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SGJP.L vs. CNDX.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SGJP.L vs. CNDX.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGJP.L) and iShares NASDAQ 100 UCITS ETF (CNDX.L).

SGJP.L and CNDX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SGJP.L is a passively managed fund by iShares that tracks the performance of the TOPIX TR JPY. It was launched on Oct 19, 2018. CNDX.L is a passively managed fund by iShares that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 26, 2010. Both SGJP.L and CNDX.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SGJP.L vs. CNDX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGJP.L) and iShares NASDAQ 100 UCITS ETF (CNDX.L). The values are adjusted to include any dividend payments, if applicable.

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SGJP.L vs. CNDX.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021
SGJP.L
iShares MSCI Japan ESG Screened UCITS ETF USD (Acc)		7.99%16.65%8.33%13.55%-7.58%2.94%
CNDX.L
iShares NASDAQ 100 UCITS ETF		-3.56%11.22%28.66%48.50%-25.54%15.32%
Different Trading Currencies

SGJP.L is traded in GBP, while CNDX.L is traded in USD. To make them comparable, the CNDX.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SGJP.L achieves a 7.99% return, which is significantly higher than CNDX.L's -6.43% return.

SGJP.L

1D
4.40%
1M
-2.63%
YTD
7.99%
6M
12.80%
1Y
27.87%
3Y*
14.00%
5Y*
—
10Y*
—

CNDX.L

1D
0.00%
1M
-4.81%
YTD
-6.43%
6M
-3.55%
1Y
17.90%
3Y*
18.93%
5Y*
13.34%
10Y*
19.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI Japan ESG Screened UCITS ETF USD (Acc)

iShares NASDAQ 100 UCITS ETF

Often compared with SGJP.L:
SGJP.L vs. LCJP.LSGJP.L vs. XDJP.LSGJP.L vs. DXJP.LSGJP.L vs. PAJS.LSGJP.L vs. SWDA.LSGJP.L vs. IJPD.LSGJP.L vs. CSP1.L
Often compared with CNDX.L:
CNDX.L vs. QQQCNDX.L vs. EQQQ.DECNDX.L vs. CNX1.LCNDX.L vs. SXRV.DECNDX.L vs. CSPX.LCNDX.L vs. EQQU.LCNDX.L vs. CNDX.AS

SGJP.L vs. CNDX.L - Expense Ratio Comparison

SGJP.L has a 0.15% expense ratio, which is lower than CNDX.L's 0.33% expense ratio.

CNDX.L
iShares NASDAQ 100 UCITS ETF
SGJP.L
iShares MSCI Japan ESG Screened UCITS ETF USD (Acc)

Return for Risk

SGJP.L vs. CNDX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SGJP.L
SGJP.L Risk / Return Rank: 7676
Overall Rank
SGJP.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SGJP.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
SGJP.L Omega Ratio Rank: 7070
Omega Ratio Rank
SGJP.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
SGJP.L Martin Ratio Rank: 7878
Martin Ratio Rank
CNDX.L
CNDX.L Risk / Return Rank: 7777
Overall Rank
CNDX.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
CNDX.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
CNDX.L Omega Ratio Rank: 6565
Omega Ratio Rank
CNDX.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
CNDX.L Martin Ratio Rank: 9090
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.

SGJP.L vs. CNDX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGJP.L) and iShares NASDAQ 100 UCITS ETF (CNDX.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.

SGJP.LCNDX.LDifference

Sharpe ratio

Return per unit of total volatility

1.42

0.92

+0.50

Sortino ratio

Return per unit of downside risk

2.02

1.38

+0.64

Omega ratio

Gain probability vs. loss probability

1.27

1.19

+0.09

Calmar ratio

Return relative to maximum drawdown

2.69

2.54

+0.16

Martin ratio

Return relative to average drawdown

9.54

7.35

+2.19

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SGJP.L vs. CNDX.L - Sharpe Ratio Comparison

The current SGJP.L Sharpe Ratio is 1.42, which is higher than the CNDX.L Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of SGJP.L and CNDX.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

SGJP.LCNDX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

0.92

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.66

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.96

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

1.08

-0.54

Correlation

The correlation between SGJP.L and CNDX.L is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

SGJP.L vs. CNDX.L - Dividend Comparison

Neither SGJP.L nor CNDX.L has paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
SGJP.L
iShares MSCI Japan ESG Screened UCITS ETF USD (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%
CNDX.L
iShares NASDAQ 100 UCITS ETF		0.00%0.00%0.02%0.05%0.06%0.03%0.04%0.07%0.06%0.30%0.16%0.16%

Drawdowns

SGJP.L vs. CNDX.L - Drawdown Comparison

The maximum SGJP.L drawdown since its inception was -18.79%, smaller than the maximum CNDX.L drawdown of -27.74%. Use the drawdown chart below to compare losses from any high point for SGJP.L and CNDX.L.

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Drawdown Indicators

SGJP.LCNDX.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.79%

-35.17%

+16.38%

Max Drawdown (1Y)

Largest decline over 1 year

-10.77%

-12.06%

+1.29%

Max Drawdown (5Y)

Largest decline over 5 years

—

-35.17%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.17%

—

Current Drawdown

Current decline from peak

-5.26%

-7.55%

+2.29%

Average Drawdown

Average peak-to-trough decline

-6.24%

-5.35%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

2.95%

+0.09%

Volatility

SGJP.L vs. CNDX.L - Volatility Comparison

iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGJP.L) has a higher volatility of 8.61% compared to iShares NASDAQ 100 UCITS ETF (CNDX.L) at 5.04%. This indicates that SGJP.L's price experiences larger fluctuations and is considered to be riskier than CNDX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SGJP.LCNDX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.61%

5.04%

+3.57%

Volatility (6M)

Calculated over the trailing 6-month period

14.63%

11.74%

+2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

19.55%

19.25%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.82%

20.06%

-4.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.82%

20.17%

-4.35%