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SPXJ.L vs. INAA.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPXJ.L vs. INAA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Pacific ex-Japan UCITS ETF (Dist) (SPXJ.L) and iShares MSCI North America UCITS ETF (INAA.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPXJ.L is traded in GBp, while INAA.AS is traded in EUR. To make them comparable, the INAA.AS values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPXJ.L achieves a 8.56% return, which is significantly lower than INAA.AS's 10.42% return. Over the past 10 years, SPXJ.L has underperformed INAA.AS with an annualized return of 8.40%, while INAA.AS has yielded a comparatively higher 15.35% annualized return.


SPXJ.L

1D
-0.92%
1M
0.58%
YTD
8.56%
6M
9.23%
1Y
16.64%
3Y*
10.06%
5Y*
5.56%
10Y*
8.40%

INAA.AS

1D
0.06%
1M
5.40%
YTD
10.42%
6M
9.99%
1Y
28.29%
3Y*
18.74%
5Y*
14.03%
10Y*
15.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXJ.L vs. INAA.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPXJ.L
iShares MSCI Pacific ex-Japan UCITS ETF (Dist)
8.56%11.54%7.16%-1.01%4.28%5.67%1.82%15.19%-5.97%13.88%
INAA.AS
iShares MSCI North America UCITS ETF
10.42%9.57%26.91%18.53%-10.45%29.37%15.40%24.82%-0.64%10.53%

Correlation

The correlation between SPXJ.L and INAA.AS is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.46

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

0.47

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

0.54

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2009

0.57

The correlation between SPXJ.L and INAA.AS shifts across timeframes, from 0.46 (3 years) to 0.57 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPXJ.L vs. INAA.AS — Risk / Return Rank

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

SPXJ.L
SPXJ.L Risk / Return Rank: 4545
Overall Rank
SPXJ.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SPXJ.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
SPXJ.L Omega Ratio Rank: 4343
Omega Ratio Rank
SPXJ.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
SPXJ.L Martin Ratio Rank: 4343
Martin Ratio Rank

INAA.AS
INAA.AS Risk / Return Rank: 6767
Overall Rank
INAA.AS Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
INAA.AS Sortino Ratio Rank: 6565
Sortino Ratio Rank
INAA.AS Omega Ratio Rank: 7070
Omega Ratio Rank
INAA.AS Calmar Ratio Rank: 6969
Calmar Ratio Rank
INAA.AS Martin Ratio Rank: 6767
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.

SPXJ.L vs. INAA.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Pacific ex-Japan UCITS ETF (Dist) (SPXJ.L) and iShares MSCI North America UCITS ETF (INAA.AS). 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.


SPXJ.LINAA.ASDifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

1.27

1.47

-0.20

Calmar ratioReturn relative to maximum drawdown

2.30

3.88

-1.58

Martin ratioReturn relative to average drawdown

6.86

13.94

-7.08

SPXJ.L vs. INAA.AS - Sharpe Ratio Comparison

The current SPXJ.L Sharpe Ratio is 1.52, which is lower than the INAA.AS Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of SPXJ.L and INAA.AS, 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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Sharpe Ratios by Period


SPXJ.LINAA.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

2.57

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.93

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.94

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.68

-0.13

Drawdowns

SPXJ.L vs. INAA.AS - Drawdown Comparison

The maximum SPXJ.L drawdown since its inception was -32.61%, smaller than the maximum INAA.AS drawdown of -35.79%. Use the drawdown chart below to compare losses from any high point for SPXJ.L and INAA.AS.


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Drawdown Indicators


SPXJ.LINAA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-32.61%

-35.79%

+3.18%

Max Drawdown (1Y)

Largest decline over 1 year

-7.39%

-7.19%

-0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-17.62%

-22.11%

+4.49%

Max Drawdown (5Y)

Largest decline over 5 years

-17.62%

-22.11%

+4.49%

Max Drawdown (10Y)

Largest decline over 10 years

-32.61%

-27.09%

-5.52%

Current Drawdown

Current decline from peak

-3.28%

-0.20%

-3.08%

Average Drawdown

Average peak-to-trough decline

-6.57%

-4.95%

-1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

2.01%

+0.44%

Volatility

SPXJ.L vs. INAA.AS - Volatility Comparison

iShares MSCI Pacific ex-Japan UCITS ETF (Dist) (SPXJ.L) has a higher volatility of 3.81% compared to iShares MSCI North America UCITS ETF (INAA.AS) at 3.03%. This indicates that SPXJ.L's price experiences larger fluctuations and is considered to be riskier than INAA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPXJ.LINAA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

3.03%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

8.59%

7.30%

+1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

11.19%

10.86%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.93%

14.87%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

16.07%

+1.33%

SPXJ.L vs. INAA.AS - Expense Ratio Comparison

SPXJ.L has a 0.60% expense ratio, which is higher than INAA.AS's 0.40% expense ratio.


Dividends

SPXJ.L vs. INAA.AS - Dividend Comparison

SPXJ.L's dividend yield for the trailing twelve months is around 2.80%, more than INAA.AS's 0.52% yield.


PositionTTM20252024202320222021202020192018201720162015
INAA.AS
iShares MSCI North America UCITS ETF
0.52%0.59%0.69%0.92%1.08%0.62%0.94%1.10%1.21%1.18%1.25%1.39%
SPXJ.L
iShares MSCI Pacific ex-Japan UCITS ETF (Dist)
2.80%2.93%3.42%3.60%3.75%2.84%2.63%3.63%3.71%3.36%3.20%3.30%

Frequently Asked Questions


SPXJ.L and INAA.AS have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, INAA.AS is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

INAA.AS is cheaper with a 0.40% expense ratio, compared with 0.60% for SPXJ.L.

SPXJ.L is categorized as Asia Pacific Equities, while INAA.AS is Large Cap Blend Equities. SPXJ.L tracks MSCI Pacific Ex Japan NR USD, while INAA.AS tracks Russell 1000 TR USD. Their fees differ too: 0.60% for SPXJ.L and 0.40% for INAA.AS.

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