EDMJ.DE vs. JSRI.DE
EDMJ.DE (iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc) and JSRI.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis) are both Japan Equities funds - EDMJ.DE tracks the MSCI Japan ESG Enhanced Focus while JSRI.DE tracks the MSCI Japan SRI S-Series PAB 5% Capped. Both are passively managed. Over the past 5 years, EDMJ.DE returned 9.20%/yr vs 2.34%/yr for JSRI.DE. Their correlation of 0.94 suggests significant overlap in exposure. EDMJ.DE charges 0.15%/yr vs 0.25%/yr for JSRI.DE.
Performance
EDMJ.DE vs. JSRI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EDMJ.DE achieves a 16.26% return, which is significantly higher than JSRI.DE's 7.00% return.
EDMJ.DE
- 1D
- -0.37%
- 1M
- 5.26%
- YTD
- 16.26%
- 6M
- 16.64%
- 1Y
- 31.02%
- 3Y*
- 14.20%
- 5Y*
- 9.20%
- 10Y*
- —
JSRI.DE
- 1D
- -0.56%
- 1M
- 3.33%
- YTD
- 7.00%
- 6M
- 6.81%
- 1Y
- 10.29%
- 3Y*
- 2.63%
- 5Y*
- 2.34%
- 10Y*
- —
EDMJ.DE vs. JSRI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EDMJ.DE iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc | 16.26% | 12.89% | 10.91% | 15.92% | -13.20% | 9.60% | 5.87% | 12.14% |
JSRI.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis | 7.00% | 3.81% | 1.12% | 10.63% | -16.21% | 6.00% | 9.71% | 15.73% |
Correlation
The correlation between EDMJ.DE and JSRI.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 | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2019 | 0.94 |
The correlation between EDMJ.DE and JSRI.DE has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.
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Return for Risk
EDMJ.DE vs. JSRI.DE — Risk / Return Rank
EDMJ.DE
JSRI.DE
EDMJ.DE vs. JSRI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc (EDMJ.DE) and BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.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.
| EDMJ.DE | JSRI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.12 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 0.98 | +1.93 |
| Martin ratioReturn relative to average drawdown | 9.83 | 2.86 | +6.97 |
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
| EDMJ.DE | JSRI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 0.59 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.15 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.24 | +0.29 |
Drawdowns
EDMJ.DE vs. JSRI.DE - Drawdown Comparison
The maximum EDMJ.DE drawdown since its inception was -27.95%, which is greater than JSRI.DE's maximum drawdown of -26.30%. Use the drawdown chart below to compare losses from any high point for EDMJ.DE and JSRI.DE.
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Drawdown Indicators
| EDMJ.DE | JSRI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.95% | -26.30% | -1.65% |
Max Drawdown (1Y)Largest decline over 1 year | -10.59% | -10.41% | -0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -16.82% | -16.33% | -0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -19.81% | -22.37% | +2.56% |
Current DrawdownCurrent decline from peak | -0.37% | -2.61% | +2.24% |
Average DrawdownAverage peak-to-trough decline | -6.13% | -9.43% | +3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 3.59% | -0.44% |
Volatility
EDMJ.DE vs. JSRI.DE - Volatility Comparison
iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc (EDMJ.DE) has a higher volatility of 3.60% compared to BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.DE) at 3.40%. This indicates that EDMJ.DE's price experiences larger fluctuations and is considered to be riskier than JSRI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDMJ.DE | JSRI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 3.40% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 15.23% | 13.83% | +1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.21% | 17.46% | +1.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.61% | 15.85% | +0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.52% | 16.77% | +0.75% |
EDMJ.DE vs. JSRI.DE - Expense Ratio Comparison
EDMJ.DE has a 0.15% expense ratio, which is lower than JSRI.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EDMJ.DE vs. JSRI.DE - Dividend Comparison
EDMJ.DE has not paid dividends to shareholders, while JSRI.DE's dividend yield for the trailing twelve months is around 2.44%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EDMJ.DE iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JSRI.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis | 2.44% | 1.91% | 1.85% | 4.41% | 2.87% | 1.71% | 2.06% | 2.03% |
Frequently Asked Questions
EDMJ.DE and JSRI.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, EDMJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDMJ.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for JSRI.DE.
EDMJ.DE tracks MSCI Japan ESG Enhanced Focus, while JSRI.DE tracks MSCI Japan SRI S-Series PAB 5% Capped. They also come from different issuers: iShares and BNP Paribas. Their fees differ too: 0.15% for EDMJ.DE and 0.25% for JSRI.DE.
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