PRIJ.L vs. IDJP.L
PRIJ.L (Amundi Prime Japan UCITS ETF DR (D)) and IDJP.L (iShares MSCI Japan Small Cap UCITS ETF USD (Dist)) are both Japan Equities funds - PRIJ.L tracks the TOPIX TR JPY while IDJP.L tracks the MSCI Japan Small Cap Index (Net). Both are passively managed. Over the past 5 years, PRIJ.L returned 9.54%/yr vs 7.72%/yr for IDJP.L. Their correlation of 0.82 suggests significant overlap in exposure. PRIJ.L charges 0.05%/yr vs 0.58%/yr for IDJP.L.
Performance
PRIJ.L vs. IDJP.L - Performance Comparison
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Different Trading Currencies
PRIJ.L is traded in GBp, while IDJP.L is traded in USD. To make them comparable, the IDJP.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with PRIJ.L having a 12.51% return and IDJP.L slightly higher at 12.78%.
PRIJ.L
- 1D
- -1.97%
- 1M
- -5.02%
- 6M
- 6.07%
- YTD
- 12.51%
- 1Y
- 29.56%
- 3Y*
- 15.17%
- 5Y*
- 9.54%
- 10Y*
- —
IDJP.L
- 1D
- -2.22%
- 1M
- -4.14%
- 6M
- 7.39%
- YTD
- 12.78%
- 1Y
- 25.89%
- 3Y*
- 14.74%
- 5Y*
- 7.72%
- 10Y*
- 7.42%
PRIJ.L vs. IDJP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PRIJ.L Amundi Prime Japan UCITS ETF DR (D) | 12.51% | 17.80% | 9.02% | 13.78% | -6.35% | 2.49% | 12.24% | 11.21% |
IDJP.L iShares MSCI Japan Small Cap UCITS ETF USD (Dist) | 12.78% | 20.45% | 5.13% | 7.85% | -2.29% | -2.37% | 4.96% | 9.88% |
Correlation
The correlation between PRIJ.L and IDJP.L is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2019 | 0.82 |
The correlation between PRIJ.L and IDJP.L has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.
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Return for Risk
PRIJ.L vs. IDJP.L — Risk / Return Rank
PRIJ.L
IDJP.L
PRIJ.L vs. IDJP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) and iShares MSCI Japan Small Cap UCITS ETF USD (Dist) (IDJP.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.
| PRIJ.L | IDJP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.27 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 2.22 | +0.45 |
| Martin ratioReturn relative to average drawdown | 8.32 | 7.18 | +1.14 |
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Drawdowns
PRIJ.L vs. IDJP.L - Drawdown Comparison
The maximum PRIJ.L drawdown since its inception was -24.45%, smaller than the maximum IDJP.L drawdown of -31.52%. Use the drawdown chart below to compare losses from any high point for PRIJ.L and IDJP.L.
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Drawdown Indicators
| PRIJ.L | IDJP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.45% | -31.52% | +7.07% |
Max Drawdown (1Y)Largest decline over 1 year | -10.99% | -11.59% | +0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -12.98% | -11.59% | -1.39% |
Max Drawdown (5Y)Largest decline over 5 years | -18.16% | -21.29% | +3.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.85% | — |
Current DrawdownCurrent decline from peak | -6.68% | -5.69% | -0.99% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -6.72% | +1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.54% | 3.60% | -0.06% |
Volatility
PRIJ.L vs. IDJP.L - Volatility Comparison
Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) and iShares MSCI Japan Small Cap UCITS ETF USD (Dist) (IDJP.L) have volatilities of 5.76% and 5.53%, 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
| PRIJ.L | IDJP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 5.53% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 15.72% | 15.50% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.25% | 17.53% | +1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.82% | 15.17% | +0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 16.47% | +0.19% |
PRIJ.L vs. IDJP.L - Expense Ratio Comparison
PRIJ.L has a 0.05% expense ratio, which is lower than IDJP.L's 0.58% expense ratio.
Dividends
PRIJ.L vs. IDJP.L - Dividend Comparison
PRIJ.L's dividend yield for the trailing twelve months is around 1.57%, more than IDJP.L's 1.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDJP.L iShares MSCI Japan Small Cap UCITS ETF USD (Dist) | 1.00% | 1.77% | 1.77% | 1.77% | 2.08% | 1.55% | 1.48% | 1.47% | 1.45% | 1.21% | 1.20% | 0.72% |
PRIJ.L Amundi Prime Japan UCITS ETF DR (D) | 1.57% | 1.76% | 1.89% | 1.89% | 2.17% | 1.81% | 1.71% | 1.89% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PRIJ.L and IDJP.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PRIJ.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRIJ.L is cheaper with a 0.05% expense ratio, compared with 0.58% for IDJP.L.
PRIJ.L tracks TOPIX TR JPY, while IDJP.L tracks MSCI Japan Small Cap Index (Net). They also come from different issuers: Amundi and iShares. Their fees differ too: 0.05% for PRIJ.L and 0.58% for IDJP.L.
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