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LGJP.L vs. EEJD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LGJP.L vs. EEJD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Japan Equity UCITS ETF USD (Acc) (LGJP.L) and iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.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, LGJP.L achieves a 12.44% return, which is significantly lower than EEJD.L's 13.28% return.


LGJP.L

1D
-2.11%
1M
-4.31%
6M
6.50%
YTD
12.44%
1Y
29.74%
3Y*
16.40%
5Y*
9.00%
10Y*

EEJD.L

1D
-2.38%
1M
-4.98%
6M
7.12%
YTD
13.28%
1Y
31.33%
3Y*
15.43%
5Y*
8.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGJP.L vs. EEJD.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LGJP.L
L&G Japan Equity UCITS ETF USD (Acc)
12.44%25.67%8.35%20.25%-16.76%1.05%16.58%12.98%
EEJD.L
iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist)
13.28%26.10%4.67%19.98%-17.73%0.41%17.33%15.33%

Correlation

The correlation between LGJP.L and EEJD.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2019

0.98

The correlation between LGJP.L and EEJD.L has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

LGJP.L vs. EEJD.L — Risk / Return Rank

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

LGJP.L
LGJP.L Risk / Return Rank: 5656
Overall Rank
LGJP.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
LGJP.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
LGJP.L Omega Ratio Rank: 5555
Omega Ratio Rank
LGJP.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
LGJP.L Martin Ratio Rank: 5656
Martin Ratio Rank

EEJD.L
EEJD.L Risk / Return Rank: 5959
Overall Rank
EEJD.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
EEJD.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
EEJD.L Omega Ratio Rank: 5656
Omega Ratio Rank
EEJD.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
EEJD.L Martin Ratio Rank: 6060
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.

LGJP.L vs. EEJD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Japan Equity UCITS ETF USD (Acc) (LGJP.L) and iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.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.


LGJP.LEEJD.LDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.26

1.26

0.00

Calmar ratioReturn relative to maximum drawdown

2.24

2.40

-0.16

Martin ratioReturn relative to average drawdown

7.24

7.86

-0.62

LGJP.L vs. EEJD.L - Sharpe Ratio Comparison

The current LGJP.L Sharpe Ratio is 1.40, which is comparable to the EEJD.L Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of LGJP.L and EEJD.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

LGJP.L vs. EEJD.L - Drawdown Comparison

The maximum LGJP.L drawdown since its inception was -32.19%, roughly equal to the maximum EEJD.L drawdown of -32.93%. Use the drawdown chart below to compare losses from any high point for LGJP.L and EEJD.L.


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Drawdown Indicators


LGJP.LEEJD.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.19%

-32.93%

+0.74%

Max Drawdown (1Y)

Largest decline over 1 year

-13.20%

-12.98%

-0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-14.30%

-14.11%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-32.19%

-32.93%

+0.74%

Current Drawdown

Current decline from peak

-5.49%

-6.32%

+0.83%

Average Drawdown

Average peak-to-trough decline

-7.57%

-8.12%

+0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.10%

3.98%

+0.12%

Volatility

LGJP.L vs. EEJD.L - Volatility Comparison

L&G Japan Equity UCITS ETF USD (Acc) (LGJP.L) and iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.L) have volatilities of 6.68% and 7.02%, 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


LGJP.LEEJD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

7.02%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

17.75%

18.58%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

21.21%

22.32%

-1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.17%

18.51%

-0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.31%

18.80%

-0.49%

LGJP.L vs. EEJD.L - Expense Ratio Comparison

LGJP.L has a 0.10% expense ratio, which is lower than EEJD.L's 0.15% 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

LGJP.L vs. EEJD.L - Dividend Comparison

LGJP.L has not paid dividends to shareholders, while EEJD.L's dividend yield for the trailing twelve months is around 1.49%.


PositionTTM2025202420232022202120202019
EEJD.L
iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist)
1.49%1.58%1.83%1.74%2.13%1.71%1.55%1.73%
LGJP.L
L&G Japan Equity UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, LGJP.L and EEJD.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

LGJP.L is cheaper with a 0.10% expense ratio, compared with 0.15% for EEJD.L.

LGJP.L tracks Solactive Core Japan Large & Mid Cap USD Index NTR, while EEJD.L tracks MSCI Japan ESG Enhanced CTB Index. They also come from different issuers: L&G and iShares. Their fees differ too: 0.10% for LGJP.L and 0.15% for EEJD.L.

Portfolio Optimizer

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