SUJP.L vs. XDJP.L
SUJP.L (iShares MSCI Japan SRI UCITS ETF) and XDJP.L (Xtrackers Nikkei 225 UCITS ETF 1D) are both Japan Equities funds - SUJP.L tracks the iShares MSCI Japan SRI UCITS ETF while XDJP.L tracks the TOPIX TR JPY. Both are passively managed. Over the past 5 years, SUJP.L returned 4.40%/yr vs 12.35%/yr for XDJP.L. Their correlation of 0.81 suggests significant overlap in exposure. SUJP.L charges 0.20%/yr vs 0.09%/yr for XDJP.L.
Performance
SUJP.L vs. XDJP.L - Performance Comparison
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Different Trading Currencies
SUJP.L is traded in USD, while XDJP.L is traded in GBp. To make them comparable, the XDJP.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SUJP.L achieves a 7.69% return, which is significantly lower than XDJP.L's 31.03% 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*
- —
XDJP.L
- 1D
- -0.75%
- 1M
- -3.10%
- 6M
- 23.29%
- YTD
- 31.03%
- 1Y
- 59.23%
- 3Y*
- 23.27%
- 5Y*
- 12.35%
- 10Y*
- 12.12%
SUJP.L vs. XDJP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUJP.L iShares MSCI Japan SRI UCITS ETF | 7.69% | 19.03% | 2.95% | 13.59% | -18.40% | 0.65% | 17.90% | 22.23% | -13.97% | 18.11% |
XDJP.L Xtrackers Nikkei 225 UCITS ETF 1D | 31.03% | 30.18% | 7.85% | 21.61% | -19.86% | -4.66% | 25.50% | 21.26% | -8.99% | 20.13% |
Correlation
The correlation between SUJP.L and XDJP.L is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2017 | 0.81 |
The correlation between SUJP.L and XDJP.L shifts across timeframes, from 0.70 (1 year) to 0.83 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SUJP.L vs. XDJP.L — Risk / Return Rank
SUJP.L
XDJP.L
SUJP.L vs. XDJP.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 Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.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 | XDJP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.36 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 3.84 | -2.25 |
| Martin ratioReturn relative to average drawdown | 4.56 | 12.02 | -7.46 |
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Drawdowns
SUJP.L vs. XDJP.L - Drawdown Comparison
The maximum SUJP.L drawdown since its inception was -34.36%, smaller than the maximum XDJP.L drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for SUJP.L and XDJP.L.
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Drawdown Indicators
| SUJP.L | XDJP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.36% | -99.99% | +65.63% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -15.36% | +2.66% |
Max Drawdown (3Y)Largest decline over 3 years | -14.85% | -19.06% | +4.21% |
Max Drawdown (5Y)Largest decline over 5 years | -34.36% | -33.97% | -0.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.79% | — |
Current DrawdownCurrent decline from peak | -1.32% | -99.97% | +98.65% |
Average DrawdownAverage peak-to-trough decline | -10.13% | -99.41% | +89.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.43% | 4.91% | -0.48% |
Volatility
SUJP.L vs. XDJP.L - Volatility Comparison
The current volatility for iShares MSCI Japan SRI UCITS ETF (SUJP.L) is 5.25%, while Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) has a volatility of 10.04%. This indicates that SUJP.L experiences smaller price fluctuations and is considered to be less risky than XDJP.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 | XDJP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.25% | 10.04% | -4.79% |
Volatility (6M)Calculated over the trailing 6-month period | 16.66% | 21.79% | -5.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.41% | 26.64% | -6.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.96% | 20.52% | -2.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 18.74% | -1.20% |
SUJP.L vs. XDJP.L - Expense Ratio Comparison
SUJP.L has a 0.20% expense ratio, which is higher than XDJP.L's 0.09% 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. XDJP.L - Dividend Comparison
SUJP.L has not paid dividends to shareholders, while XDJP.L's dividend yield for the trailing twelve months is around 1.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SUJP.L iShares MSCI Japan SRI UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDJP.L Xtrackers Nikkei 225 UCITS ETF 1D | 1.05% | 1.33% | 1.41% | 1.60% | 2.47% | 1.20% | 1.11% | 1.13% | 1.24% | 0.72% | 0.83% | 0.16% |
Frequently Asked Questions
SUJP.L and XDJP.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDJP.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDJP.L is cheaper with a 0.09% expense ratio, compared with 0.20% for SUJP.L.
SUJP.L tracks iShares MSCI Japan SRI UCITS ETF, while XDJP.L tracks TOPIX TR JPY. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for SUJP.L and 0.09% for XDJP.L.
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