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N400.L vs. ISJP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

N400.L vs. ISJP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco JPX-Nikkei 400 UCITS ETF JPY (Acc) (N400.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

N400.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

The year-to-date returns for both stocks are quite close, with N400.L having a 12.82% return and ISJP.L slightly lower at 12.76%. Over the past 10 years, N400.L has outperformed ISJP.L with an annualized return of 8.89%, while ISJP.L has yielded a comparatively lower 7.74% annualized return.


N400.L

1D
-1.96%
1M
-4.21%
6M
6.64%
YTD
12.82%
1Y
28.96%
3Y*
16.02%
5Y*
8.89%
10Y*
8.89%

ISJP.L

1D
-2.30%
1M
-2.02%
6M
8.49%
YTD
12.76%
1Y
26.20%
3Y*
16.08%
5Y*
7.21%
10Y*
7.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

N400.L vs. ISJP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
N400.L
Invesco JPX-Nikkei 400 UCITS ETF JPY (Acc)
12.82%25.87%6.53%20.26%-15.79%-0.37%15.93%17.97%-14.20%24.80%
ISJP.L
iShares MSCI Japan Small Cap UCITS ETF (Dist)
12.76%30.01%3.24%12.66%-12.49%-2.90%7.72%18.51%-16.97%30.71%

Correlation

The correlation between N400.L and ISJP.L is 0.83, 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

0.83

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

0.85

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

0.86

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

0.84

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2014

0.84

The correlation between N400.L and ISJP.L has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

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Return for Risk

N400.L vs. ISJP.L — Risk / Return Rank

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

N400.L
N400.L Risk / Return Rank: 5959
Overall Rank
N400.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
N400.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
N400.L Omega Ratio Rank: 5656
Omega Ratio Rank
N400.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
N400.L Martin Ratio Rank: 6262
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: 6060
Sortino Ratio Rank
ISJP.L Omega Ratio Rank: 6262
Omega Ratio Rank
ISJP.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
ISJP.L Martin Ratio Rank: 5858
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.

N400.L vs. ISJP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco JPX-Nikkei 400 UCITS ETF JPY (Acc) (N400.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.

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.


N400.LISJP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.26

1.27

0.00

Calmar ratioReturn relative to maximum drawdown

2.45

2.21

+0.24

Martin ratioReturn relative to average drawdown

8.00

7.08

+0.92

N400.L vs. ISJP.L - Sharpe Ratio Comparison

The current N400.L Sharpe Ratio is 1.39, which is comparable to the ISJP.L Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of N400.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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Drawdowns

N400.L vs. ISJP.L - Drawdown Comparison

The maximum N400.L drawdown since its inception was -32.66%, smaller than the maximum ISJP.L drawdown of -69.60%. Use the drawdown chart below to compare losses from any high point for N400.L and ISJP.L.


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Drawdown Indicators


N400.LISJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.66%

-69.60%

+36.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-11.79%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-14.55%

-12.58%

-1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-32.66%

-33.09%

+0.43%

Max Drawdown (10Y)

Largest decline over 10 years

-32.66%

-36.04%

+3.38%

Current Drawdown

Current decline from peak

-5.24%

-5.15%

-0.09%

Average Drawdown

Average peak-to-trough decline

-8.10%

-30.30%

+22.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

3.69%

-0.08%

Volatility

N400.L vs. ISJP.L - Volatility Comparison

Invesco JPX-Nikkei 400 UCITS ETF JPY (Acc) (N400.L) has a higher volatility of 6.36% compared to iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) at 5.61%. This indicates that N400.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


N400.LISJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

5.61%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

17.44%

15.03%

+2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

20.69%

17.46%

+3.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.96%

16.34%

+1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

16.52%

+0.42%

N400.L vs. ISJP.L - Expense Ratio Comparison

N400.L has a 0.19% expense ratio, which is lower than ISJP.L's 0.58% expense ratio.


Dividends

N400.L vs. ISJP.L - Dividend Comparison

N400.L has not paid dividends to shareholders, while ISJP.L's dividend yield for the trailing twelve months is around 0.99%.


PositionTTM20252024202320222021202020192018201720162015
ISJP.L
iShares MSCI Japan Small Cap UCITS ETF (Dist)
0.99%1.85%1.73%1.77%1.99%1.52%1.58%1.53%1.39%1.29%1.07%0.67%
N400.L
Invesco JPX-Nikkei 400 UCITS ETF JPY (Acc)
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


N400.L and ISJP.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, N400.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

N400.L is cheaper with a 0.19% expense ratio, compared with 0.58% for ISJP.L.

N400.L tracks JPX-Nikkei Index 400, 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 N400.L and 0.58% for ISJP.L.

Portfolio Optimizer

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