XMJP.L vs. ISJP.L
Compare and contrast key facts about Xtrackers MSCI Japan UCITS ETF 1C (XMJP.L) and iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L).
XMJP.L and ISJP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XMJP.L is a passively managed fund by Xtrackers that tracks the performance of the TOPIX TR JPY. It was launched on Jan 9, 2007. ISJP.L is a passively managed fund by iShares that tracks the performance of the MSCI Japan Small Cap NR JPY. It was launched on May 9, 2008. Both XMJP.L and ISJP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XMJP.L or ISJP.L.
Key characteristics
| XMJP.L | ISJP.L | |
|---|---|---|
| YTD Return | 6.36% | 6.02% |
| 1Y Return | 7.18% | 7.09% |
| 3Y Return (Ann) | 1.95% | -0.05% |
| 5Y Return (Ann) | 4.98% | 2.67% |
| 10Y Return (Ann) | 8.06% | 8.00% |
| Sharpe Ratio | 0.39 | 0.43 |
| Daily Std Dev | 16.10% | 14.48% |
| Max Drawdown | -28.91% | -32.93% |
| Current Drawdown | -6.01% | -0.52% |
Correlation
The correlation between XMJP.L and ISJP.L is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XMJP.L vs. ISJP.L - Performance Comparison
In the year-to-date period, XMJP.L achieves a 6.36% return, which is significantly higher than ISJP.L's 6.02% return. Both investments have delivered pretty close results over the past 10 years, with XMJP.L having a 8.06% annualized return and ISJP.L not far behind at 8.00%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XMJP.L vs. ISJP.L - Expense Ratio Comparison
XMJP.L has a 0.20% expense ratio, which is lower than ISJP.L's 0.58% expense ratio.
Risk-Adjusted Performance
XMJP.L vs. ISJP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan UCITS ETF 1C (XMJP.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.
Dividends
XMJP.L vs. ISJP.L - Dividend Comparison
XMJP.L has not paid dividends to shareholders, while ISJP.L's dividend yield for the trailing twelve months is around 1.71%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XMJP.L Xtrackers MSCI Japan UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ISJP.L iShares MSCI Japan Small Cap UCITS ETF (Dist) | 1.71% | 1.77% | 1.99% | 1.52% | 1.58% | 1.53% | 1.39% | 1.29% | 1.07% | 0.68% | 1.70% | 0.78% |
Drawdowns
XMJP.L vs. ISJP.L - Drawdown Comparison
The maximum XMJP.L drawdown since its inception was -28.91%, smaller than the maximum ISJP.L drawdown of -32.93%. Use the drawdown chart below to compare losses from any high point for XMJP.L and ISJP.L. For additional features, visit the drawdowns tool.
Volatility
XMJP.L vs. ISJP.L - Volatility Comparison
Xtrackers MSCI Japan UCITS ETF 1C (XMJP.L) has a higher volatility of 5.53% compared to iShares MSCI Japan Small Cap UCITS ETF (Dist) (ISJP.L) at 4.54%. This indicates that XMJP.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.