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

Performance

SGJP.L vs. IJPD.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 MSCI Japan USD Hedged UCITS ETF Accumulating (IJPD.L). The values are adjusted to include any dividend payments, if applicable.

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SGJP.L vs. IJPD.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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

IJPD.L
IJPD.L Risk / Return Rank: 9393
Overall Rank
IJPD.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IJPD.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
IJPD.L Omega Ratio Rank: 9090
Omega Ratio Rank
IJPD.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
IJPD.L Martin Ratio Rank: 9595
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. 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.LIJPD.LDifference

Sharpe ratio

Return per unit of total volatility

1.42

1.86

-0.44

Sortino ratio

Return per unit of downside risk

2.02

2.49

-0.46

Omega ratio

Gain probability vs. loss probability

1.27

1.35

-0.08

Calmar ratio

Return relative to maximum drawdown

2.69

5.13

-2.44

Martin ratio

Return relative to average drawdown

9.54

15.60

-6.06

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

The current SGJP.L Sharpe Ratio is 1.42, which is comparable to the IJPD.L Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of SGJP.L and IJPD.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.LIJPD.LDifference

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.


Tickers have no history of dividend payments

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.LIJPD.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.26%

-3.97%

-1.29%

Average Drawdown

Average peak-to-trough decline

-6.24%

-6.78%

+0.54%

Ulcer Index

Depth 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.LIJPD.LDifference

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%