iShares Core MSCI Japan IMI UCITS ETF USD (Acc)

10-Year Study

SJPA.LSE · · GB · ETF

Executive Summary: iShares Core MSCI Japan IMI UCITS ETF USD (Acc) has compounded at 9.8% annually over the last 10 years, with a maximum drawdown of 15.1% and an annualized volatility of 20.1%.

1Y CAGR
+29.4%
3Y CAGR
+15.7%
5Y CAGR
+9.3%
10Y CAGR
+9.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
15.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.82
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +18.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -9.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.110.7-9.35.5————————10.3%
20253.5-1.7-1.70.32.70.82.54.02.45.6-0.6-0.618.2%
20243.33.63.6-4.2-0.41.12.3-0.7-1.7-1.93.9-0.48.4%
20234.1-2.22.3-1.61.62.51.8-1.41.9-1.91.83.512.8%
2022-4.90.7-0.2-3.1-0.2-3.95.81.2-4.0-2.15.9-0.9-6.2%
2021-1.20.12.0-1.7-1.11.6-0.83.04.4-4.3-1.00.91.6%
2020-2.2-7.2-2.33.28.90.5-7.24.85.8-1.87.12.511.0%
20193.3-0.32.31.2-1.63.64.2-1.34.1-1.61.8-1.514.7%
2018-0.20.5-3.12.91.5-1.41.5-0.03.0-7.11.0-7.3-9.2%
20170.93.5-0.6-2.23.10.50.72.5-2.16.10.90.914.7%
2016———-2.04.07.65.21.94.17.3-3.70.727.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 20.1%. The dominant macroeconomic risk driver is VEA.US, accounting for 42.4% of variance. Idiosyncratic stock-specific factors contribute 8.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019804.077010192526
2016-05-0110191.392978482445
2016-06-0110967.157417893544
2016-07-0111540.203850509628
2016-08-0111755.37938844847
2016-09-0112233.29558323896
2016-10-0113125.707814269535
2016-11-0112640.996602491505
2016-12-0112733.861834654588
2017-01-0112847.112117780294
2017-02-0113291.053227633069
2017-03-0113204.983012457531
2017-04-0112919.592298980746
2017-05-0113313.703284258212
2017-06-0113379.388448471122
2017-07-0113476.783691959232
2017-08-0113812.004530011325
2017-09-0113526.61381653454
2017-10-0114353.340883352208
2017-11-0114477.916194790489
2017-12-0114604.756511891279
2018-01-0114568.516421291053
2018-02-0114634.201585503963
2018-03-0114183.465458663646
2018-04-0114600.226500566252
2018-05-0114813.137032842582
2018-06-0114604.756511891279
2018-07-0114826.727066817666
2018-08-0114824.462061155153
2018-09-0115266.138165345414
2018-10-0114178.93544733862
2018-11-0114314.835787089469
2018-12-0113268.403171007927
2019-01-0113701.019252548132
2019-02-0113653.454133635334
2019-03-0113968.289920724801
2019-04-0114140.430351075876
2019-05-0113907.13476783692
2019-06-0114400.906002265006
2019-07-0115007.9275198188
2019-08-0114808.607021517555
2019-09-0115411.098527746319
2019-10-0115171.007927519819
2019-11-0115445.073612684033
2019-12-0115216.308040770102
2020-01-0114876.557191392978
2020-02-0113807.474518686297
2020-03-0113485.843714609287
2020-04-0113916.194790486976
2020-05-0115152.887882219706
2020-06-0115234.428086070215
2020-07-0114133.635334088334
2020-08-0114813.137032842582
2020-09-0115673.839184597962
2020-10-0115386.183465458662
2020-11-0116475.651189127973
2020-12-0116894.677236693093
2021-01-0116697.621744054362
2021-02-0116711.211778029443
2021-03-0117046.43261608154
2021-04-0116756.51189127973
2021-05-0116566.25141562854
2021-06-0116838.05209513024
2021-07-0116702.15175537939
2021-08-0117200.453001132504
2021-09-0117956.96489241223
2021-10-0117186.862967157416
2021-11-0117016.987542468854
2021-12-0117168.742921857305
