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Amundi MSCI Japan SRI Climate Paris Aligned UCITS ETF DR EUR Hedged (Dist) (JPNE.DE) Sharpe Ratio: 1.60

ETF · Currency in EUR · Last updated Jul 4, 2026

The fund tracks Japanese companies with very high ESG ratings relative to sector peers, excluding non-sustainable revenue generators, aligned with EU climate directives and currency hedged to the Euro.

JPNE.DE's Sharpe Ratio of 1.60 indicates that for each unit of volatility, it generates 1.60 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

JPNE.DE Sharpe Ratio Rank

JPNE.DE Sharpe Ratio Rank: 57.858
Average

JPNE.DE ranks above 57.8% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

JPNE.DE Sharpe Ratio Market Positioning

The chart shows JPNE.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.80 or lower
  • Yellow zone (middle 50%): 0.80 to 1.95
  • Green zone (top 25%): 1.95 or higher
  • Top 1%: 6.56+
  • Median: 1.44 — half of all investments score higher

How it compares to other similar ETFs

The table compares Amundi MSCI Japan SRI Climate Paris Aligned UCITS ETF DR EUR Hedged (Dist)'s Sharpe Ratio with other ETFs in the Japan Equities, ESG category across multiple time periods, showing how JPNE.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FRNH.DEAmundi USD Floating Rate Corporate Bond ESG UCITS ETF EUR Hedged (Acc)3.21
WTDX.DEWisdomTree Japan Equity UCITS ETF USD Hedged3.10
XDJE.DEXtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)2.96
IQSA.DEInvesco Global Active ESG Equity UCITS ETF USD Acc2.58
XU61.DEBNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR2.53
XDJP.DEXtrackers Nikkei 225 UCITS ETF 1D2.51
SXRZ.DEiShares Nikkei 225 UCITS ETF (Acc)2.51
EXX7.DEiShares Nikkei 225 UCITS ETF (DE)2.49
NS4E.DEInvesco JPX-Nikkei 400 UCITS ETF (EUR Hdg)2.42
QDVD.DEiShares MSCI USA Quality Dividend Advanced UCITS ETF2.42
JPNE.DEAmundi MSCI Japan SRI Climate Paris Aligned UCITS ETF DR EUR Hedged (Dist)1.60

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows JPNE.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when JPNE.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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