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BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (QUEJ.DE) Sharpe Ratio: 1.03

ETF · Currency in EUR · Last updated Jun 26, 2026

QUEJ.DE is a passive ETF by BNP Paribas tracking the investment results of the MSCI Japan SRI S-Series PAB 5% Capped. QUEJ.DE launched on Feb 15, 2019 and has a 0.25% expense ratio.

QUEJ.DE's Sharpe Ratio of 1.03 indicates that for each unit of volatility, it generates 1.03 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 26, 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.

QUEJ.DE Sharpe Ratio Rank

QUEJ.DE Sharpe Ratio Rank: 30.230
Below Average

QUEJ.DE ranks above 30.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. 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 may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

QUEJ.DE Sharpe Ratio Market Positioning

The chart shows QUEJ.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%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.12
  • Green zone (top 25%): 2.12 or higher
  • Top 1%: 6.83+
  • Median: 1.56 — half of all investments score higher

How it compares to other similar ETFs

The table compares BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc's Sharpe Ratio with other ETFs in the Japan Equities category across multiple time periods, showing how QUEJ.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 Jun 26, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
WTDX.DEWisdomTree Japan Equity UCITS ETF USD Hedged3.09
XDJP.DEXtrackers Nikkei 225 UCITS ETF 1D2.82
EXX7.DEiShares Nikkei 225 UCITS ETF (DE)2.80
SXRZ.DEiShares Nikkei 225 UCITS ETF (Acc)2.80
XNKY.DEXtrackers Nikkei 225 UCITS ETF2.68
XMK9.DEXtrackers MSCI Japan UCITS ETF 4C EUR Hedged2.53
IUS4.DEiShares MSCI Japan Small Cap UCITS ETF (Dist)2.11
WTIZ.DEWisdomTree Japan Equity UCITS ETF JPY Acc2.09
VJPN.DEVanguard FTSE Japan UCITS ETF Distributing2.01
EUNN.DEiShares Core MSCI Japan IMI UCITS ETF2.01
QUEJ.DEBNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc1.03

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows QUEJ.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 QUEJ.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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