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SUJA.L vs. EEJG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SUJA.L vs. EEJG.L

Last updated Jun 5, 2026

SUJA.L (iShares MSCI Japan SRI UCITS ETF USD (Acc)) and EEJG.L (iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist)) are both Japan Equities funds from iShares tracking the TOPIX TR JPY. Both are passively managed. Over the past 5 years, SUJA.L returned 4.37%/yr vs 9.31%/yr for EEJG.L. Their correlation of 0.93 suggests significant overlap in exposure. SUJA.L charges 0.20%/yr vs 0.15%/yr for EEJG.L.

Performance

SUJA.L vs. EEJG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Japan SRI UCITS ETF USD (Acc) (SUJA.L) and iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist) (EEJG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SUJA.L is traded in GBp, while EEJG.L is traded in GBP. To make them comparable, the EEJG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SUJA.L achieves a 3.53% return, which is significantly lower than EEJG.L's 15.84% return.

SUJA.L

1D
-0.04%
1M
4.35%
YTD
3.53%
6M
3.22%
1Y
14.21%
3Y*
6.15%
5Y*
4.37%
10Y*
—

EEJG.L

1D
-0.30%
1M
5.45%
YTD
15.84%
6M
15.60%
1Y
34.38%
3Y*
14.25%
5Y*
9.31%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUJA.L vs. EEJG.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
SUJA.L
iShares MSCI Japan SRI UCITS ETF USD (Acc)		3.53%11.08%4.65%7.41%-8.78%2.14%17.44%
EEJG.L
iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist)		15.84%17.60%6.43%13.48%-8.04%1.83%19.79%

Correlation

The correlation between SUJA.L and EEJG.L is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.86

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

0.92

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

0.93

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2020

0.93

The correlation between SUJA.L and EEJG.L has been stable across timeframes, ranging from 0.86 to 0.93 - a consistent structural relationship.

SUJA.L vs. EEJG.L - Sectors Allocation Comparison

Sectors
SUJA.L
EEJG.L

Industrials

21.6%
22.9%

Technology

19.5%
22.2%

Financial Services

18.0%
21.1%

Consumer Cyclical

13.5%
10.4%

Communication Services

12.2%
8.4%

Healthcare

7.6%
8.5%

Real Estate

3.0%
4.0%

Consumer Defensive

2.7%
0.8%

Basic Materials

1.9%
1.4%

Energy

-

0.1%

Utilities

-

0.1%

Industrials

SUJA.L
21.6%
EEJG.L
22.9%

Technology

SUJA.L
19.5%
EEJG.L
22.2%

Financial Services

SUJA.L
18.0%
EEJG.L
21.1%

Consumer Cyclical

SUJA.L
13.5%
EEJG.L
10.4%

Communication Services

SUJA.L
12.2%
EEJG.L
8.4%

Healthcare

SUJA.L
7.6%
EEJG.L
8.5%

Real Estate

SUJA.L
3.0%
EEJG.L
4.0%

Consumer Defensive

SUJA.L
2.7%
EEJG.L
0.8%

Basic Materials

SUJA.L
1.9%
EEJG.L
1.4%

Energy

SUJA.L

-

EEJG.L
0.1%

Utilities

SUJA.L

-

EEJG.L
0.1%

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iShares MSCI Japan SRI UCITS ETF USD (Acc)

iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist)

Often compared with SUJA.L:
SUJA.L vs. CSJP.LSUJA.L vs. IJPH.LSUJA.L vs. JPSR.LSUJA.L vs. PRIJ.LSUJA.L vs. FJPS.LSUJA.L vs. XDJP.LSUJA.L vs. IJPN.L
Often compared with EEJG.L:
EEJG.L vs. VJPN.LEEJG.L vs. PRIJ.LEEJG.L vs. VUAG.LEEJG.L vs. VUAA.LEEJG.L vs. VJPB.LEEJG.L vs. PAJS.LEEJG.L vs. DXJP.L

Return for Risk

SUJA.L vs. EEJG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SUJA.L
SUJA.L Risk / Return Rank: 2424
Overall Rank
SUJA.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SUJA.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
SUJA.L Omega Ratio Rank: 2222
Omega Ratio Rank
SUJA.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
SUJA.L Martin Ratio Rank: 2626
Martin Ratio Rank
EEJG.L
EEJG.L Risk / Return Rank: 5757
Overall Rank
EEJG.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
EEJG.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
EEJG.L Omega Ratio Rank: 5858
Omega Ratio Rank
EEJG.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
EEJG.L Martin Ratio Rank: 5757
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.

SUJA.L vs. EEJG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan SRI UCITS ETF USD (Acc) (SUJA.L) and iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist) (EEJG.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.

SUJA.LEEJG.LDifference
Sharpe ratioReturn per unit of total volatility
0.73
1.82

-1.09

Sortino ratioReturn per unit of downside risk
1.16
2.62

-1.46

Omega ratioGain probability vs. loss probability

1.14

1.35

-0.21

Calmar ratioReturn relative to maximum drawdown

1.24

3.01

-1.76

Martin ratioReturn relative to average drawdown

3.53

9.84

-6.31

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SUJA.L vs. EEJG.L - Sharpe Ratio Comparison

The current SUJA.L Sharpe Ratio is 0.73, which is lower than the EEJG.L Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of SUJA.L and EEJG.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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Sharpe Ratios by Period

SUJA.LEEJG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.82

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.58

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.66

-0.34

Drawdowns

SUJA.L vs. EEJG.L - Drawdown Comparison

The maximum SUJA.L drawdown since its inception was -23.81%, which is greater than EEJG.L's maximum drawdown of -19.37%. Use the drawdown chart below to compare losses from any high point for SUJA.L and EEJG.L.

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Drawdown Indicators

SUJA.LEEJG.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.81%

-19.37%

-4.44%

Max Drawdown (1Y)

Largest decline over 1 year

-10.57%

-11.39%

+0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-12.83%

-13.99%

+1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-20.93%

-19.37%

-1.56%

Current Drawdown

Current decline from peak

-1.80%

-0.30%

-1.50%

Average Drawdown

Average peak-to-trough decline

-7.00%

-5.78%

-1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.73%

3.48%

+0.25%

Volatility

SUJA.L vs. EEJG.L - Volatility Comparison

iShares MSCI Japan SRI UCITS ETF USD (Acc) (SUJA.L) has a higher volatility of 4.72% compared to iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist) (EEJG.L) at 4.29%. This indicates that SUJA.L's price experiences larger fluctuations and is considered to be riskier than EEJG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SUJA.LEEJG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

4.29%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

14.49%

15.23%

-0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

18.02%

18.80%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.59%

15.92%

-0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.03%

15.99%

+1.04%

SUJA.L vs. EEJG.L - Expense Ratio Comparison

SUJA.L has a 0.20% expense ratio, which is higher than EEJG.L's 0.15% 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%.

Dividends

SUJA.L vs. EEJG.L - Dividend Comparison

SUJA.L has not paid dividends to shareholders, while EEJG.L's dividend yield for the trailing twelve months is around 1.36%.

PositionTTM202520242023202220212020
EEJG.L
iShares MSCI Japan ESG Enhanced UCITS ETF USD (Dist)		1.36%1.57%1.81%1.74%2.10%1.69%1.64%
SUJA.L
iShares MSCI Japan SRI UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

SUJA.L and EEJG.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EEJG.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EEJG.L is cheaper with a 0.15% expense ratio, compared with 0.20% for SUJA.L.

Both ETFs track TOPIX TR JPY. Their fees differ too: 0.20% for SUJA.L and 0.15% for EEJG.L.

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