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MXJP.L vs. ISJP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MXJP.L vs. ISJP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI Japan UCITS ETF (MXJP.L) and iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, MXJP.L achieves a 16.21% return, which is significantly higher than ISJP.L's 14.80% return. Over the past 10 years, MXJP.L has outperformed ISJP.L with an annualized return of 9.38%, while ISJP.L has yielded a comparatively lower 7.79% annualized return.


MXJP.L

1D
-0.49%
1M
5.18%
YTD
16.21%
6M
16.14%
1Y
32.62%
3Y*
18.54%
5Y*
8.94%
10Y*
9.38%

ISJP.L

1D
0.35%
1M
4.78%
YTD
14.80%
6M
16.68%
1Y
30.24%
3Y*
17.96%
5Y*
7.50%
10Y*
7.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MXJP.L vs. ISJP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXJP.L
Invesco MSCI Japan UCITS ETF
16.21%25.85%7.21%20.47%-17.12%0.75%16.23%18.11%-13.56%24.18%
ISJP.L
iShares MSCI Japan Small Cap UCITS ETF (Dist)
14.80%30.01%3.24%12.66%-12.49%-2.90%7.72%18.51%-16.97%30.71%

Correlation

The correlation between MXJP.L and ISJP.L is 0.79, 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

0.79

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

0.82

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

0.83

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2011

0.77

The correlation between MXJP.L and ISJP.L has been stable across timeframes, ranging from 0.77 to 0.83 - a consistent structural relationship.

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Return for Risk

MXJP.L vs. ISJP.L — Risk / Return Rank

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

MXJP.L
MXJP.L Risk / Return Rank: 4949
Overall Rank
MXJP.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
MXJP.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
MXJP.L Omega Ratio Rank: 4848
Omega Ratio Rank
MXJP.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
MXJP.L Martin Ratio Rank: 5050
Martin Ratio Rank

ISJP.L
ISJP.L Risk / Return Rank: 6161
Overall Rank
ISJP.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ISJP.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
ISJP.L Omega Ratio Rank: 6565
Omega Ratio Rank
ISJP.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
ISJP.L Martin Ratio Rank: 5656
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.

MXJP.L vs. ISJP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Japan UCITS ETF (MXJP.L) and iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.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.


MXJP.LISJP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.30

1.33

-0.03

Calmar ratioReturn relative to maximum drawdown

2.56

2.55

+0.01

Martin ratioReturn relative to average drawdown

8.34

8.29

+0.05

MXJP.L vs. ISJP.L - Sharpe Ratio Comparison

The current MXJP.L Sharpe Ratio is 1.57, which is comparable to the ISJP.L Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of MXJP.L and ISJP.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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Sharpe Ratios by Period


MXJP.LISJP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

1.80

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.46

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.47

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.35

+0.15

Drawdowns

MXJP.L vs. ISJP.L - Drawdown Comparison

The maximum MXJP.L drawdown since its inception was -32.48%, smaller than the maximum ISJP.L drawdown of -41.35%. Use the drawdown chart below to compare losses from any high point for MXJP.L and ISJP.L.


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Drawdown Indicators


MXJP.LISJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.48%

-41.35%

+8.87%

Max Drawdown (1Y)

Largest decline over 1 year

-12.69%

-11.79%

-0.90%

Max Drawdown (3Y)

Largest decline over 3 years

-13.80%

-12.58%

-1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-32.48%

-33.09%

+0.61%

Max Drawdown (10Y)

Largest decline over 10 years

-32.48%

-36.04%

+3.56%

Current Drawdown

Current decline from peak

-0.49%

-1.67%

+1.18%

Average Drawdown

Average peak-to-trough decline

-7.80%

-9.60%

+1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

3.64%

+0.26%

Volatility

MXJP.L vs. ISJP.L - Volatility Comparison

Invesco MSCI Japan UCITS ETF (MXJP.L) has a higher volatility of 4.61% compared to iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) at 3.95%. This indicates that MXJP.L's price experiences larger fluctuations and is considered to be riskier than ISJP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXJP.LISJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

3.95%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

16.69%

14.23%

+2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

20.68%

16.68%

+4.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.18%

16.31%

+1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

16.54%

+0.72%

MXJP.L vs. ISJP.L - Expense Ratio Comparison

MXJP.L has a 0.19% expense ratio, which is lower than ISJP.L's 0.58% expense ratio.


Dividends

MXJP.L vs. ISJP.L - Dividend Comparison

MXJP.L has not paid dividends to shareholders, while ISJP.L's dividend yield for the trailing twelve months is around 1.67%.


PositionTTM20252024202320222021202020192018201720162015
ISJP.L
iShares MSCI Japan Small Cap UCITS ETF (Dist)
1.67%1.85%1.73%1.77%1.99%1.52%1.58%1.53%1.39%1.29%1.07%0.68%
MXJP.L
Invesco MSCI Japan 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


MXJP.L and ISJP.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MXJP.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MXJP.L is cheaper with a 0.19% expense ratio, compared with 0.58% for ISJP.L.

MXJP.L tracks TOPIX TR JPY, while ISJP.L tracks MSCI Japan Small Cap NR JPY. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for MXJP.L and 0.58% for ISJP.L.

Portfolio Optimizer

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