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SAJP.L vs. IJPD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SAJP.L vs. IJPD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Japan Screened UCITS ETF USD (Acc) (SAJP.L) and iShares MSCI Japan USD Hedged UCITS ETF Accumulating (IJPD.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, SAJP.L achieves a 16.26% return, which is significantly lower than IJPD.L's 22.10% return.


SAJP.L

1D
-1.17%
1M
-1.57%
6M
10.14%
YTD
16.26%
1Y
35.58%
3Y*
17.39%
5Y*
9.04%
10Y*

IJPD.L

1D
-1.07%
1M
0.56%
6M
14.39%
YTD
22.10%
1Y
52.00%
3Y*
28.86%
5Y*
21.89%
10Y*
16.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAJP.L vs. IJPD.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SAJP.L
iShares MSCI Japan Screened UCITS ETF USD (Acc)
16.26%25.26%6.44%20.16%-17.41%0.61%17.09%19.24%-9.46%
IJPD.L
iShares MSCI Japan USD Hedged UCITS ETF Accumulating
22.10%29.04%24.14%35.59%-3.08%12.22%10.80%18.74%-11.12%

Correlation

The correlation between SAJP.L and IJPD.L is 0.89, 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

0.89

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

0.83

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

0.81

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2018

0.83

The correlation between SAJP.L and IJPD.L has been stable across timeframes, ranging from 0.81 to 0.89 - a consistent structural relationship.

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Return for Risk

SAJP.L vs. IJPD.L — Risk / Return Rank

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

SAJP.L
SAJP.L Risk / Return Rank: 6363
Overall Rank
SAJP.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SAJP.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
SAJP.L Omega Ratio Rank: 6161
Omega Ratio Rank
SAJP.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
SAJP.L Martin Ratio Rank: 6363
Martin Ratio Rank

IJPD.L
IJPD.L Risk / Return Rank: 9191
Overall Rank
IJPD.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IJPD.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
IJPD.L Omega Ratio Rank: 8989
Omega Ratio Rank
IJPD.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
IJPD.L Martin Ratio Rank: 9292
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.

SAJP.L vs. IJPD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Screened UCITS ETF USD (Acc) (SAJP.L) and iShares MSCI Japan USD Hedged UCITS ETF Accumulating (IJPD.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.


SAJP.LIJPD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.07

Omega ratioGain probability vs. loss probability

1.30

1.45

-0.15

Calmar ratioReturn relative to maximum drawdown

2.75

5.55

-2.80

Martin ratioReturn relative to average drawdown

8.96

18.34

-9.38

SAJP.L vs. IJPD.L - Sharpe Ratio Comparison

The current SAJP.L Sharpe Ratio is 1.63, which is lower than the IJPD.L Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of SAJP.L and IJPD.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

SAJP.L vs. IJPD.L - Drawdown Comparison

The maximum SAJP.L drawdown since its inception was -32.71%, which is greater than IJPD.L's maximum drawdown of -31.09%. Use the drawdown chart below to compare losses from any high point for SAJP.L and IJPD.L.


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Drawdown Indicators


SAJP.LIJPD.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.71%

-31.09%

-1.62%

Max Drawdown (1Y)

Largest decline over 1 year

-12.88%

-9.32%

-3.56%

Max Drawdown (3Y)

Largest decline over 3 years

-14.47%

-21.80%

+7.33%

Max Drawdown (5Y)

Largest decline over 5 years

-32.71%

-21.80%

-10.91%

Max Drawdown (10Y)

Largest decline over 10 years

-31.09%

Current Drawdown

Current decline from peak

-4.79%

-3.28%

-1.51%

Average Drawdown

Average peak-to-trough decline

-7.95%

-6.71%

-1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

2.83%

+1.13%

Volatility

SAJP.L vs. IJPD.L - Volatility Comparison

iShares MSCI Japan Screened UCITS ETF USD (Acc) (SAJP.L) has a higher volatility of 7.13% compared to iShares MSCI Japan USD Hedged UCITS ETF Accumulating (IJPD.L) at 6.63%. This indicates that SAJP.L's price experiences larger fluctuations and is considered to be riskier than IJPD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAJP.LIJPD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

6.63%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

18.12%

16.49%

+1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

21.79%

20.77%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.55%

18.97%

-0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.92%

18.64%

+0.28%

SAJP.L vs. IJPD.L - Expense Ratio Comparison

SAJP.L has a 0.15% expense ratio, which is lower than IJPD.L's 0.64% expense ratio.


Dividends

SAJP.L vs. IJPD.L - Dividend Comparison

Neither SAJP.L nor IJPD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SAJP.L and IJPD.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SAJP.L is cheaper with a 0.15% expense ratio, compared with 0.64% for IJPD.L.

SAJP.L tracks iShares MSCI Japan Screened UCITS ETF USD (Acc), while IJPD.L tracks MSCI Japan 100% Hedged to USD Net TR Index. Their fees differ too: 0.15% for SAJP.L and 0.64% for IJPD.L.

Portfolio Optimizer

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