36B4.DE vs. JARI.DE
36B4.DE (iShares MSCI Japan SRI UCITS ETF USD Dist) and JARI.DE (Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C)) are both Japan Equities funds - 36B4.DE tracks the MSCI Japan SRI Select Reduced Fossil Fuels while JARI.DE tracks the TOPIX TR JPY. Both are passively managed. Over the past 5 years, 36B4.DE returned 4.17%/yr vs 1.52%/yr for JARI.DE. Their correlation of 0.94 suggests significant overlap in exposure. 36B4.DE charges 0.20%/yr vs 0.18%/yr for JARI.DE.
Performance
36B4.DE vs. JARI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 36B4.DE achieves a 3.58% return, which is significantly higher than JARI.DE's 3.03% return.
36B4.DE
- 1D
- -0.33%
- 1M
- 4.36%
- YTD
- 3.58%
- 6M
- 3.67%
- 1Y
- 10.86%
- 3Y*
- 5.94%
- 5Y*
- 4.17%
- 10Y*
- —
JARI.DE
- 1D
- -0.26%
- 1M
- 2.27%
- YTD
- 3.03%
- 6M
- 2.83%
- 1Y
- 10.29%
- 3Y*
- 1.75%
- 5Y*
- 1.52%
- 10Y*
- —
36B4.DE vs. JARI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 3.58% | 6.51% | 9.11% | 9.64% | -13.87% | 9.91% | 13.17% |
JARI.DE Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) | 3.03% | 5.73% | 2.11% | 6.93% | -15.65% | 8.08% | 13.58% |
Correlation
The correlation between 36B4.DE and JARI.DE is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2020 | 0.94 |
The correlation between 36B4.DE and JARI.DE has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.
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Return for Risk
36B4.DE vs. JARI.DE — Risk / Return Rank
36B4.DE
JARI.DE
36B4.DE vs. JARI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) and Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| 36B4.DE | JARI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.11 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 0.97 | -0.07 |
| Martin ratioReturn relative to average drawdown | 2.55 | 2.81 | -0.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 36B4.DE | JARI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.57 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.09 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.24 | +0.12 |
Drawdowns
36B4.DE vs. JARI.DE - Drawdown Comparison
The maximum 36B4.DE drawdown since its inception was -26.99%, which is greater than JARI.DE's maximum drawdown of -23.16%. Use the drawdown chart below to compare losses from any high point for 36B4.DE and JARI.DE.
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Drawdown Indicators
| 36B4.DE | JARI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.99% | -23.16% | -3.83% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -10.21% | -0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -15.74% | -15.32% | -0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -21.45% | -23.16% | +1.71% |
Current DrawdownCurrent decline from peak | -1.83% | -5.68% | +3.85% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -11.49% | +4.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 3.55% | +0.33% |
Volatility
36B4.DE vs. JARI.DE - Volatility Comparison
iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) and Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.DE) have volatilities of 3.69% and 3.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 36B4.DE | JARI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 3.56% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 14.00% | 14.05% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 17.57% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 16.04% | +0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.24% | 15.89% | +1.35% |
36B4.DE vs. JARI.DE - Expense Ratio Comparison
36B4.DE has a 0.20% expense ratio, which is higher than JARI.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
36B4.DE vs. JARI.DE - Dividend Comparison
36B4.DE's dividend yield for the trailing twelve months is around 1.41%, while JARI.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 1.41% | 1.46% | 1.38% | 1.81% | 2.44% | 1.54% | 1.61% | 0.81% |
JARI.DE Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, 36B4.DE and JARI.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, JARI.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JARI.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for 36B4.DE.
36B4.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels, while JARI.DE tracks TOPIX TR JPY. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for 36B4.DE and 0.18% for JARI.DE.
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