SUJP.L vs. VJPU.L
SUJP.L (iShares MSCI Japan SRI UCITS ETF) and VJPU.L (Vanguard FTSE Japan UCITS ETF USD Hedged Acc) are both Japan Equities funds - SUJP.L tracks the iShares MSCI Japan SRI UCITS ETF while VJPU.L tracks the FTSE Japan (USD Hedged). Both are passively managed. Over the past 5 years, SUJP.L returned 4.40%/yr vs 22.28%/yr for VJPU.L. A 0.78 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
SUJP.L vs. VJPU.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 VJPU.L's 21.68% 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*
- —
VJPU.L
- 1D
- -1.00%
- 1M
- 1.01%
- 6M
- 14.24%
- YTD
- 21.68%
- 1Y
- 52.01%
- 3Y*
- 29.40%
- 5Y*
- 22.28%
- 10Y*
- —
SUJP.L vs. VJPU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SUJP.L iShares MSCI Japan SRI UCITS ETF | 7.69% | 19.03% | 2.95% | 13.59% | -18.40% | 0.65% | 18.48% |
VJPU.L Vanguard FTSE Japan UCITS ETF USD Hedged Acc | 21.68% | 31.51% | 23.81% | 35.67% | -2.33% | 12.22% | 11.64% |
Correlation
The correlation between SUJP.L and VJPU.L is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2020 | 0.78 |
The correlation between SUJP.L and VJPU.L has been stable across timeframes, ranging from 0.75 to 0.78 - a consistent structural relationship.
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Return for Risk
SUJP.L vs. VJPU.L — Risk / Return Rank
SUJP.L
VJPU.L
SUJP.L vs. VJPU.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 Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.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 | VJPU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.61 | ||
| Sortino ratioReturn per unit of downside risk | -2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.46 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 5.41 | -3.82 |
| Martin ratioReturn relative to average drawdown | 4.56 | 18.53 | -13.97 |
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Drawdowns
SUJP.L vs. VJPU.L - Drawdown Comparison
The maximum SUJP.L drawdown since its inception was -34.36%, which is greater than VJPU.L's maximum drawdown of -27.53%. Use the drawdown chart below to compare losses from any high point for SUJP.L and VJPU.L.
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Drawdown Indicators
| SUJP.L | VJPU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.36% | -27.53% | -6.83% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -9.57% | -3.13% |
Max Drawdown (3Y)Largest decline over 3 years | -14.85% | -21.44% | +6.59% |
Max Drawdown (5Y)Largest decline over 5 years | -34.36% | -21.44% | -12.92% |
Current DrawdownCurrent decline from peak | -1.32% | -2.71% | +1.39% |
Average DrawdownAverage peak-to-trough decline | -10.13% | -4.11% | -6.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.43% | 2.80% | +1.63% |
Volatility
SUJP.L vs. VJPU.L - Volatility Comparison
The current volatility for iShares MSCI Japan SRI UCITS ETF (SUJP.L) is 5.25%, while Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L) has a volatility of 6.34%. This indicates that SUJP.L experiences smaller price fluctuations and is considered to be less risky than VJPU.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 | VJPU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.25% | 6.34% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 16.66% | 15.82% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.41% | 19.88% | +0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.96% | 18.51% | -0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 19.59% | -2.05% |
SUJP.L vs. VJPU.L - Expense Ratio Comparison
Both SUJP.L and VJPU.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SUJP.L vs. VJPU.L - Dividend Comparison
Neither SUJP.L nor VJPU.L has paid dividends to shareholders.
Frequently Asked Questions
SUJP.L and VJPU.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SUJP.L and VJPU.L have the same expense ratio: 0.20% per year.
SUJP.L tracks iShares MSCI Japan SRI UCITS ETF, while VJPU.L tracks FTSE Japan (USD Hedged). They also come from different issuers: iShares and Vanguard.
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