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PRIJ.L's Sharpe Ratio of 1.62 indicates that for each unit of volatility, it generates 1.62 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 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.

PRIJ.L Sharpe Ratio Rank


PRIJ.L Sharpe Ratio Rank: 47.247
Average

PRIJ.L ranks above 47.2% 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

PRIJ.L Sharpe Ratio Market Positioning

The chart shows PRIJ.L'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%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.39
  • Green zone (top 25%): 2.39 or higher
  • Top 1%: 7.69+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares Amundi Prime Japan UCITS ETF DR (D)'s Sharpe Ratio with other ETFs in the Japan Equities category across multiple time periods, showing how PRIJ.L'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 Jun 5, 2026.


SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
JRIE.LJPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)4.92
DXJP.LWisdomTree Japan Equity UCITS ETF GBP Hedged2.96
DXJA.LWisdomTree Japan Equity UCITS ETF USD Hedged Acc2.89
XDJP.LXtrackers Nikkei 225 UCITS ETF 1D2.85
VJPU.LVanguard FTSE Japan UCITS ETF USD Hedged Acc2.82
CNKY.LiShares Nikkei 225 UCITS ETF (Acc)2.81
IJPD.LiShares MSCI Japan USD Hedged UCITS ETF Accumulating2.68
IJPH.LiShares MSCI Japan GBP Hedged UCITS ETF2.62
IJPE.LiShares MSCI Japan EUR Hedged UCITS ETF Accumulating2.53
XDNS.LXtrackers MSCI Japan ESG Screened UCITS ETF 1D2.09
PRIJ.LAmundi Prime Japan UCITS ETF DR (D)1.62

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows PRIJ.L'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 PRIJ.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


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Sharpe Ratio Calculator

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