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LGAP.L vs. CJPU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LGAP.L vs. CJPU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Asia Pacific ex Japan Equity UCITS ETF (LGAP.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CJPU.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, LGAP.L achieves a 9.64% return, which is significantly lower than CJPU.L's 15.49% return.


LGAP.L

1D
-0.40%
1M
0.61%
6M
7.65%
YTD
9.64%
1Y
15.23%
3Y*
12.38%
5Y*
5.54%
10Y*

CJPU.L

1D
-0.89%
1M
-1.47%
6M
9.41%
YTD
15.49%
1Y
35.30%
3Y*
17.79%
5Y*
9.27%
10Y*
9.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGAP.L vs. CJPU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LGAP.L
L&G Asia Pacific ex Japan Equity UCITS ETF
9.64%20.97%4.67%4.82%-5.65%2.87%8.44%17.78%-1.30%
CJPU.L
iShares MSCI Japan UCITS ETF USD (Acc)
15.49%26.13%7.33%20.25%-17.32%0.50%16.08%17.64%-7.43%

Correlation

The correlation between LGAP.L and CJPU.L is 0.64, 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

0.64

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

0.61

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

0.66

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2018

0.67

The correlation between LGAP.L and CJPU.L has been stable across timeframes, ranging from 0.61 to 0.67 - a consistent structural relationship.

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Return for Risk

LGAP.L vs. CJPU.L — Risk / Return Rank

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

LGAP.L
LGAP.L Risk / Return Rank: 3636
Overall Rank
LGAP.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
LGAP.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
LGAP.L Omega Ratio Rank: 3333
Omega Ratio Rank
LGAP.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
LGAP.L Martin Ratio Rank: 3737
Martin Ratio Rank

CJPU.L
CJPU.L Risk / Return Rank: 6363
Overall Rank
CJPU.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
CJPU.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
CJPU.L Omega Ratio Rank: 6161
Omega Ratio Rank
CJPU.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
CJPU.L Martin Ratio Rank: 6363
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.

LGAP.L vs. CJPU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Asia Pacific ex Japan Equity UCITS ETF (LGAP.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CJPU.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.


LGAP.LCJPU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.19

1.30

-0.11

Calmar ratioReturn relative to maximum drawdown

1.72

2.76

-1.03

Martin ratioReturn relative to average drawdown

4.58

9.02

-4.44

LGAP.L vs. CJPU.L - Sharpe Ratio Comparison

The current LGAP.L Sharpe Ratio is 1.04, which is lower than the CJPU.L Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of LGAP.L and CJPU.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

LGAP.L vs. CJPU.L - Drawdown Comparison

The maximum LGAP.L drawdown since its inception was -38.56%, which is greater than CJPU.L's maximum drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for LGAP.L and CJPU.L.


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Drawdown Indicators


LGAP.LCJPU.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.56%

-32.64%

-5.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.50%

-12.79%

+4.29%

Max Drawdown (3Y)

Largest decline over 3 years

-19.01%

-14.74%

-4.27%

Max Drawdown (5Y)

Largest decline over 5 years

-24.31%

-32.64%

+8.33%

Max Drawdown (10Y)

Largest decline over 10 years

-32.64%

Current Drawdown

Current decline from peak

-2.20%

-4.54%

+2.34%

Average Drawdown

Average peak-to-trough decline

-7.75%

-5.86%

-1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

3.92%

-0.71%

Volatility

LGAP.L vs. CJPU.L - Volatility Comparison

The current volatility for L&G Asia Pacific ex Japan Equity UCITS ETF (LGAP.L) is 3.45%, while iShares MSCI Japan UCITS ETF USD (Acc) (CJPU.L) has a volatility of 6.79%. This indicates that LGAP.L experiences smaller price fluctuations and is considered to be less risky than CJPU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGAP.LCJPU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

6.79%

-3.34%

Volatility (6M)

Calculated over the trailing 6-month period

11.66%

18.10%

-6.44%

Volatility (1Y)

Calculated over the trailing 1-year period

14.03%

21.69%

-7.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.46%

18.41%

-0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.26%

17.10%

+2.16%

LGAP.L vs. CJPU.L - Expense Ratio Comparison

LGAP.L has a 0.10% expense ratio, which is lower than CJPU.L's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

LGAP.L vs. CJPU.L - Dividend Comparison

Neither LGAP.L nor CJPU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LGAP.L and CJPU.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LGAP.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LGAP.L is cheaper with a 0.10% expense ratio, compared with 0.12% for CJPU.L.

LGAP.L tracks L&G Asia Pacific ex Japan Equity UCITS ETF, while CJPU.L tracks MSCI Japan Index (Net). They also come from different issuers: L&G and iShares. Their fees differ too: 0.10% for LGAP.L and 0.12% for CJPU.L.

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