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SPX4.L vs. IDJP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPX4.L vs. IDJP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR S&P 400 US Mid Cap UCITS ETF (SPX4.L) and iShares MSCI Japan Small Cap UCITS ETF USD (Dist) (IDJP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPX4.L is traded in GBP, while IDJP.L is traded in USD. To make them comparable, the IDJP.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPX4.L achieves a 14.27% return, which is significantly higher than IDJP.L's 12.78% return. Both investments have delivered pretty close results over the past 10 years, with SPX4.L having a 7.27% annualized return and IDJP.L not far ahead at 7.42%.


SPX4.L

1D
0.00%
1M
-1.08%
6M
7.82%
YTD
14.27%
1Y
20.65%
3Y*
11.74%
5Y*
2.49%
10Y*
7.27%

IDJP.L

1D
-2.22%
1M
-4.14%
6M
7.39%
YTD
12.78%
1Y
25.89%
3Y*
14.74%
5Y*
7.72%
10Y*
7.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPX4.L vs. IDJP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPX4.L
SPDR S&P 400 US Mid Cap UCITS ETF
14.27%0.12%14.37%10.71%-28.36%24.10%12.97%25.47%-11.60%15.60%
IDJP.L
iShares MSCI Japan Small Cap UCITS ETF USD (Dist)
12.78%20.45%5.13%7.85%-2.29%-2.37%4.96%13.19%-11.81%20.31%

Correlation

The correlation between SPX4.L and IDJP.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2012

0.32

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Return for Risk

SPX4.L vs. IDJP.L — Risk / Return Rank

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

SPX4.L
SPX4.L Risk / Return Rank: 6464
Overall Rank
SPX4.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SPX4.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
SPX4.L Omega Ratio Rank: 5656
Omega Ratio Rank
SPX4.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
SPX4.L Martin Ratio Rank: 7272
Martin Ratio Rank

IDJP.L
IDJP.L Risk / Return Rank: 5555
Overall Rank
IDJP.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IDJP.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
IDJP.L Omega Ratio Rank: 5555
Omega Ratio Rank
IDJP.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
IDJP.L Martin Ratio Rank: 5353
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.

SPX4.L vs. IDJP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 400 US Mid Cap UCITS ETF (SPX4.L) and iShares MSCI Japan Small Cap UCITS ETF USD (Dist) (IDJP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPX4.LIDJP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.27

1.27

0.00

Calmar ratioReturn relative to maximum drawdown

3.13

2.22

+0.91

Martin ratioReturn relative to average drawdown

9.93

7.18

+2.75

SPX4.L vs. IDJP.L - Sharpe Ratio Comparison

The current SPX4.L Sharpe Ratio is 1.53, which is comparable to the IDJP.L Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of SPX4.L and IDJP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SPX4.L vs. IDJP.L - Drawdown Comparison

The maximum SPX4.L drawdown since its inception was -42.03%, which is greater than IDJP.L's maximum drawdown of -31.52%. Use the drawdown chart below to compare losses from any high point for SPX4.L and IDJP.L.


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Drawdown Indicators


SPX4.LIDJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.03%

-31.52%

-10.51%

Max Drawdown (1Y)

Largest decline over 1 year

-6.63%

-11.59%

+4.96%

Max Drawdown (3Y)

Largest decline over 3 years

-26.24%

-11.59%

-14.65%

Max Drawdown (5Y)

Largest decline over 5 years

-37.77%

-21.29%

-16.48%

Max Drawdown (10Y)

Largest decline over 10 years

-42.03%

-30.85%

-11.18%

Current Drawdown

Current decline from peak

-2.75%

-5.69%

+2.94%

Average Drawdown

Average peak-to-trough decline

-8.82%

-6.72%

-2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

3.60%

-1.51%

Volatility

SPX4.L vs. IDJP.L - Volatility Comparison

The current volatility for SPDR S&P 400 US Mid Cap UCITS ETF (SPX4.L) is 4.48%, while iShares MSCI Japan Small Cap UCITS ETF USD (Dist) (IDJP.L) has a volatility of 5.53%. This indicates that SPX4.L experiences smaller price fluctuations and is considered to be less risky than IDJP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPX4.LIDJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

5.53%

-1.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.36%

15.50%

-5.14%

Volatility (1Y)

Calculated over the trailing 1-year period

13.75%

17.53%

-3.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.63%

15.17%

+5.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.35%

16.47%

+4.88%

SPX4.L vs. IDJP.L - Expense Ratio Comparison

SPX4.L has a 0.30% expense ratio, which is lower than IDJP.L's 0.58% expense ratio.


Dividends

SPX4.L vs. IDJP.L - Dividend Comparison

SPX4.L has not paid dividends to shareholders, while IDJP.L's dividend yield for the trailing twelve months is around 1.00%.


PositionTTM20252024202320222021202020192018201720162015
IDJP.L
iShares MSCI Japan Small Cap UCITS ETF USD (Dist)
1.00%1.77%1.77%1.77%2.08%1.55%1.48%1.47%1.45%1.21%1.20%0.72%
SPX4.L
SPDR S&P 400 US Mid Cap UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPX4.L and IDJP.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPX4.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPX4.L is cheaper with a 0.30% expense ratio, compared with 0.58% for IDJP.L.

SPX4.L is categorized as Mid Cap Blend Equities, while IDJP.L is Japan Equities. SPX4.L tracks Russell Mid Cap TR USD, while IDJP.L tracks MSCI Japan Small Cap Index (Net). They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for SPX4.L and 0.58% for IDJP.L.

Portfolio Optimizer

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