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N4US.L vs. EEJD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

N4US.L vs. EEJD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco JPX-Nikkei 400 UCITS ETF USD Hedged (Acc) (N4US.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, N4US.L achieves a 18.80% return, which is significantly higher than EEJD.L's 13.28% return.


N4US.L

1D
-2.01%
1M
-2.75%
6M
11.38%
YTD
18.80%
1Y
45.47%
3Y*
27.49%
5Y*
21.88%
10Y*
16.34%

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)

N4US.L vs. EEJD.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
N4US.L
Invesco JPX-Nikkei 400 UCITS ETF USD Hedged (Acc)
18.80%30.25%23.77%35.97%-1.05%11.18%10.79%11.56%
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 N4US.L and EEJD.L is 0.87, 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

0.87

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

0.82

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

0.80

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

0.83

The correlation between N4US.L and EEJD.L has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.

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Return for Risk

N4US.L vs. EEJD.L — Risk / Return Rank

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

N4US.L
N4US.L Risk / Return Rank: 9090
Overall Rank
N4US.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
N4US.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
N4US.L Omega Ratio Rank: 8888
Omega Ratio Rank
N4US.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
N4US.L Martin Ratio Rank: 9292
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.

N4US.L vs. EEJD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco JPX-Nikkei 400 UCITS ETF USD Hedged (Acc) (N4US.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.


N4US.LEEJD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.92

Sortino ratioReturn per unit of downside risk

+1.07

Omega ratioGain probability vs. loss probability

1.42

1.26

+0.16

Calmar ratioReturn relative to maximum drawdown

4.84

2.40

+2.44

Martin ratioReturn relative to average drawdown

16.48

7.86

+8.62

N4US.L vs. EEJD.L - Sharpe Ratio Comparison

The current N4US.L Sharpe Ratio is 2.32, which is higher than the EEJD.L Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of N4US.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

N4US.L vs. EEJD.L - Drawdown Comparison

The maximum N4US.L drawdown since its inception was -30.94%, smaller than the maximum EEJD.L drawdown of -32.93%. Use the drawdown chart below to compare losses from any high point for N4US.L and EEJD.L.


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Drawdown Indicators


N4US.LEEJD.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.94%

-32.93%

+1.99%

Max Drawdown (1Y)

Largest decline over 1 year

-9.35%

-12.98%

+3.63%

Max Drawdown (3Y)

Largest decline over 3 years

-21.38%

-14.11%

-7.27%

Max Drawdown (5Y)

Largest decline over 5 years

-21.38%

-32.93%

+11.55%

Max Drawdown (10Y)

Largest decline over 10 years

-30.94%

Current Drawdown

Current decline from peak

-4.48%

-6.32%

+1.84%

Average Drawdown

Average peak-to-trough decline

-6.78%

-8.12%

+1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

3.98%

-1.23%

Volatility

N4US.L vs. EEJD.L - Volatility Comparison

The current volatility for Invesco JPX-Nikkei 400 UCITS ETF USD Hedged (Acc) (N4US.L) is 6.15%, while iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.L) has a volatility of 7.02%. This indicates that N4US.L experiences smaller price fluctuations and is considered to be less risky than EEJD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


N4US.LEEJD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.15%

7.02%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

15.63%

18.58%

-2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

19.57%

22.32%

-2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.50%

18.51%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

18.80%

-0.42%

N4US.L vs. EEJD.L - Expense Ratio Comparison

N4US.L has a 0.19% expense ratio, which is higher than EEJD.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

N4US.L vs. EEJD.L - Dividend Comparison

N4US.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%
N4US.L
Invesco JPX-Nikkei 400 UCITS ETF USD Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


N4US.L and EEJD.L have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EEJD.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EEJD.L is cheaper with a 0.15% expense ratio, compared with 0.19% for N4US.L.

N4US.L tracks JPX-Nikkei 400 USD Hedged Index, while EEJD.L tracks MSCI Japan ESG Enhanced CTB Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for N4US.L and 0.15% for EEJD.L.

Portfolio Optimizer

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