2022-01-0116326.160815402038
2022-02-0116441.67610419026
2022-03-0116412.231030577575
2022-04-0115909.399773499434
2022-05-0115873.159682899208
2022-06-0115248.018120045299
2022-07-0116131.37032842582
2022-08-0116326.160815402038
2022-09-0115673.839184597962
2022-10-0115347.678369195923
2022-11-0116246.885617214044
2022-12-0116101.925254813137
2023-01-0116765.571913929783
2023-02-0116389.580973952434
2023-03-0116774.63193657984
2023-04-0116511.8912797282
2023-05-0116770.101925254814
2023-06-0117184.597961494903
2023-07-0117499.43374858437
2023-08-0117245.753114382787
2023-09-0117576.443941109854
2023-10-0117236.69309173273
2023-11-0117544.733861834655
2023-12-0118156.285390713474
2024-01-0118747.451868629672
2024-02-0119415.62853907135
2024-03-0120113.250283125708
2024-04-0119275.19818799547
2024-05-0119198.187995469987
2024-06-0119411.09852774632
2024-07-0119864.09966024915
2024-08-0119723.669309173274
2024-09-0119383.91845979615
2024-10-0119007.9275198188
2024-11-0119746.319365798416
2024-12-0119673.83918459796
2025-01-0120353.340883352208
2025-02-0119997.734994337487
2025-03-0119655.71913929785
2025-04-0119716.87429218573
2025-05-0120253.680634201588
2025-06-0120416.761041902606
2025-07-0120924.12231030578
2025-08-0121764.439411098527
2025-09-0122278.59569648924
2025-10-0123528.878822197057
2025-11-0123388.448471121177
2025-12-0123252.54813137033
2026-01-0124212.91053227633
2026-02-0126813.137032842584
2026-03-0124317.100792751982
2026-04-0125653.454133635332
Annual Return Matrix
YearAnnual Return
20170.14692280327285667
2018-0.09150124069478904
20190.1468077842266986
20200.11030068472759758
20210.016222013674755287
2022-0.06213720316622695
20230.12758475172316786
20240.0835828343313374
20250.18190191112134468
20260.10325345801675434
Total Factor Risk
0.20133082597887464
VTI.US Exposure
0.21484054975477537
VEA.US Exposure
0.42400543559239817
VWO.US Exposure
-0.018258099106194862
QQQ.US Exposure
-0.06838837530564046
VTV.US Exposure
-0.05237062807679288
IJR.US Exposure
0.0028137127027714794
QUAL.US Exposure
-0.019342378879211582
SHV.US Exposure
0.27215962567873764
TLT.US Exposure
-0.004240304257284272
LQD.US Exposure
0.07339430427677597
HYG.US Exposure
-0.0030603102670909987
GLD.US Exposure
0.006329633245128493
USO.US Exposure
-0.004517871908872425
VNQ.US Exposure
-0.012954507804727804
BTC-USD.CC Exposure
-0.0023708462558559686
CPER.US Exposure
-0.010250294030199577
VIX.INDX Exposure
0.001133312059283223
UUP.US Exposure
0.11929431821496787
TIP.US Exposure
-0.000005076248316687505
Idiosyncratic Exposure
0.08178780061534933
Value Score
44
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
20.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →15.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$26.3B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
4.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares Core MSCI Japan IMI UCITS ETF USD (Acc) a high-risk investment?

iShares Core MSCI Japan IMI UCITS ETF USD (Acc) (SJPA.LSE) has an annualized volatility of 20.1% and experienced a maximum drawdown of 15.1% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of SJPA.LSE?

Over the past 10 years, SJPA.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.8%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on iShares Core MSCI Japan IMI UCITS ETF USD (Acc)

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest