SJPA.L vs. PADV.L
Compare and contrast key facts about iShares Core MSCI Japan IMI UCITS ETF (SJPA.L) and SPDR S&P Pan Asia Dividend Aristocrats UCITS (PADV.L).
SJPA.L and PADV.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. PADV.L is a passively managed fund by State Street that tracks the performance of the MSCI AC Asia Pacific NR USD. It was launched on May 14, 2013. Both SJPA.L and PADV.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 PADV.L.
Key characteristics
| SJPA.L | PADV.L | |
|---|---|---|
| YTD Return | 7.58% | 3.31% |
| 1Y Return | 12.00% | 8.92% |
| 3Y Return (Ann) | 2.98% | -0.07% |
| 5Y Return (Ann) | 4.67% | -0.76% |
| 10Y Return (Ann) | 8.04% | 4.07% |
| Sharpe Ratio | 0.79 | 0.61 |
| Sortino Ratio | 1.12 | 0.93 |
| Omega Ratio | 1.16 | 1.12 |
| Calmar Ratio | 0.98 | 0.51 |
| Martin Ratio | 2.86 | 1.94 |
| Ulcer Index | 4.21% | 4.48% |
| Daily Std Dev | 15.16% | 14.29% |
| Max Drawdown | -24.73% | -28.34% |
| Current Drawdown | -3.77% | -8.93% |
Correlation
The correlation between SJPA.L and PADV.L is 0.73, 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. PADV.L - Performance Comparison
In the year-to-date period, SJPA.L achieves a 7.58% return, which is significantly higher than PADV.L's 3.31% return. Over the past 10 years, SJPA.L has outperformed PADV.L with an annualized return of 8.04%, while PADV.L has yielded a comparatively lower 4.07% annualized 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. PADV.L - Expense Ratio Comparison
SJPA.L has a 0.15% expense ratio, which is lower than PADV.L's 0.55% expense ratio.
Risk-Adjusted Performance
SJPA.L vs. PADV.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 SPDR S&P Pan Asia Dividend Aristocrats UCITS (PADV.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. PADV.L - Dividend Comparison
SJPA.L has not paid dividends to shareholders, while PADV.L's dividend yield for the trailing twelve months is around 3.06%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SJPA.L iShares Core MSCI Japan IMI UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PADV.L SPDR S&P Pan Asia Dividend Aristocrats UCITS | 3.06% | 2.93% | 3.44% | 2.91% | 2.96% | 2.79% | 87.74% | 61.14% | 75.04% | 5.24% | 2.78% |
Drawdowns
SJPA.L vs. PADV.L - Drawdown Comparison
The maximum SJPA.L drawdown since its inception was -24.73%, smaller than the maximum PADV.L drawdown of -28.34%. Use the drawdown chart below to compare losses from any high point for SJPA.L and PADV.L. For additional features, visit the drawdowns tool.
Volatility
SJPA.L vs. PADV.L - Volatility Comparison
The current volatility for iShares Core MSCI Japan IMI UCITS ETF (SJPA.L) is 4.40%, while SPDR S&P Pan Asia Dividend Aristocrats UCITS (PADV.L) has a volatility of 5.36%. This indicates that SJPA.L experiences smaller price fluctuations and is considered to be less risky than PADV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.