SJPA.L vs. CSJP.L
Compare and contrast key facts about iShares Core MSCI Japan IMI UCITS ETF (SJPA.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L).
SJPA.L and CSJP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SJPA.L is a passively managed fund by iShares that tracks the performance of the TOPIX TR JPY. It was launched on Sep 25, 2009. CSJP.L is a passively managed fund by iShares that tracks the performance of the TOPIX TR JPY. It was launched on Jan 11, 2010. Both SJPA.L and CSJP.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SJPA.L or CSJP.L.
Key characteristics
| SJPA.L | CSJP.L | |
|---|---|---|
| YTD Return | 7.58% | 8.24% |
| 1Y Return | 12.00% | 12.57% |
| 3Y Return (Ann) | 2.98% | 3.12% |
| 5Y Return (Ann) | 4.67% | 4.93% |
| 10Y Return (Ann) | 8.04% | 7.77% |
| Sharpe Ratio | 0.79 | 0.79 |
| Sortino Ratio | 1.12 | 1.13 |
| Omega Ratio | 1.16 | 1.16 |
| Calmar Ratio | 0.98 | 0.97 |
| Martin Ratio | 2.86 | 2.82 |
| Ulcer Index | 4.21% | 4.43% |
| Daily Std Dev | 15.16% | 15.85% |
| Max Drawdown | -24.73% | -24.31% |
| Current Drawdown | -3.77% | -4.23% |
Correlation
The correlation between SJPA.L and CSJP.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.
Performance
SJPA.L vs. CSJP.L - Performance Comparison
In the year-to-date period, SJPA.L achieves a 7.58% return, which is significantly lower than CSJP.L's 8.24% return. Both investments have delivered pretty close results over the past 10 years, with SJPA.L having a 8.04% annualized return and CSJP.L not far behind at 7.77%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SJPA.L vs. CSJP.L - Expense Ratio Comparison
SJPA.L has a 0.15% expense ratio, which is lower than CSJP.L's 0.48% expense ratio.
Risk-Adjusted Performance
SJPA.L vs. CSJP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Japan IMI UCITS ETF (SJPA.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.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.
Dividends
SJPA.L vs. CSJP.L - Dividend Comparison
Neither SJPA.L nor CSJP.L has paid dividends to shareholders.
Drawdowns
SJPA.L vs. CSJP.L - Drawdown Comparison
The maximum SJPA.L drawdown since its inception was -24.73%, roughly equal to the maximum CSJP.L drawdown of -24.31%. Use the drawdown chart below to compare losses from any high point for SJPA.L and CSJP.L. For additional features, visit the drawdowns tool.
Volatility
SJPA.L vs. CSJP.L - Volatility Comparison
iShares Core MSCI Japan IMI UCITS ETF (SJPA.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L) have volatilities of 4.40% and 4.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.