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TER vs. IJPH.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TER vs. IJPH.L

Last updated Jun 16, 2026

TER (Teradyne, Inc.) is a stock, while IJPH.L (iShares MSCI Japan GBP Hedged UCITS ETF) is Japan Equities fund tracking the MSCI Japan 100% Hedged to GBP Index. Over the past 10 years, TER returned 37.39%/yr vs 14.99%/yr for IJPH.L. At a 0.36 correlation, their price movements are largely independent.

Performance

TER vs. IJPH.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teradyne, Inc. (TER) and iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TER is traded in USD, while IJPH.L is traded in GBP. To make them comparable, the IJPH.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TER achieves a 123.58% return, which is significantly higher than IJPH.L's 20.46% return. Over the past 10 years, TER has outperformed IJPH.L with an annualized return of 37.39%, while IJPH.L has yielded a comparatively lower 14.99% annualized return.

TER

1D
7.24%
1M
28.03%
YTD
123.58%
6M
122.27%
1Y
421.81%
3Y*
57.92%
5Y*
28.01%
10Y*
37.39%

IJPH.L

1D
1.54%
1M
5.07%
YTD
20.46%
6M
21.05%
1Y
51.55%
3Y*
28.75%
5Y*
19.47%
10Y*
14.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TER vs. IJPH.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
TER
Teradyne, Inc.		123.58%54.39%16.51%24.78%-46.35%36.81%76.73%118.93%-24.37%66.16%
IJPH.L
iShares MSCI Japan GBP Hedged UCITS ETF		20.46%39.14%21.76%41.27%-14.53%10.92%12.62%20.59%-20.65%30.82%

Correlation

The correlation between TER and IJPH.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Jul 31, 2012

0.36

Compare stocks, funds, or ETFs

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Teradyne, Inc.

iShares MSCI Japan GBP Hedged UCITS ETF

Often compared with TER:
TER vs. AEHRTER vs. SNPSTER vs. AMATTER vs. VGTTER vs. BWXTTER vs. PLABTER vs. CDNS
Often compared with IJPH.L:
IJPH.L vs. SUJA.LIJPH.L vs. XSTC.LIJPH.L vs. XDJP.DEIJPH.L vs. XM1D.DEIJPH.L vs. EWJIJPH.L vs. ^N225IJPH.L vs. BRK-B

Return for Risk

TER vs. IJPH.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TER
TER Risk / Return Rank: 9999
Overall Rank
TER Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TER Sortino Ratio Rank: 9898
Sortino Ratio Rank
TER Omega Ratio Rank: 9898
Omega Ratio Rank
TER Calmar Ratio Rank: 9999
Calmar Ratio Rank
TER Martin Ratio Rank: 9999
Martin Ratio Rank
IJPH.L
IJPH.L Risk / Return Rank: 8989
Overall Rank
IJPH.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IJPH.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
IJPH.L Omega Ratio Rank: 8686
Omega Ratio Rank
IJPH.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
IJPH.L Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TER vs. IJPH.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teradyne, Inc. (TER) and iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.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.

TERIJPH.LDifference
Sharpe ratioReturn per unit of total volatility
6.31
2.30

+4.01

Sortino ratioReturn per unit of downside risk
4.78
3.32

+1.46

Omega ratioGain probability vs. loss probability

1.69

1.42

+0.27

Calmar ratioReturn relative to maximum drawdown

15.91

4.33

+11.58

Martin ratioReturn relative to average drawdown

56.72

15.46

+41.26

TER vs. IJPH.L - Sharpe Ratio Comparison

The current TER Sharpe Ratio is 6.31, which is higher than the IJPH.L Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of TER and IJPH.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

TER vs. IJPH.L - Drawdown Comparison

The maximum TER drawdown since its inception was -97.30%, which is greater than IJPH.L's maximum drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for TER and IJPH.L.

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Drawdown Indicators

TERIJPH.LDifference

Max Drawdown

Largest peak-to-trough decline

-97.30%

-45.23%

-52.07%

Max Drawdown (1Y)

Largest decline over 1 year

-26.73%

-11.86%

-14.87%

Max Drawdown (3Y)

Largest decline over 3 years

-58.18%

-22.91%

-35.27%

Max Drawdown (5Y)

Largest decline over 5 years

-59.12%

-30.65%

-28.47%

Max Drawdown (10Y)

Largest decline over 10 years

-59.12%

-44.24%

-14.88%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-58.66%

-12.13%

-46.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.48%

3.32%

+4.16%

Volatility

TER vs. IJPH.L - Volatility Comparison

Teradyne, Inc. (TER) has a higher volatility of 25.68% compared to iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) at 5.27%. This indicates that TER's price experiences larger fluctuations and is considered to be riskier than IJPH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

TERIJPH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.68%

5.27%

+20.41%

Volatility (6M)

Calculated over the trailing 6-month period

53.49%

17.38%

+36.11%

Volatility (1Y)

Calculated over the trailing 1-year period

67.51%

22.33%

+45.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.31%

22.21%

+28.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.38%

22.69%

+22.69%

Dividends

TER vs. IJPH.L - Dividend Comparison

TER's dividend yield for the trailing twelve months is around 0.12%, while IJPH.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IJPH.L
iShares MSCI Japan GBP Hedged 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%
TER
Teradyne, Inc.		0.12%0.25%0.38%0.41%0.50%0.24%0.33%0.53%1.15%0.67%0.94%1.16%

Frequently Asked Questions

TER and IJPH.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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