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

Performance

LGJG.L vs. IDJP.L - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, LGJG.L achieves a 14.58% return, which is significantly lower than IDJP.L's 15.33% return.


LGJG.L

1D
-0.69%
1M
-1.53%
6M
8.23%
YTD
14.58%
1Y
33.51%
3Y*
16.71%
5Y*
9.99%
10Y*

IDJP.L

1D
0.00%
1M
-0.56%
6M
10.94%
YTD
15.33%
1Y
29.44%
3Y*
16.31%
5Y*
8.20%
10Y*
7.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
LGJG.L
L&G Japan Equity UCITS ETF
14.58%17.46%10.01%13.64%-6.84%2.29%12.68%14.87%-27.27%
IDJP.L
iShares MSCI Japan Small Cap UCITS ETF USD (Dist)
15.33%20.45%5.13%7.85%-2.29%-2.37%4.96%13.19%-6.22%

Correlation

The correlation between LGJG.L and IDJP.L is 0.78, 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

0.78

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

0.79

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

0.82

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

0.82

The correlation between LGJG.L and IDJP.L has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.

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Return for Risk

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

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

LGJG.L
LGJG.L Risk / Return Rank: 7070
Overall Rank
LGJG.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
LGJG.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
LGJG.L Omega Ratio Rank: 6969
Omega Ratio Rank
LGJG.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
LGJG.L Martin Ratio Rank: 6767
Martin Ratio Rank

IDJP.L
IDJP.L Risk / Return Rank: 6060
Overall Rank
IDJP.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
IDJP.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
IDJP.L Omega Ratio Rank: 6161
Omega Ratio Rank
IDJP.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
IDJP.L Martin Ratio Rank: 5555
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.

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

This table presents a comparison of risk-adjusted performance metrics for L&G Japan Equity UCITS ETF (LGJG.L) and iShares MSCI Japan Small Cap UCITS ETF USD (Dist) (IDJP.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.


LGJG.LIDJP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.33

1.31

+0.02

Calmar ratioReturn relative to maximum drawdown

3.02

2.53

+0.49

Martin ratioReturn relative to average drawdown

9.50

8.21

+1.29

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

The current LGJG.L Sharpe Ratio is 1.79, which is comparable to the IDJP.L Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of LGJG.L and IDJP.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

LGJG.L vs. IDJP.L - Drawdown Comparison

The maximum LGJG.L drawdown since its inception was -33.21%, which is greater than IDJP.L's maximum drawdown of -31.52%. Use the drawdown chart below to compare losses from any high point for LGJG.L and IDJP.L.


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Drawdown Indicators


LGJG.LIDJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.21%

-31.52%

-1.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.04%

-11.59%

+0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-19.89%

-11.59%

-8.30%

Max Drawdown (5Y)

Largest decline over 5 years

-19.89%

-21.29%

+1.40%

Max Drawdown (10Y)

Largest decline over 10 years

-30.85%

Current Drawdown

Current decline from peak

-4.98%

-3.56%

-1.42%

Average Drawdown

Average peak-to-trough decline

-10.80%

-6.72%

-4.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

3.58%

-0.06%

Volatility

LGJG.L vs. IDJP.L - Volatility Comparison

L&G Japan Equity UCITS ETF (LGJG.L) has a higher volatility of 6.30% compared to iShares MSCI Japan Small Cap UCITS ETF USD (Dist) (IDJP.L) at 5.11%. This indicates that LGJG.L's price experiences larger fluctuations and is considered to be riskier than IDJP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGJG.LIDJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

5.11%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

15.37%

15.36%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

18.66%

17.37%

+1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.97%

15.14%

+5.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.33%

16.46%

+4.87%

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

LGJG.L has a 0.10% expense ratio, which is lower than IDJP.L's 0.58% expense ratio.


Dividends

LGJG.L vs. IDJP.L - Dividend Comparison

LGJG.L has not paid dividends to shareholders, while IDJP.L's dividend yield for the trailing twelve months is around 1.85%.


PositionTTM20252024202320222021202020192018201720162015
IDJP.L
iShares MSCI Japan Small Cap UCITS ETF USD (Dist)
1.85%1.77%1.77%1.77%2.08%1.55%1.48%1.47%1.45%1.21%1.20%0.72%
LGJG.L
L&G Japan Equity UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LGJG.L and IDJP.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

LGJG.L is cheaper with a 0.10% expense ratio, compared with 0.58% for IDJP.L.

LGJG.L tracks TOPIX TR JPY, while IDJP.L tracks MSCI Japan Small Cap Index (Net). They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.10% for LGJG.L and 0.58% for IDJP.L.

Portfolio Optimizer

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