SGJP.L vs. IJPD.L
Compare and contrast key facts about iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGJP.L) and iShares MSCI Japan USD Hedged UCITS ETF Accumulating (IJPD.L).
SGJP.L and IJPD.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. IJPD.L is a passively managed fund by iShares that tracks the performance of the MSCI Japan 100% Hedged to USD Net TR Index. It was launched on Sep 30, 2013. Both SGJP.L and IJPD.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. IJPD.L - Performance Comparison
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SGJP.L vs. IJPD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SGJP.L iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) | 7.99% | 16.65% | 8.33% | 13.55% | -7.58% | 2.94% |
IJPD.L iShares MSCI Japan USD Hedged UCITS ETF Accumulating | 12.21% | 19.85% | 26.31% | 28.81% | 8.45% | 6.21% |
Different Trading Currencies
SGJP.L is traded in GBP, while IJPD.L is traded in USD. To make them comparable, the IJPD.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 lower than IJPD.L's 12.21% return.
SGJP.L
- 1D
- 4.40%
- 1M
- -2.63%
- YTD
- 7.99%
- 6M
- 12.80%
- 1Y
- 27.87%
- 3Y*
- 14.00%
- 5Y*
- —
- 10Y*
- —
IJPD.L
- 1D
- 5.32%
- 1M
- -0.70%
- YTD
- 12.21%
- 6M
- 25.59%
- 1Y
- 42.80%
- 3Y*
- 26.75%
- 5Y*
- 20.05%
- 10Y*
- 16.07%
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SGJP.L vs. IJPD.L - Expense Ratio Comparison
SGJP.L has a 0.15% expense ratio, which is lower than IJPD.L's 0.64% expense ratio.
Return for Risk
SGJP.L vs. IJPD.L — Risk / Return Rank
SGJP.L
IJPD.L
SGJP.L vs. IJPD.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 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.
| SGJP.L | IJPD.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 1.86 | -0.44 |
Sortino ratioReturn per unit of downside risk | 2.02 | 2.49 | -0.46 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.35 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 5.13 | -2.44 |
Martin ratioReturn relative to average drawdown | 9.54 | 15.60 | -6.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGJP.L | IJPD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 1.86 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.05 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.81 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.70 | -0.17 |
Correlation
The correlation between SGJP.L and IJPD.L is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SGJP.L vs. IJPD.L - Dividend Comparison
Neither SGJP.L nor IJPD.L has paid dividends to shareholders.
Drawdowns
SGJP.L vs. IJPD.L - Drawdown Comparison
The maximum SGJP.L drawdown since its inception was -18.79%, smaller than the maximum IJPD.L drawdown of -28.78%. Use the drawdown chart below to compare losses from any high point for SGJP.L and IJPD.L.
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Drawdown Indicators
| SGJP.L | IJPD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.79% | -31.09% | +12.30% |
Max Drawdown (1Y)Largest decline over 1 year | -10.77% | -12.78% | +2.01% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.80% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.09% | — |
Current DrawdownCurrent decline from peak | -5.26% | -3.97% | -1.29% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -6.78% | +0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.69% | +0.35% |
Volatility
SGJP.L vs. IJPD.L - Volatility Comparison
The current volatility for iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGJP.L) is 8.61%, while iShares MSCI Japan USD Hedged UCITS ETF Accumulating (IJPD.L) has a volatility of 9.59%. This indicates that SGJP.L experiences smaller price fluctuations and is considered to be less risky 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
| SGJP.L | IJPD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.61% | 9.59% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 14.63% | 16.20% | -1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.55% | 22.92% | -3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.82% | 19.17% | -3.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.82% | 19.89% | -4.07% |