JPXN achieves a 8.03% return, which is significantly lower than EZJ's 11.08% return. Over the past 10 years, JPXN has underperformed EZJ with an annualized return of 8.96%, while EZJ has yielded a comparatively higher 10.14% annualized return.


JPXN

1D
2.18%
1M
-4.41%
YTD
8.03%
6M
12.46%
1Y
32.64%
3Y*
17.31%
5Y*
7.27%
10Y*
8.96%

EZJ

1D
4.93%
1M
-9.50%
YTD
11.08%
6M
18.75%
1Y
56.99%
3Y*
23.69%
5Y*
4.55%
10Y*
10.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JPXN vs. EZJ - Expense Ratio Comparison

JPXN has a 0.48% expense ratio, which is lower than EZJ's 0.95% expense ratio.


Return for Risk

JPXN vs. EZJ — Risk / Return Rank

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

JPXN
JPXN Risk / Return Rank: 8181
Overall Rank
JPXN Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
JPXN Sortino Ratio Rank: 8282
Sortino Ratio Rank
JPXN Omega Ratio Rank: 7878
Omega Ratio Rank
JPXN Calmar Ratio Rank: 8282
Calmar Ratio Rank
JPXN Martin Ratio Rank: 8181
Martin Ratio Rank

EZJ
EZJ Risk / Return Rank: 7070
Overall Rank
EZJ Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
EZJ Sortino Ratio Rank: 7070
Sortino Ratio Rank
EZJ Omega Ratio Rank: 6666
Omega Ratio Rank
EZJ Calmar Ratio Rank: 7474
Calmar Ratio Rank
EZJ Martin Ratio Rank: 6868
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.

JPXN vs. EZJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares JPX-Nikkei 400 ETF (JPXN) and ProShares Ultra MSCI Japan (EZJ). 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.


JPXNEZJDifference

Sharpe ratio

Return per unit of total volatility

1.59

1.29

+0.30

Sortino ratio

Return per unit of downside risk

2.24

1.85

+0.39

Omega ratio

Gain probability vs. loss probability

1.31

1.25

+0.05

Calmar ratio

Return relative to maximum drawdown

2.45

2.06

+0.39

Martin ratio

Return relative to average drawdown

9.35

7.31

+2.04

JPXN vs. EZJ - Sharpe Ratio Comparison

The current JPXN Sharpe Ratio is 1.59, which is comparable to the EZJ Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of JPXN and EZJ, 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


JPXNEZJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.29

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.13

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.29

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.21

+0.04

Correlation

The correlation between JPXN and EZJ is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JPXN vs. EZJ - Dividend Comparison

JPXN's dividend yield for the trailing twelve months is around 2.91%, more than EZJ's 1.86% yield.


TTM20252024202320222021202020192018201720162015
JPXN
iShares JPX-Nikkei 400 ETF
2.91%3.14%2.29%2.57%1.47%2.63%1.27%1.92%1.60%1.50%2.07%1.32%
EZJ
ProShares Ultra MSCI Japan
1.86%1.13%2.09%1.11%0.56%0.00%0.00%0.24%4.49%0.00%0.00%0.00%

Drawdowns

JPXN vs. EZJ - Drawdown Comparison

The maximum JPXN drawdown since its inception was -55.54%, smaller than the maximum EZJ drawdown of -58.63%. Use the drawdown chart below to compare losses from any high point for JPXN and EZJ.


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Drawdown Indicators


JPXNEZJDifference

Max Drawdown

Largest peak-to-trough decline

-55.54%

-58.63%

+3.09%

Max Drawdown (1Y)

Largest decline over 1 year

-13.11%

-26.78%

+13.67%

Max Drawdown (5Y)

Largest decline over 5 years

-33.21%

-58.63%

+25.42%

Max Drawdown (10Y)

Largest decline over 10 years

-33.21%

-58.63%

+25.42%

Current Drawdown

Current decline from peak

-7.51%

-17.41%

+9.90%

Average Drawdown

Average peak-to-trough decline

-15.14%

-21.39%

+6.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

7.53%

-4.10%

Volatility

JPXN vs. EZJ - Volatility Comparison

The current volatility for iShares JPX-Nikkei 400 ETF (JPXN) is 8.66%, while ProShares Ultra MSCI Japan (EZJ) has a volatility of 18.88%. This indicates that JPXN experiences smaller price fluctuations and is considered to be less risky than EZJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPXNEZJDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.66%

18.88%

-10.22%

Volatility (6M)

Calculated over the trailing 6-month period

14.41%

31.15%

-16.74%

Volatility (1Y)

Calculated over the trailing 1-year period

20.68%

44.49%

-23.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.59%

36.39%

-18.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.07%

34.55%

-17.48%