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

Performance

LGJP.L vs. LGAP.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 L&G Asia Pacific ex Japan Equity UCITS ETF (LGAP.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 higher than LGAP.L's 9.64% 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*

LGAP.L

1D
-0.40%
1M
0.61%
6M
7.65%
YTD
9.64%
1Y
15.23%
3Y*
12.38%
5Y*
5.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGJP.L vs. LGAP.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%
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%

Correlation

The correlation between LGJP.L and LGAP.L is 0.65, 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

0.65

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

0.62

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

0.67

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

0.68

The correlation between LGJP.L and LGAP.L has been stable across timeframes, ranging from 0.62 to 0.68 - a consistent structural relationship.

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L&G Japan Equity UCITS ETF

Return for Risk

LGJP.L vs. LGAP.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

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
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. LGAP.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 L&G Asia Pacific ex Japan Equity UCITS ETF (LGAP.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.LLGAP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

1.29

1.19

+0.10

Calmar ratioReturn relative to maximum drawdown

2.53

1.72

+0.80

Martin ratioReturn relative to average drawdown

8.18

4.58

+3.60

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

The current LGJP.L Sharpe Ratio is 1.58, which is higher than the LGAP.L Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of LGJP.L and LGAP.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. LGAP.L - Drawdown Comparison

The maximum LGJP.L drawdown since its inception was -32.19%, smaller than the maximum LGAP.L drawdown of -38.56%. Use the drawdown chart below to compare losses from any high point for LGJP.L and LGAP.L.


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Drawdown Indicators


LGJP.LLGAP.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.19%

-38.56%

+6.37%

Max Drawdown (1Y)

Largest decline over 1 year

-13.20%

-8.50%

-4.70%

Max Drawdown (3Y)

Largest decline over 3 years

-14.30%

-19.01%

+4.71%

Max Drawdown (5Y)

Largest decline over 5 years

-32.19%

-24.31%

-7.88%

Current Drawdown

Current decline from peak

-3.27%

-2.20%

-1.07%

Average Drawdown

Average peak-to-trough decline

-7.57%

-7.75%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

3.21%

+0.87%

Volatility

LGJP.L vs. LGAP.L - Volatility Comparison

L&G Japan Equity UCITS ETF (LGJP.L) has a higher volatility of 6.42% compared to L&G Asia Pacific ex Japan Equity UCITS ETF (LGAP.L) at 3.45%. This indicates that LGJP.L's price experiences larger fluctuations and is considered to be riskier than LGAP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGJP.LLGAP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

3.45%

+2.97%

Volatility (6M)

Calculated over the trailing 6-month period

17.61%

11.66%

+5.95%

Volatility (1Y)

Calculated over the trailing 1-year period

21.09%

14.03%

+7.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.15%

17.46%

+0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.30%

19.26%

-0.96%

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

Both LGJP.L and LGAP.L have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

LGJP.L vs. LGAP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


LGJP.L and LGAP.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LGJP.L and LGAP.L have the same expense ratio: 0.10% per year.

LGJP.L tracks L&G Japan Equity UCITS ETF, while LGAP.L tracks L&G Asia Pacific ex Japan Equity UCITS ETF.

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