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LCJP.L vs. LGJG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCJP.L vs. LGJG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI Japan UCITS ETF Acc (LCJP.L) and L&G Japan Equity UCITS ETF (LGJG.L). The values are adjusted to include any dividend payments, if applicable.

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LCJP.L vs. LGJG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LCJP.L
Amundi MSCI Japan UCITS ETF Acc
9.07%17.61%8.90%14.05%-7.13%2.24%12.26%11.02%
LGJG.L
L&G Japan Equity UCITS ETF
7.40%17.46%10.01%13.64%-6.84%1.78%13.24%11.39%
Different Trading Currencies

LCJP.L is traded in GBP, while LGJG.L is traded in GBp. To make them comparable, the LGJG.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, LCJP.L achieves a 9.07% return, which is significantly higher than LGJG.L's 7.40% return.


LCJP.L

1D
4.80%
1M
-2.49%
YTD
9.07%
6M
14.33%
1Y
30.06%
3Y*
15.04%
5Y*
8.50%
10Y*

LGJG.L

1D
4.20%
1M
-3.32%
YTD
7.40%
6M
12.34%
1Y
28.78%
3Y*
14.71%
5Y*
8.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LCJP.L vs. LGJG.L - Expense Ratio Comparison

LCJP.L has a 0.12% expense ratio, which is higher than LGJG.L's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

LCJP.L vs. LGJG.L — Risk / Return Rank

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

LCJP.L
LCJP.L Risk / Return Rank: 8181
Overall Rank
LCJP.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
LCJP.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
LCJP.L Omega Ratio Rank: 7676
Omega Ratio Rank
LCJP.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
LCJP.L Martin Ratio Rank: 8484
Martin Ratio Rank

LGJG.L
LGJG.L Risk / Return Rank: 7979
Overall Rank
LGJG.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
LGJG.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
LGJG.L Omega Ratio Rank: 7575
Omega Ratio Rank
LGJG.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
LGJG.L Martin Ratio Rank: 8181
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.

LCJP.L vs. LGJG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Japan UCITS ETF Acc (LCJP.L) and L&G Japan Equity UCITS ETF (LGJG.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.


LCJP.LLGJG.LDifference

Sharpe ratio

Return per unit of total volatility

1.51

1.54

-0.02

Sortino ratio

Return per unit of downside risk

2.14

2.16

-0.01

Omega ratio

Gain probability vs. loss probability

1.30

1.30

0.00

Calmar ratio

Return relative to maximum drawdown

2.93

2.64

+0.29

Martin ratio

Return relative to average drawdown

10.39

9.71

+0.67

LCJP.L vs. LGJG.L - Sharpe Ratio Comparison

The current LCJP.L Sharpe Ratio is 1.51, which is comparable to the LGJG.L Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of LCJP.L and LGJG.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


LCJP.LLGJG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.54

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.54

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.59

-0.12

Correlation

The correlation between LCJP.L and LGJG.L is 0.94, 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

LCJP.L vs. LGJG.L - Dividend Comparison

Neither LCJP.L nor LGJG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LCJP.L vs. LGJG.L - Drawdown Comparison

The maximum LCJP.L drawdown since its inception was -26.61%, which is greater than LGJG.L's maximum drawdown of -22.92%. Use the drawdown chart below to compare losses from any high point for LCJP.L and LGJG.L.


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Drawdown Indicators


LCJP.LLGJG.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.61%

-22.92%

-3.69%

Max Drawdown (1Y)

Largest decline over 1 year

-10.64%

-11.04%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-18.58%

-18.20%

-0.38%

Current Drawdown

Current decline from peak

-5.00%

-5.76%

+0.76%

Average Drawdown

Average peak-to-trough decline

-5.54%

-5.19%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

3.00%

0.00%

Volatility

LCJP.L vs. LGJG.L - Volatility Comparison

Amundi MSCI Japan UCITS ETF Acc (LCJP.L) has a higher volatility of 8.97% compared to L&G Japan Equity UCITS ETF (LGJG.L) at 8.25%. This indicates that LCJP.L's price experiences larger fluctuations and is considered to be riskier than LGJG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCJP.LLGJG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.97%

8.25%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

14.91%

14.06%

+0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

19.76%

18.67%

+1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

15.49%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.77%

16.78%

-0.01%