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

Performance

SAJP.L vs. TPXG.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 Amundi Japan Topix UCITS ETF JPY (TPXG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SAJP.L achieves a 13.04% return, which is significantly higher than TPXG.L's 12.27% return.


SAJP.L

1D
-2.60%
1M
-5.84%
6M
6.85%
YTD
13.04%
1Y
30.18%
3Y*
15.72%
5Y*
8.43%
10Y*

TPXG.L

1D
-2.10%
1M
-3.18%
6M
6.31%
YTD
12.27%
1Y
29.06%
3Y*
16.32%
5Y*
8.87%
10Y*
8.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
SAJP.L
iShares MSCI Japan Screened UCITS ETF USD (Acc)
13.04%25.26%6.44%20.16%-17.41%0.61%17.09%19.24%-9.46%
TPXG.L
Amundi Japan Topix UCITS ETF JPY
12.27%27.17%6.39%19.44%-15.66%0.16%14.01%19.88%-11.14%

Correlation

The correlation between SAJP.L and TPXG.L is 0.95, 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

0.95

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

0.94

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

0.93

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

0.90

The correlation between SAJP.L and TPXG.L has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.

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Return for Risk

SAJP.L vs. TPXG.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: 5757
Overall Rank
SAJP.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SAJP.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
SAJP.L Omega Ratio Rank: 5454
Omega Ratio Rank
SAJP.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
SAJP.L Martin Ratio Rank: 5858
Martin Ratio Rank

TPXG.L
TPXG.L Risk / Return Rank: 6262
Overall Rank
TPXG.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
TPXG.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
TPXG.L Omega Ratio Rank: 6161
Omega Ratio Rank
TPXG.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
TPXG.L Martin Ratio Rank: 6161
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. TPXG.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 Amundi Japan Topix UCITS ETF JPY (TPXG.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.LTPXG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.26

1.27

-0.02

Calmar ratioReturn relative to maximum drawdown

2.33

2.32

+0.01

Martin ratioReturn relative to average drawdown

7.55

7.70

-0.15

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

The current SAJP.L Sharpe Ratio is 1.37, which is comparable to the TPXG.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of SAJP.L and TPXG.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. TPXG.L - Drawdown Comparison

The maximum SAJP.L drawdown since its inception was -32.71%, smaller than the maximum TPXG.L drawdown of -68.70%. Use the drawdown chart below to compare losses from any high point for SAJP.L and TPXG.L.


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Drawdown Indicators


SAJP.LTPXG.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.71%

-68.70%

+35.99%

Max Drawdown (1Y)

Largest decline over 1 year

-12.88%

-12.44%

-0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-14.47%

-14.46%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-32.71%

-32.21%

-0.50%

Max Drawdown (10Y)

Largest decline over 10 years

-57.14%

Current Drawdown

Current decline from peak

-7.42%

-4.90%

-2.52%

Average Drawdown

Average peak-to-trough decline

-7.95%

-27.38%

+19.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

3.77%

+0.22%

Volatility

SAJP.L vs. TPXG.L - Volatility Comparison

iShares MSCI Japan Screened UCITS ETF USD (Acc) (SAJP.L) has a higher volatility of 7.48% compared to Amundi Japan Topix UCITS ETF JPY (TPXG.L) at 6.20%. This indicates that SAJP.L's price experiences larger fluctuations and is considered to be riskier than TPXG.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.LTPXG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.48%

6.20%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

18.33%

16.41%

+1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

21.97%

19.83%

+2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.58%

17.67%

+0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.94%

29.49%

-10.55%

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

SAJP.L has a 0.15% expense ratio, which is lower than TPXG.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SAJP.L vs. TPXG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, SAJP.L and TPXG.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.20% for TPXG.L.

SAJP.L tracks MSCI Japan Screened Index, while TPXG.L tracks TOPIX TR JPY. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for SAJP.L and 0.20% for TPXG.L.

Portfolio Optimizer

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