WUTI.AS vs. IJPA.L
WUTI.AS (SPDR MSCI World Utilities UCITS ETF) and IJPA.L (iShares Core MSCI Japan IMI UCITS ETF USD Acc) are both exchange-traded funds - WUTI.AS is a Utilities Equities fund tracking the MSCI World/Utilities NR USD, while IJPA.L is a Japan Equities fund tracking the MSCI Japan Investable Market Index (IMI). Both are passively managed. Over the past 10 years, WUTI.AS returned 8.29%/yr vs 9.06%/yr for IJPA.L. At a 0.28 correlation, their price movements are largely independent. WUTI.AS charges 0.30%/yr vs 0.12%/yr for IJPA.L.
Performance
WUTI.AS vs. IJPA.L - Performance Comparison
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Different Trading Currencies
WUTI.AS is traded in EUR, while IJPA.L is traded in USD. To make them comparable, the IJPA.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, WUTI.AS achieves a 5.41% return, which is significantly lower than IJPA.L's 17.00% return. Over the past 10 years, WUTI.AS has underperformed IJPA.L with an annualized return of 8.29%, while IJPA.L has yielded a comparatively higher 9.06% annualized return.
WUTI.AS
- 1D
- -1.57%
- 1M
- -5.07%
- YTD
- 5.41%
- 6M
- 4.50%
- 1Y
- 12.22%
- 3Y*
- 11.62%
- 5Y*
- 9.79%
- 10Y*
- 8.29%
IJPA.L
- 1D
- -0.19%
- 1M
- 5.88%
- YTD
- 17.00%
- 6M
- 16.92%
- 1Y
- 30.25%
- 3Y*
- 15.54%
- 5Y*
- 9.87%
- 10Y*
- 9.06%
WUTI.AS vs. IJPA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WUTI.AS SPDR MSCI World Utilities UCITS ETF | 5.41% | 11.17% | 20.70% | -3.59% | 2.39% | 19.69% | -4.50% | 24.65% | 7.03% | -0.04% |
IJPA.L iShares Core MSCI Japan IMI UCITS ETF USD Acc | 17.00% | 12.18% | 13.65% | 15.76% | -10.96% | 7.65% | 5.50% | 21.14% | -10.12% | 10.37% |
Correlation
The correlation between WUTI.AS and IJPA.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2009 | 0.28 |
The correlation between WUTI.AS and IJPA.L shifts across timeframes, from 0.23 (1 year) to 0.34 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
WUTI.AS vs. IJPA.L — Risk / Return Rank
WUTI.AS
IJPA.L
WUTI.AS vs. IJPA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Utilities UCITS ETF (WUTI.AS) and iShares Core MSCI Japan IMI UCITS ETF USD Acc (IJPA.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.
| WUTI.AS | IJPA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.30 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 3.13 | -1.45 |
| Martin ratioReturn relative to average drawdown | 4.58 | 10.42 | -5.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WUTI.AS | IJPA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.60 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.59 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.54 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.53 | -0.11 |
Drawdowns
WUTI.AS vs. IJPA.L - Drawdown Comparison
The maximum WUTI.AS drawdown since its inception was -33.51%, which is greater than IJPA.L's maximum drawdown of -29.22%. Use the drawdown chart below to compare losses from any high point for WUTI.AS and IJPA.L.
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Drawdown Indicators
| WUTI.AS | IJPA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.51% | -29.22% | -4.29% |
Max Drawdown (1Y)Largest decline over 1 year | -7.21% | -9.63% | +2.42% |
Max Drawdown (3Y)Largest decline over 3 years | -12.60% | -15.54% | +2.94% |
Max Drawdown (5Y)Largest decline over 5 years | -22.99% | -19.21% | -3.78% |
Max Drawdown (10Y)Largest decline over 10 years | -33.51% | -29.22% | -4.29% |
Current DrawdownCurrent decline from peak | -7.14% | -0.19% | -6.95% |
Average DrawdownAverage peak-to-trough decline | -7.59% | -6.52% | -1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.90% | -0.25% |
Volatility
WUTI.AS vs. IJPA.L - Volatility Comparison
SPDR MSCI World Utilities UCITS ETF (WUTI.AS) has a higher volatility of 4.31% compared to iShares Core MSCI Japan IMI UCITS ETF USD Acc (IJPA.L) at 3.97%. This indicates that WUTI.AS's price experiences larger fluctuations and is considered to be riskier than IJPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WUTI.AS | IJPA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 3.97% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 15.55% | -5.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 18.89% | -6.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.14% | 16.82% | -2.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 16.82% | -0.40% |
WUTI.AS vs. IJPA.L - Expense Ratio Comparison
WUTI.AS has a 0.30% expense ratio, which is higher than IJPA.L's 0.12% expense ratio.
Dividends
WUTI.AS vs. IJPA.L - Dividend Comparison
Neither WUTI.AS nor IJPA.L has paid dividends to shareholders.
Frequently Asked Questions
WUTI.AS and IJPA.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IJPA.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IJPA.L is cheaper with a 0.12% expense ratio, compared with 0.30% for WUTI.AS.
WUTI.AS is categorized as Utilities Equities, while IJPA.L is Japan Equities. WUTI.AS tracks MSCI World/Utilities NR USD, while IJPA.L tracks MSCI Japan Investable Market Index (IMI). They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for WUTI.AS and 0.12% for IJPA.L.
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