SUJP.L vs. CJPU.L
SUJP.L (iShares MSCI Japan SRI UCITS ETF USD (Acc)) and CJPU.L (iShares MSCI Japan UCITS ETF USD (Acc)) are both Japan Equities funds from iShares - SUJP.L tracks the MSCI Japan SRI Select Reduced Fossil Fuel Index (USD) while CJPU.L tracks the MSCI Japan Index (Net). Both are passively managed. Over the past 5 years, SUJP.L returned 4.16%/yr vs 8.69%/yr for CJPU.L. Their correlation of 0.93 suggests significant overlap in exposure. SUJP.L charges 0.20%/yr vs 0.12%/yr for CJPU.L.
Performance
SUJP.L vs. CJPU.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SUJP.L achieves a 6.49% return, which is significantly lower than CJPU.L's 12.44% return.
SUJP.L
- 1D
- -1.34%
- 1M
- 1.49%
- 6M
- 2.90%
- YTD
- 6.49%
- 1Y
- 17.35%
- 3Y*
- 9.87%
- 5Y*
- 4.16%
- 10Y*
- —
CJPU.L
- 1D
- -2.51%
- 1M
- -5.70%
- 6M
- 6.20%
- YTD
- 12.44%
- 1Y
- 30.44%
- 3Y*
- 16.15%
- 5Y*
- 8.69%
- 10Y*
- 8.85%
SUJP.L vs. CJPU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUJP.L iShares MSCI Japan SRI UCITS ETF USD (Acc) | 6.49% | 19.03% | 2.95% | 13.59% | -18.40% | 0.65% | 17.90% | 22.23% | -13.97% | 18.11% |
CJPU.L iShares MSCI Japan UCITS ETF USD (Acc) | 12.44% | 26.13% | 7.33% | 20.25% | -17.32% | 0.50% | 16.08% | 17.64% | -13.50% | 18.39% |
Correlation
The correlation between SUJP.L and CJPU.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 | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2017 | 0.93 |
The correlation between SUJP.L and CJPU.L has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SUJP.L vs. CJPU.L — Risk / Return Rank
SUJP.L
CJPU.L
SUJP.L vs. CJPU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan SRI UCITS ETF USD (Acc) (SUJP.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CJPU.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.
| SUJP.L | CJPU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.26 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 2.37 | -1.01 |
| Martin ratioReturn relative to average drawdown | 3.91 | 7.70 | -3.80 |
Loading charts...
Drawdowns
SUJP.L vs. CJPU.L - Drawdown Comparison
The maximum SUJP.L drawdown since its inception was -34.36%, which is greater than CJPU.L's maximum drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for SUJP.L and CJPU.L.
Loading charts...
Drawdown Indicators
| SUJP.L | CJPU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.36% | -32.64% | -1.72% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -12.79% | +0.09% |
Max Drawdown (3Y)Largest decline over 3 years | -14.85% | -14.74% | -0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -34.36% | -32.64% | -1.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.64% | — |
Current DrawdownCurrent decline from peak | -2.42% | -7.07% | +4.65% |
Average DrawdownAverage peak-to-trough decline | -10.13% | -5.86% | -4.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.43% | 3.94% | +0.49% |
Volatility
SUJP.L vs. CJPU.L - Volatility Comparison
The current volatility for iShares MSCI Japan SRI UCITS ETF USD (Acc) (SUJP.L) is 5.44%, while iShares MSCI Japan UCITS ETF USD (Acc) (CJPU.L) has a volatility of 7.14%. This indicates that SUJP.L experiences smaller price fluctuations and is considered to be less risky than CJPU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SUJP.L | CJPU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 7.14% | -1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 16.72% | 18.29% | -1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.47% | 21.85% | -1.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.96% | 18.44% | -0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 17.12% | +0.42% |
SUJP.L vs. CJPU.L - Expense Ratio Comparison
SUJP.L has a 0.20% expense ratio, which is higher than CJPU.L's 0.12% 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
SUJP.L vs. CJPU.L - Dividend Comparison
Neither SUJP.L nor CJPU.L has paid dividends to shareholders.
Frequently Asked Questions
SUJP.L and CJPU.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, CJPU.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CJPU.L is cheaper with a 0.12% expense ratio, compared with 0.20% for SUJP.L.
SUJP.L tracks MSCI Japan SRI Select Reduced Fossil Fuel Index (USD), while CJPU.L tracks MSCI Japan Index (Net). Their fees differ too: 0.20% for SUJP.L and 0.12% for CJPU.L.
Find the right allocation for SUJP.L and CJPU.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer