XSHQ vs FJP

Comparison between INVESCO S&P SMALLCAP QUALITY ETF (XSHQ, ETF) and FIRST TRUST JAPAN ALPHADEX FUND (FJP, ETF).

5-Year PerformanceFJP has outperformed XSHQ, delivering a return of +10.9% compared to +7.4%

XSHQ vs FJP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	XSHQ(ETF)	FJP(ETF)
Net Assets	$254M	$254M
Expense Ratio	0.29%	0.80%
Max Drawdown	39.89%	43.93%
Sharpe Ratio	0.80	1.27
5Y Beta	0.95	0.76
P/E Ratio	18.39	N/A
Forward P/E	15.62	N/A
PEG Ratio	0.20	N/A
5Y Dividends CAGR	10.86%	18.22%
5Y EPS CAGR	20.82%	N/A
Debt to Equity	37.63%	N/A
P/S Ratio	2.05	N/A
P/B Ratio	3.47	N/A

Net Assets

Winner

XSHQ

$254M

FJP

$254M

Expense Ratio

Winner

XSHQ

0.29%

FJP

0.80%

Max Drawdown

Winner

XSHQ

39.89%

FJP

43.93%

Sharpe Ratio

XSHQ

0.80

Winner

FJP

1.27

5Y Beta

XSHQ

0.95

Winner

FJP

0.76

P/E Ratio

XSHQ

18.39

FJP

N/A

Forward P/E

XSHQ

15.62

FJP

N/A

PEG Ratio

XSHQ

0.20

FJP

N/A

5Y Dividends CAGR

XSHQ

10.86%

Winner

FJP

18.22%

5Y EPS CAGR

XSHQ

20.82%

FJP

N/A

Debt to Equity

XSHQ

37.63%

FJP

N/A

P/S Ratio

XSHQ

2.05

FJP

N/A

P/B Ratio

XSHQ

3.47

FJP

N/A

XSHQ vs FJP - Historical Returns

Returns include dividend reinvestment.

Period	XSHQ	FJP
1 month	+1.89%	-5.74%
3 months	+5.68%	+1.96%
6 months	+7.84%	+6.62%
1 year	+18.02%	+31.10%
5 years(CAGR)	+7.42%	+10.91%
10 years(CAGR)	+8.92%	+7.31%
Max(CAGR)	+8.92%	+5.82%

Winner

XSHQ

+1.89%

FJP

-5.74%

Winner

XSHQ

+5.68%

FJP

+1.96%

Winner

XSHQ

+7.84%

FJP

+6.62%

XSHQ

+18.02%

Winner

FJP

+31.10%

5Y(CAGR)

XSHQ

+7.42%

Winner

FJP

+10.91%

10Y(CAGR)

Winner

XSHQ

+8.92%

FJP

+7.31%

Max(CAGR)

Winner

XSHQ

+8.92%

FJP

+5.82%

XSHQ vs FJP - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	XSHQ	FJP
2026	+13.32%	+11.47%
2025	+1.23%	+33.80%
2024	+8.03%	+6.02%
2023	+24.98%	+23.73%
2022	-16.09%	-12.80%
2021	+25.17%	-0.50%
2020	+11.66%	+2.15%
2019	+17.69%	+7.28%
2018	-6.79%	-18.80%
2017	+7.17%	+26.81%
2016	N/A	+4.50%
2015	N/A	+5.39%
2014	N/A	-0.84%
2013	N/A	+28.22%
2012	N/A	-4.42%
2011	N/A	-9.31%

XSHQ vs FJP Drawdown Comparison

The maximum drawdown for XSHQ was -38.33%, occurring on Mar 23, 2020. Recovery took 567 trading sessions.

The maximum drawdown for FJP was -41.51%, occurring on Mar 16, 2020. Recovery took 1551 trading sessions.

The current XSHQ drawdown is -0.77%. The current FJP drawdown is -8.30%.

Rank	XSHQ	FJP
#1	-38.33% Sep 5, 2018 - Dec 4, 2020	-41.51% Jan 23, 2018 - Mar 22, 2024
#2	-27.35% Nov 25, 2024 - Jun 11, 2026	-25.37% Aug 2, 2011 - May 14, 2013
#3	-25.46% Nov 16, 2021 - Dec 19, 2023	-22.46% May 22, 2015 - Mar 13, 2017
#4	-10.16% Mar 12, 2021 - Nov 1, 2021	-17.02% Mar 25, 2025 - May 21, 2025
#5	-9.18% Jul 31, 2024 - Oct 11, 2024	-16.43% May 21, 2013 - Jan 17, 2014
#6	-8.04% Jan 22, 2018 - May 16, 2018	-15.08% Mar 27, 2024 - Feb 18, 2025
#7	-6.95% Mar 28, 2024 - Jul 16, 2024	-14.43% Feb 25, 2026 - Mar 20, 2026
#8	-6.29% Dec 27, 2023 - Feb 15, 2024	-12.64% Jul 28, 2014 - Feb 20, 2015
#9	-6.06% Feb 9, 2021 - Mar 10, 2021	-10.47% Jan 22, 2014 - Jun 18, 2014
#10	-5.13% Jan 20, 2021 - Feb 4, 2021	-7.21% May 10, 2011 - Jul 5, 2011
#11	-5.08% Aug 24, 2017 - Sep 29, 2017	-6.57% Sep 15, 2025 - Nov 10, 2025
#12	-4.71% Oct 17, 2024 - Nov 6, 2024	-4.37% Jun 27, 2025 - Jul 23, 2025
#13	-4.68% Jun 11, 2018 - Jul 10, 2018	-4.12% Mar 28, 2017 - May 3, 2017
#14	-4.30% May 24, 2018 - Jun 11, 2018	-3.98% Nov 14, 2025 - Nov 26, 2025
#15	-4.06% Nov 11, 2024 - Nov 25, 2024	-3.56% Apr 28, 2015 - May 18, 2015

Correlation

Correlation between XSHQ and FJP is 0.72 which considered as a strong positive correlation - the stocks tend to move together.

0.72

-101

Dividend Comparison (2011 - 2026)

XSHQ vs FJP dividend yield comparison.

Year	XSHQ	FJP
2026	0.40%	0.80%
2025	1.48%	2.68%
2024	1.18%	3.18%
2023	1.15%	3.49%
2022	2.02%	2.21%
2021	1.25%	2.43%
2020	1.24%	0.99%
2019	1.11%	2.80%
2018	1.16%	1.54%
2017	0.60%	1.29%
2016	0.00%	1.46%
2015	0.00%	0.85%
2014	0.00%	1.08%
2013	0.00%	0.70%
2012	0.00%	1.61%
2011	0.00%	0.62%