36B4.DE vs. PRAJ.DE
36B4.DE (iShares MSCI Japan SRI UCITS ETF USD Dist) and PRAJ.DE (Amundi Prime Japan UCITS ETF) are both Japan Equities funds - 36B4.DE tracks the MSCI Japan SRI Select Reduced Fossil Fuels while PRAJ.DE tracks the Solactive GBS Japan Large & Mid Cap. Both are passively managed. Over the past 5 years, 36B4.DE returned 4.17%/yr vs 9.98%/yr for PRAJ.DE. Their correlation of 0.94 suggests significant overlap in exposure. 36B4.DE charges 0.20%/yr vs 0.05%/yr for PRAJ.DE.
Performance
36B4.DE vs. PRAJ.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 lower than PRAJ.DE's 15.60% 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*
- —
PRAJ.DE
- 1D
- -0.27%
- 1M
- 3.19%
- YTD
- 15.60%
- 6M
- 15.73%
- 1Y
- 30.22%
- 3Y*
- 15.18%
- 5Y*
- 9.98%
- 10Y*
- —
36B4.DE vs. PRAJ.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% | 4.71% |
PRAJ.DE Amundi Prime Japan UCITS ETF | 15.60% | 12.84% | 13.73% | 16.27% | -11.68% | 10.20% | 4.34% |
Correlation
The correlation between 36B4.DE and PRAJ.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 2020 | 0.94 |
The correlation between 36B4.DE and PRAJ.DE has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.
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Return for Risk
36B4.DE vs. PRAJ.DE — Risk / Return Rank
36B4.DE
PRAJ.DE
36B4.DE vs. PRAJ.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 Prime Japan UCITS ETF (PRAJ.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 | PRAJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.30 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 2.97 | -2.07 |
| Martin ratioReturn relative to average drawdown | 2.55 | 9.64 | -7.09 |
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 | PRAJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 1.57 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.60 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.51 | -0.15 |
Drawdowns
36B4.DE vs. PRAJ.DE - Drawdown Comparison
The maximum 36B4.DE drawdown since its inception was -26.99%, smaller than the maximum PRAJ.DE drawdown of -29.64%. Use the drawdown chart below to compare losses from any high point for 36B4.DE and PRAJ.DE.
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Drawdown Indicators
| 36B4.DE | PRAJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.99% | -29.64% | +2.65% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -9.73% | -1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -15.74% | -16.80% | +1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -21.45% | -18.65% | -2.80% |
Current DrawdownCurrent decline from peak | -1.83% | -0.27% | -1.56% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -6.07% | -1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 3.01% | +0.87% |
Volatility
36B4.DE vs. PRAJ.DE - Volatility Comparison
iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) has a higher volatility of 3.69% compared to Amundi Prime Japan UCITS ETF (PRAJ.DE) at 3.41%. This indicates that 36B4.DE's price experiences larger fluctuations and is considered to be riskier than PRAJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 36B4.DE | PRAJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 3.41% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 14.00% | 14.72% | -0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 18.48% | -0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 16.53% | -0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.24% | 17.88% | -0.64% |
36B4.DE vs. PRAJ.DE - Expense Ratio Comparison
36B4.DE has a 0.20% expense ratio, which is higher than PRAJ.DE's 0.05% 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. PRAJ.DE - Dividend Comparison
36B4.DE's dividend yield for the trailing twelve months is around 1.41%, while PRAJ.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% |
PRAJ.DE Amundi Prime Japan UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
36B4.DE and PRAJ.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PRAJ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRAJ.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for 36B4.DE.
36B4.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels, while PRAJ.DE tracks Solactive GBS Japan Large & Mid Cap. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for 36B4.DE and 0.05% for PRAJ.DE.
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