SJPA.L vs. LCJP.L
Compare and contrast key facts about iShares Core MSCI Japan IMI UCITS ETF (SJPA.L) and Amundi MSCI Japan UCITS ETF Acc (LCJP.L).
SJPA.L and LCJP.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. LCJP.L is a passively managed fund by Amundi that tracks the performance of the TOPIX TR JPY. It was launched on Feb 28, 2018. Both SJPA.L and LCJP.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 LCJP.L.
Key characteristics
| SJPA.L | LCJP.L | |
|---|---|---|
| YTD Return | 7.58% | 8.29% |
| 1Y Return | 12.00% | 12.52% |
| 3Y Return (Ann) | 2.98% | 3.34% |
| 5Y Return (Ann) | 4.67% | 5.16% |
| Sharpe Ratio | 0.79 | 0.78 |
| Sortino Ratio | 1.12 | 1.12 |
| Omega Ratio | 1.16 | 1.16 |
| Calmar Ratio | 0.98 | 0.98 |
| Martin Ratio | 2.86 | 2.80 |
| Ulcer Index | 4.21% | 4.46% |
| Daily Std Dev | 15.16% | 15.92% |
| Max Drawdown | -24.73% | -26.61% |
| Current Drawdown | -3.77% | -4.25% |
Correlation
The correlation between SJPA.L and LCJP.L is 0.99, 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. LCJP.L - Performance Comparison
In the year-to-date period, SJPA.L achieves a 7.58% return, which is significantly lower than LCJP.L's 8.29% return. 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. LCJP.L - Expense Ratio Comparison
SJPA.L has a 0.15% expense ratio, which is higher than LCJP.L's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SJPA.L vs. LCJP.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 Amundi MSCI Japan UCITS ETF Acc (LCJP.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. LCJP.L - Dividend Comparison
Neither SJPA.L nor LCJP.L has paid dividends to shareholders.
Drawdowns
SJPA.L vs. LCJP.L - Drawdown Comparison
The maximum SJPA.L drawdown since its inception was -24.73%, smaller than the maximum LCJP.L drawdown of -26.61%. Use the drawdown chart below to compare losses from any high point for SJPA.L and LCJP.L. For additional features, visit the drawdowns tool.
Volatility
SJPA.L vs. LCJP.L - Volatility Comparison
iShares Core MSCI Japan IMI UCITS ETF (SJPA.L) and Amundi MSCI Japan UCITS ETF Acc (LCJP.L) have volatilities of 4.40% and 4.38%, 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.