SUJP.L vs. IDJP.L
SUJP.L (iShares MSCI Japan SRI UCITS ETF USD (Acc)) and IDJP.L (iShares MSCI Japan Small Cap UCITS ETF USD (Dist)) are both Japan Equities funds from iShares - SUJP.L tracks the MSCI Japan SRI Select Reduced Fossil Fuel Index (USD) while IDJP.L tracks the MSCI Japan Small Cap Index (Net). Both are passively managed. Over the past 5 years, SUJP.L returned 4.16%/yr vs 7.23%/yr for IDJP.L. Their correlation of 0.83 suggests significant overlap in exposure. SUJP.L charges 0.20%/yr vs 0.58%/yr for IDJP.L.
Performance
SUJP.L vs. IDJP.L - Performance Comparison
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Returns By Period
In the year-to-date period, SUJP.L achieves a 6.49% return, which is significantly lower than IDJP.L's 12.62% 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*
- —
IDJP.L
- 1D
- -2.38%
- 1M
- -2.94%
- 6M
- 8.01%
- YTD
- 12.62%
- 1Y
- 26.24%
- 3Y*
- 15.94%
- 5Y*
- 7.23%
- 10Y*
- 7.71%
SUJP.L vs. IDJP.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% |
IDJP.L iShares MSCI Japan Small Cap UCITS ETF USD (Dist) | 12.62% | 29.69% | 3.33% | 13.53% | -12.68% | -3.28% | 8.14% | 17.67% | -16.75% | 23.90% |
Correlation
The correlation between SUJP.L and IDJP.L is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2017 | 0.83 |
The correlation between SUJP.L and IDJP.L shifts across timeframes, from 0.69 (1 year) to 0.85 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SUJP.L vs. IDJP.L — Risk / Return Rank
SUJP.L
IDJP.L
SUJP.L vs. IDJP.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 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.
| SUJP.L | IDJP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| 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 | 2.09 | -0.73 |
| Martin ratioReturn relative to average drawdown | 3.91 | 6.67 | -2.76 |
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Drawdowns
SUJP.L vs. IDJP.L - Drawdown Comparison
The maximum SUJP.L drawdown since its inception was -34.36%, smaller than the maximum IDJP.L drawdown of -39.64%. Use the drawdown chart below to compare losses from any high point for SUJP.L and IDJP.L.
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Drawdown Indicators
| SUJP.L | IDJP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.36% | -39.64% | +5.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -12.50% | -0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -14.85% | -12.50% | -2.35% |
Max Drawdown (5Y)Largest decline over 5 years | -34.36% | -32.90% | -1.46% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.78% | — |
Current DrawdownCurrent decline from peak | -2.42% | -4.95% | +2.53% |
Average DrawdownAverage peak-to-trough decline | -10.13% | -10.76% | +0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.43% | 3.93% | +0.50% |
Volatility
SUJP.L vs. IDJP.L - Volatility Comparison
iShares MSCI Japan SRI UCITS ETF USD (Acc) (SUJP.L) and iShares MSCI Japan Small Cap UCITS ETF USD (Dist) (IDJP.L) have volatilities of 5.44% and 5.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUJP.L | IDJP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 5.64% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 16.72% | 15.91% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.47% | 18.26% | +2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.96% | 16.36% | +1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 16.66% | +0.88% |
SUJP.L vs. IDJP.L - Expense Ratio Comparison
SUJP.L has a 0.20% expense ratio, which is lower than IDJP.L's 0.58% expense ratio.
Dividends
SUJP.L vs. IDJP.L - Dividend Comparison
SUJP.L has not paid dividends to shareholders, while IDJP.L's dividend yield for the trailing twelve months is around 1.00%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SUJP.L iShares MSCI Japan SRI UCITS ETF USD (Acc) | 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
SUJP.L and IDJP.L have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SUJP.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SUJP.L is cheaper with a 0.20% expense ratio, compared with 0.58% for IDJP.L.
SUJP.L tracks MSCI Japan SRI Select Reduced Fossil Fuel Index (USD), while IDJP.L tracks MSCI Japan Small Cap Index (Net). Their fees differ too: 0.20% for SUJP.L and 0.58% for IDJP.L.
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