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SJPA.L vs. VJPA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SJPA.L vs. VJPA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core MSCI Japan IMI UCITS ETF (SJPA.L) and Vanguard FTSE Japan UCITS ETF USD Acc (VJPA.L). The values are adjusted to include any dividend payments, if applicable.

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SJPA.L vs. VJPA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SJPA.L
iShares Core MSCI Japan IMI UCITS ETF
9.33%18.19%8.36%12.76%-6.21%1.62%11.03%-2.03%
VJPA.L
Vanguard FTSE Japan UCITS ETF USD Acc
9.92%17.76%8.59%14.04%-6.23%1.31%12.67%-2.84%
Different Trading Currencies

SJPA.L is traded in GBp, while VJPA.L is traded in USD. To make them comparable, the VJPA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SJPA.L achieves a 9.33% return, which is significantly lower than VJPA.L's 9.92% return.


SJPA.L

1D
4.55%
1M
-2.67%
YTD
9.33%
6M
14.11%
1Y
30.33%
3Y*
14.87%
5Y*
8.33%
10Y*
9.93%

VJPA.L

1D
5.29%
1M
-1.94%
YTD
9.92%
6M
14.90%
1Y
31.23%
3Y*
14.98%
5Y*
8.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SJPA.L vs. VJPA.L - Expense Ratio Comparison

Both SJPA.L and VJPA.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

SJPA.L vs. VJPA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SJPA.L
SJPA.L Risk / Return Rank: 8383
Overall Rank
SJPA.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SJPA.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
SJPA.L Omega Ratio Rank: 8080
Omega Ratio Rank
SJPA.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
SJPA.L Martin Ratio Rank: 8686
Martin Ratio Rank

VJPA.L
VJPA.L Risk / Return Rank: 8484
Overall Rank
VJPA.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
VJPA.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
VJPA.L Omega Ratio Rank: 8181
Omega Ratio Rank
VJPA.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
VJPA.L Martin Ratio Rank: 8585
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.

SJPA.L vs. VJPA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Japan IMI UCITS ETF (SJPA.L) and Vanguard FTSE Japan UCITS ETF USD Acc (VJPA.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.


SJPA.LVJPA.LDifference

Sharpe ratio

Return per unit of total volatility

1.62

1.61

+0.01

Sortino ratio

Return per unit of downside risk

2.26

2.29

-0.03

Omega ratio

Gain probability vs. loss probability

1.32

1.31

+0.01

Calmar ratio

Return relative to maximum drawdown

2.92

3.07

-0.14

Martin ratio

Return relative to average drawdown

10.85

11.35

-0.50

SJPA.L vs. VJPA.L - Sharpe Ratio Comparison

The current SJPA.L Sharpe Ratio is 1.62, which is comparable to the VJPA.L Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of SJPA.L and VJPA.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


SJPA.LVJPA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.61

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.53

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.47

+0.09

Correlation

The correlation between SJPA.L and VJPA.L is 0.93, 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

SJPA.L vs. VJPA.L - Dividend Comparison

Neither SJPA.L nor VJPA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SJPA.L vs. VJPA.L - Drawdown Comparison

The maximum SJPA.L drawdown since its inception was -24.73%, roughly equal to the maximum VJPA.L drawdown of -24.86%. Use the drawdown chart below to compare losses from any high point for SJPA.L and VJPA.L.


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Drawdown Indicators


SJPA.LVJPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.73%

-32.06%

+7.33%

Max Drawdown (1Y)

Largest decline over 1 year

-10.71%

-12.33%

+1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-18.93%

-32.06%

+13.13%

Max Drawdown (10Y)

Largest decline over 10 years

-24.73%

Current Drawdown

Current decline from peak

-5.19%

-6.63%

+1.44%

Average Drawdown

Average peak-to-trough decline

-6.72%

-8.53%

+1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

3.36%

-0.48%

Volatility

SJPA.L vs. VJPA.L - Volatility Comparison

The current volatility for iShares Core MSCI Japan IMI UCITS ETF (SJPA.L) is 8.57%, while Vanguard FTSE Japan UCITS ETF USD Acc (VJPA.L) has a volatility of 9.47%. This indicates that SJPA.L experiences smaller price fluctuations and is considered to be less risky than VJPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SJPA.LVJPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.57%

9.47%

-0.90%

Volatility (6M)

Calculated over the trailing 6-month period

14.11%

14.85%

-0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

18.61%

19.27%

-0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.24%

16.09%

-0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

17.55%

-1.87%