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LGJG.L vs. N4US.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LGJG.L vs. N4US.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 Invesco JPX-Nikkei 400 UCITS ETF USD Hedged (Acc) (N4US.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 N4US.L is traded in USD. To make them comparable, the N4US.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 N4US.L's 21.20% 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*

N4US.L

1D
-0.23%
1M
0.05%
6M
12.47%
YTD
21.20%
1Y
50.23%
3Y*
27.72%
5Y*
22.89%
10Y*
16.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGJG.L vs. N4US.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%
N4US.L
Invesco JPX-Nikkei 400 UCITS ETF USD Hedged (Acc)
21.20%20.97%25.93%29.18%10.71%12.23%7.53%14.95%-8.58%

Correlation

The correlation between LGJG.L and N4US.L is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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

0.80

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

0.75

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

0.80

The correlation between LGJG.L and N4US.L shifts across timeframes, from 0.75 (5 years) to 0.86 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LGJG.L vs. N4US.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

N4US.L
N4US.L Risk / Return Rank: 9292
Overall Rank
N4US.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
N4US.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
N4US.L Omega Ratio Rank: 9191
Omega Ratio Rank
N4US.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
N4US.L Martin Ratio Rank: 9393
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. N4US.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 Invesco JPX-Nikkei 400 UCITS ETF USD Hedged (Acc) (N4US.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.LN4US.LDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

1.33

1.45

-0.12

Calmar ratioReturn relative to maximum drawdown

3.02

5.82

-2.80

Martin ratioReturn relative to average drawdown

9.50

18.84

-9.34

LGJG.L vs. N4US.L - Sharpe Ratio Comparison

The current LGJG.L Sharpe Ratio is 1.79, which is comparable to the N4US.L Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of LGJG.L and N4US.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. N4US.L - Drawdown Comparison

The maximum LGJG.L drawdown since its inception was -33.21%, which is greater than N4US.L's maximum drawdown of -28.61%. Use the drawdown chart below to compare losses from any high point for LGJG.L and N4US.L.


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Drawdown Indicators


LGJG.LN4US.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.21%

-28.61%

-4.60%

Max Drawdown (1Y)

Largest decline over 1 year

-11.04%

-8.58%

-2.46%

Max Drawdown (3Y)

Largest decline over 3 years

-19.89%

-20.94%

+1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-19.89%

-20.94%

+1.05%

Max Drawdown (10Y)

Largest decline over 10 years

-28.61%

Current Drawdown

Current decline from peak

-4.98%

-4.13%

-0.85%

Average Drawdown

Average peak-to-trough decline

-10.80%

-5.12%

-5.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

2.66%

+0.86%

Volatility

LGJG.L vs. N4US.L - Volatility Comparison

L&G Japan Equity UCITS ETF (LGJG.L) and Invesco JPX-Nikkei 400 UCITS ETF USD Hedged (Acc) (N4US.L) have volatilities of 6.30% and 6.11%, 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


LGJG.LN4US.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

6.11%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

15.37%

15.53%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

18.66%

19.70%

-1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.97%

19.05%

+1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.33%

19.47%

+1.86%

LGJG.L vs. N4US.L - Expense Ratio Comparison

LGJG.L has a 0.10% expense ratio, which is lower than N4US.L's 0.19% 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

LGJG.L vs. N4US.L - Dividend Comparison

Neither LGJG.L nor N4US.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LGJG.L and N4US.L have a correlation of 0.86, 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 0.19% for N4US.L.

LGJG.L tracks TOPIX TR JPY, while N4US.L tracks JPX-Nikkei 400 USD Hedged Index. They also come from different issuers: Legal & General and Invesco. Their fees differ too: 0.10% for LGJG.L and 0.19% for N4US.L.

Portfolio Optimizer

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