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

Performance

LGJP.L vs. IJPD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Japan Equity UCITS ETF (LGJP.L) and iShares MSCI Japan USD Hedged UCITS ETF Accumulating (IJPD.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 15.08% return, which is significantly lower than IJPD.L's 22.10% return.


LGJP.L

1D
-0.68%
1M
-0.39%
6M
9.30%
YTD
15.08%
1Y
33.92%
3Y*
17.92%
5Y*
9.51%
10Y*

IJPD.L

1D
-1.07%
1M
0.56%
6M
14.39%
YTD
22.10%
1Y
52.00%
3Y*
28.86%
5Y*
21.89%
10Y*
16.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
LGJP.L
L&G Japan Equity UCITS ETF
15.08%25.67%8.35%20.25%-16.76%1.05%16.58%18.59%-7.06%
IJPD.L
iShares MSCI Japan USD Hedged UCITS ETF Accumulating
22.10%29.04%24.14%35.59%-3.08%12.22%10.80%18.74%-10.52%

Correlation

The correlation between LGJP.L and IJPD.L is 0.88, 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

0.88

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

0.83

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

0.81

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

0.84

The correlation between LGJP.L and IJPD.L has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.

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Return for Risk

LGJP.L vs. IJPD.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: 6060
Overall Rank
LGJP.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
LGJP.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
LGJP.L Omega Ratio Rank: 5959
Omega Ratio Rank
LGJP.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
LGJP.L Martin Ratio Rank: 5959
Martin Ratio Rank

IJPD.L
IJPD.L Risk / Return Rank: 9191
Overall Rank
IJPD.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IJPD.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
IJPD.L Omega Ratio Rank: 8989
Omega Ratio Rank
IJPD.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
IJPD.L Martin Ratio Rank: 9292
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. IJPD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Japan Equity UCITS ETF (LGJP.L) and iShares MSCI Japan USD Hedged UCITS ETF Accumulating (IJPD.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.LIJPD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-1.15

Omega ratioGain probability vs. loss probability

1.29

1.45

-0.16

Calmar ratioReturn relative to maximum drawdown

2.53

5.55

-3.03

Martin ratioReturn relative to average drawdown

8.18

18.34

-10.16

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

The current LGJP.L Sharpe Ratio is 1.58, which is lower than the IJPD.L Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of LGJP.L and IJPD.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. IJPD.L - Drawdown Comparison

The maximum LGJP.L drawdown since its inception was -32.19%, roughly equal to the maximum IJPD.L drawdown of -31.09%. Use the drawdown chart below to compare losses from any high point for LGJP.L and IJPD.L.


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Drawdown Indicators


LGJP.LIJPD.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.19%

-31.09%

-1.10%

Max Drawdown (1Y)

Largest decline over 1 year

-13.20%

-9.32%

-3.88%

Max Drawdown (3Y)

Largest decline over 3 years

-14.30%

-21.80%

+7.50%

Max Drawdown (5Y)

Largest decline over 5 years

-32.19%

-21.80%

-10.39%

Max Drawdown (10Y)

Largest decline over 10 years

-31.09%

Current Drawdown

Current decline from peak

-3.27%

-3.28%

+0.01%

Average Drawdown

Average peak-to-trough decline

-7.57%

-6.71%

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

2.83%

+1.25%

Volatility

LGJP.L vs. IJPD.L - Volatility Comparison

L&G Japan Equity UCITS ETF (LGJP.L) and iShares MSCI Japan USD Hedged UCITS ETF Accumulating (IJPD.L) have volatilities of 6.42% and 6.63%, 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.LIJPD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

6.63%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

17.61%

16.49%

+1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

21.09%

20.77%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.15%

18.97%

-0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.30%

18.64%

-0.34%

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

LGJP.L has a 0.10% expense ratio, which is lower than IJPD.L's 0.64% expense ratio.


Dividends

LGJP.L vs. IJPD.L - Dividend Comparison

Neither LGJP.L nor IJPD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LGJP.L and IJPD.L have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.64% for IJPD.L.

LGJP.L tracks L&G Japan Equity UCITS ETF, while IJPD.L tracks MSCI Japan 100% Hedged to USD Net TR Index. They also come from different issuers: L&G and iShares. Their fees differ too: 0.10% for LGJP.L and 0.64% for IJPD.L.

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