SGJP.L vs. PAJS.L
Compare and contrast key facts about iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGJP.L) and Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc (PAJS.L).
SGJP.L and PAJS.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. PAJS.L is a passively managed fund by Invesco that tracks the performance of the TOPIX TR JPY. It was launched on Dec 6, 2021. Both SGJP.L and PAJS.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. PAJS.L - Performance Comparison
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SGJP.L vs. PAJS.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% | -3.15% |
PAJS.L Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc | 2.07% | 13.24% | 0.76% | 8.67% | -14.19% | -3.23% |
Different Trading Currencies
SGJP.L is traded in GBP, while PAJS.L is traded in GBp. To make them comparable, the PAJS.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 PAJS.L's 2.07% return.
SGJP.L
- 1D
- 4.40%
- 1M
- -2.63%
- YTD
- 7.99%
- 6M
- 12.80%
- 1Y
- 27.87%
- 3Y*
- 14.00%
- 5Y*
- —
- 10Y*
- —
PAJS.L
- 1D
- 3.81%
- 1M
- -4.21%
- YTD
- 2.07%
- 6M
- 3.57%
- 1Y
- 16.34%
- 3Y*
- 6.73%
- 5Y*
- —
- 10Y*
- —
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SGJP.L vs. PAJS.L - Expense Ratio Comparison
SGJP.L has a 0.15% expense ratio, which is lower than PAJS.L's 0.19% 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%.
Return for Risk
SGJP.L vs. PAJS.L — Risk / Return Rank
SGJP.L
PAJS.L
SGJP.L vs. PAJS.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 Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc (PAJS.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 | PAJS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 0.88 | +0.54 |
Sortino ratioReturn per unit of downside risk | 2.02 | 1.37 | +0.65 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.17 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 1.48 | +1.21 |
Martin ratioReturn relative to average drawdown | 9.54 | 5.27 | +4.28 |
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 | PAJS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 0.88 | +0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.05 | +0.48 |
Correlation
The correlation between SGJP.L and PAJS.L is 0.94, 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. PAJS.L - Dividend Comparison
Neither SGJP.L nor PAJS.L has paid dividends to shareholders.
Drawdowns
SGJP.L vs. PAJS.L - Drawdown Comparison
The maximum SGJP.L drawdown since its inception was -18.79%, smaller than the maximum PAJS.L drawdown of -29.71%. Use the drawdown chart below to compare losses from any high point for SGJP.L and PAJS.L.
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Drawdown Indicators
| SGJP.L | PAJS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.79% | -29.71% | +10.92% |
Max Drawdown (1Y)Largest decline over 1 year | -10.77% | -11.92% | +1.15% |
Current DrawdownCurrent decline from peak | -5.26% | -11.89% | +6.63% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -16.72% | +10.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 3.34% | -0.30% |
Volatility
SGJP.L vs. PAJS.L - Volatility Comparison
iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGJP.L) has a higher volatility of 8.61% compared to Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc (PAJS.L) at 7.95%. This indicates that SGJP.L's price experiences larger fluctuations and is considered to be riskier than PAJS.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 | PAJS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.61% | 7.95% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 14.63% | 14.08% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.55% | 18.41% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.82% | 22.37% | -6.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.82% | 22.37% | -6.55% |