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

Performance

LDAP.L vs. ISJP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis (LDAP.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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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with LDAP.L having a 17.12% return and ISJP.L slightly lower at 16.53%.


LDAP.L

1D
1.71%
1M
-1.56%
6M
15.58%
YTD
17.12%
1Y
24.38%
3Y*
20.08%
5Y*
9.64%
10Y*

ISJP.L

1D
-0.31%
1M
1.90%
6M
12.06%
YTD
16.53%
1Y
31.78%
3Y*
17.79%
5Y*
7.92%
10Y*
8.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
LDAP.L
L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis
17.12%35.59%3.81%9.13%-8.93%-99.00%
ISJP.L
iShares MSCI Japan Small Cap UCITS ETF (Dist)
16.53%30.01%3.24%12.66%-12.49%-6.73%

Correlation

The correlation between LDAP.L and ISJP.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

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

0.48

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

0.53

Correlation (All Time)
Calculated using the full available price history since Apr 12, 2021

0.53

The correlation between LDAP.L and ISJP.L has been stable across timeframes, ranging from 0.48 to 0.53 - a consistent structural relationship.

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Return for Risk

LDAP.L vs. ISJP.L — Risk / Return Rank

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

LDAP.L
LDAP.L Risk / Return Rank: 5555
Overall Rank
LDAP.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
LDAP.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
LDAP.L Omega Ratio Rank: 5454
Omega Ratio Rank
LDAP.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
LDAP.L Martin Ratio Rank: 4646
Martin Ratio Rank

ISJP.L
ISJP.L Risk / Return Rank: 7070
Overall Rank
ISJP.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ISJP.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
ISJP.L Omega Ratio Rank: 7272
Omega Ratio Rank
ISJP.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
ISJP.L Martin Ratio Rank: 6464
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.

LDAP.L vs. ISJP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis (LDAP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-0.25

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.28

1.32

-0.05

Calmar ratioReturn relative to maximum drawdown

2.31

2.68

-0.37

Martin ratioReturn relative to average drawdown

6.22

8.63

-2.41

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

The current LDAP.L Sharpe Ratio is 1.58, which is comparable to the ISJP.L Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of LDAP.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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Drawdowns

LDAP.L vs. ISJP.L - Drawdown Comparison

The maximum LDAP.L drawdown since its inception was -99.33%, which is greater than ISJP.L's maximum drawdown of -69.60%. Use the drawdown chart below to compare losses from any high point for LDAP.L and ISJP.L.


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Drawdown Indicators


LDAP.LISJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.33%

-69.60%

-29.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.85%

-11.79%

+0.94%

Max Drawdown (3Y)

Largest decline over 3 years

-24.47%

-12.58%

-11.89%

Max Drawdown (5Y)

Largest decline over 5 years

-34.61%

-33.09%

-1.52%

Max Drawdown (10Y)

Largest decline over 10 years

-36.04%

Current Drawdown

Current decline from peak

-98.38%

-1.97%

-96.41%

Average Drawdown

Average peak-to-trough decline

-98.71%

-30.31%

-68.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

3.67%

+0.37%

Volatility

LDAP.L vs. ISJP.L - Volatility Comparison

L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis (LDAP.L) and iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) have volatilities of 4.91% and 4.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LDAP.LISJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

4.99%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

13.37%

14.87%

-1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

15.84%

17.30%

-1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.07%

16.30%

+11.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.15%

16.51%

+34.64%

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

LDAP.L has a 0.40% expense ratio, which is lower than ISJP.L's 0.58% expense ratio.


Dividends

LDAP.L vs. ISJP.L - Dividend Comparison

LDAP.L's dividend yield for the trailing twelve months is around 3.83%, more than ISJP.L's 0.86% yield.


PositionTTM20252024202320222021202020192018201720162015
ISJP.L
iShares MSCI Japan Small Cap UCITS ETF (Dist)
0.86%1.85%1.73%1.77%1.99%1.52%1.58%1.53%1.39%1.29%1.07%0.67%
LDAP.L
L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis
3.83%4.23%4.86%5.25%4.92%2.23%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LDAP.L and ISJP.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LDAP.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LDAP.L is cheaper with a 0.40% expense ratio, compared with 0.58% for ISJP.L.

LDAP.L tracks L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis, while ISJP.L tracks MSCI Japan Small Cap NR JPY. They also come from different issuers: L&G and iShares. Their fees differ too: 0.40% for LDAP.L and 0.58% for ISJP.L.

Portfolio Optimizer

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