SUJP.L vs. LGJP.L
SUJP.L (iShares MSCI Japan SRI UCITS ETF) and LGJP.L (L&G Japan Equity UCITS ETF) are both Japan Equities funds - SUJP.L tracks the iShares MSCI Japan SRI UCITS ETF while LGJP.L tracks the L&G Japan Equity UCITS ETF. Both are passively managed. Over the past 5 years, SUJP.L returned 4.40%/yr vs 9.51%/yr for LGJP.L. Their correlation of 0.93 suggests significant overlap in exposure. SUJP.L charges 0.20%/yr vs 0.10%/yr for LGJP.L.
Performance
SUJP.L vs. LGJP.L - Performance Comparison
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Returns By Period
In the year-to-date period, SUJP.L achieves a 7.69% return, which is significantly lower than LGJP.L's 15.08% return.
SUJP.L
- 1D
- 0.56%
- 1M
- 3.94%
- 6M
- 3.58%
- YTD
- 7.69%
- 1Y
- 20.59%
- 3Y*
- 10.73%
- 5Y*
- 4.40%
- 10Y*
- —
LGJP.L
- 1D
- -0.68%
- 1M
- -0.39%
- 6M
- 9.30%
- YTD
- 15.08%
- 1Y
- 33.92%
- 3Y*
- 17.92%
- 5Y*
- 9.51%
- 10Y*
- —
SUJP.L vs. LGJP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SUJP.L iShares MSCI Japan SRI UCITS ETF | 7.69% | 19.03% | 2.95% | 13.59% | -18.40% | 0.65% | 17.90% | 22.23% | -7.85% |
LGJP.L L&G Japan Equity UCITS ETF | 15.08% | 25.67% | 8.35% | 20.25% | -16.76% | 1.05% | 16.58% | 18.59% | -7.06% |
Correlation
The correlation between SUJP.L and LGJP.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 Nov 9, 2018 | 0.93 |
The correlation between SUJP.L and LGJP.L has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.
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Return for Risk
SUJP.L vs. LGJP.L — Risk / Return Rank
SUJP.L
LGJP.L
SUJP.L vs. LGJP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan SRI UCITS ETF (SUJP.L) and L&G Japan Equity UCITS ETF (LGJP.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 | LGJP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.29 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 2.53 | -0.94 |
| Martin ratioReturn relative to average drawdown | 4.56 | 8.18 | -3.62 |
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Drawdowns
SUJP.L vs. LGJP.L - Drawdown Comparison
The maximum SUJP.L drawdown since its inception was -34.36%, which is greater than LGJP.L's maximum drawdown of -32.19%. Use the drawdown chart below to compare losses from any high point for SUJP.L and LGJP.L.
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Drawdown Indicators
| SUJP.L | LGJP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.36% | -32.19% | -2.17% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -13.20% | +0.50% |
Max Drawdown (3Y)Largest decline over 3 years | -14.85% | -14.30% | -0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -34.36% | -32.19% | -2.17% |
Current DrawdownCurrent decline from peak | -1.32% | -3.27% | +1.95% |
Average DrawdownAverage peak-to-trough decline | -10.13% | -7.57% | -2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.43% | 4.08% | +0.35% |
Volatility
SUJP.L vs. LGJP.L - Volatility Comparison
The current volatility for iShares MSCI Japan SRI UCITS ETF (SUJP.L) is 5.25%, while L&G Japan Equity UCITS ETF (LGJP.L) has a volatility of 6.42%. This indicates that SUJP.L experiences smaller price fluctuations and is considered to be less risky than LGJP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUJP.L | LGJP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.25% | 6.42% | -1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 16.66% | 17.61% | -0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.41% | 21.09% | -0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.96% | 18.15% | -0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 18.30% | -0.76% |
SUJP.L vs. LGJP.L - Expense Ratio Comparison
SUJP.L has a 0.20% expense ratio, which is higher than LGJP.L's 0.10% 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. LGJP.L - Dividend Comparison
Neither SUJP.L nor LGJP.L has paid dividends to shareholders.
Frequently Asked Questions
SUJP.L and LGJP.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, LGJP.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LGJP.L is cheaper with a 0.10% expense ratio, compared with 0.20% for SUJP.L.
SUJP.L tracks iShares MSCI Japan SRI UCITS ETF, while LGJP.L tracks L&G Japan Equity UCITS ETF. They also come from different issuers: iShares and L&G. Their fees differ too: 0.20% for SUJP.L and 0.10% for LGJP.L.
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