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UB02.L vs. ISJP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UB02.L vs. ISJP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis (UB02.L) and iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with UB02.L having a 12.50% return and ISJP.L slightly higher at 12.82%. Over the past 10 years, UB02.L has outperformed ISJP.L with an annualized return of 8.76%, while ISJP.L has yielded a comparatively lower 7.47% annualized return.


UB02.L

1D
-2.05%
1M
-5.96%
6M
5.62%
YTD
12.50%
1Y
30.04%
3Y*
15.09%
5Y*
9.33%
10Y*
8.76%

ISJP.L

1D
-2.09%
1M
-3.18%
6M
7.92%
YTD
12.82%
1Y
25.88%
3Y*
14.88%
5Y*
7.70%
10Y*
7.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UB02.L vs. ISJP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UB02.L
UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis
12.50%17.42%9.12%13.98%-7.14%2.16%12.42%14.28%-8.60%13.20%
ISJP.L
iShares MSCI Japan Small Cap UCITS ETF (Dist)
12.82%20.89%4.99%7.01%-2.01%-2.01%4.51%13.94%-11.99%19.35%

Correlation

The correlation between UB02.L and ISJP.L is 0.79, 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

0.79

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

0.82

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

0.86

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

0.87

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2012

0.88

The correlation between UB02.L and ISJP.L has been stable across timeframes, ranging from 0.79 to 0.88 - a consistent structural relationship.

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Return for Risk

UB02.L vs. ISJP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UB02.L
UB02.L Risk / Return Rank: 6464
Overall Rank
UB02.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
UB02.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
UB02.L Omega Ratio Rank: 6161
Omega Ratio Rank
UB02.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
UB02.L Martin Ratio Rank: 6464
Martin Ratio Rank

ISJP.L
ISJP.L Risk / Return Rank: 6161
Overall Rank
ISJP.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ISJP.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
ISJP.L Omega Ratio Rank: 6262
Omega Ratio Rank
ISJP.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
ISJP.L Martin Ratio Rank: 5858
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.

UB02.L vs. ISJP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis (UB02.L) and iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.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.


UB02.LISJP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.28

1.29

-0.01

Calmar ratioReturn relative to maximum drawdown

2.80

2.38

+0.43

Martin ratioReturn relative to average drawdown

8.41

7.77

+0.64

UB02.L vs. ISJP.L - Sharpe Ratio Comparison

The current UB02.L Sharpe Ratio is 1.53, which is comparable to the ISJP.L Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of UB02.L and ISJP.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

UB02.L vs. ISJP.L - Drawdown Comparison

The maximum UB02.L drawdown since its inception was -23.08%, smaller than the maximum ISJP.L drawdown of -62.77%. Use the drawdown chart below to compare losses from any high point for UB02.L and ISJP.L.


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Drawdown Indicators


UB02.LISJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.08%

-62.77%

+39.69%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-10.84%

+0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-14.15%

-11.23%

-2.92%

Max Drawdown (5Y)

Largest decline over 5 years

-18.58%

-21.01%

+2.43%

Max Drawdown (10Y)

Largest decline over 10 years

-23.08%

-28.98%

+5.90%

Current Drawdown

Current decline from peak

-8.47%

-5.57%

-2.90%

Average Drawdown

Average peak-to-trough decline

-5.87%

-19.76%

+13.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

3.32%

+0.24%

Volatility

UB02.L vs. ISJP.L - Volatility Comparison

UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis (UB02.L) has a higher volatility of 6.74% compared to iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) at 5.12%. This indicates that UB02.L's price experiences larger fluctuations and is considered to be riskier than ISJP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UB02.LISJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

5.12%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

16.22%

14.06%

+2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

19.60%

16.05%

+3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.11%

14.30%

+1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.79%

15.49%

+0.30%

UB02.L vs. ISJP.L - Expense Ratio Comparison

UB02.L has a 0.19% expense ratio, which is lower than ISJP.L's 0.58% expense ratio.


Dividends

UB02.L vs. ISJP.L - Dividend Comparison

UB02.L's dividend yield for the trailing twelve months is around 1.65%, more than ISJP.L's 0.99% yield.


PositionTTM20252024202320222021202020192018201720162015
ISJP.L
iShares MSCI Japan Small Cap UCITS ETF (Dist)
0.99%1.85%1.73%1.77%1.99%1.52%1.58%1.53%1.39%1.29%1.07%0.67%
UB02.L
UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis
1.65%1.68%1.71%1.82%1.99%1.58%1.62%1.75%1.56%1.30%1.45%1.18%

Frequently Asked Questions


UB02.L and ISJP.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UB02.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UB02.L is cheaper with a 0.19% expense ratio, compared with 0.58% for ISJP.L.

UB02.L tracks TOPIX TR JPY, while ISJP.L tracks MSCI Japan Small Cap NR JPY. They also come from different issuers: UBS and iShares. Their fees differ too: 0.19% for UB02.L and 0.58% for ISJP.L.

Portfolio Optimizer

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