EDMJ.DE vs. PRAJ.DE
EDMJ.DE (iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc) and PRAJ.DE (Amundi Prime Japan UCITS ETF) are both Japan Equities funds - EDMJ.DE tracks the MSCI Japan ESG Enhanced Focus while PRAJ.DE tracks the Solactive GBS Japan Large & Mid Cap. Both are passively managed. Over the past 5 years, EDMJ.DE returned 9.20%/yr vs 9.98%/yr for PRAJ.DE. With a 0.97 correlation, they move nearly in lockstep. EDMJ.DE charges 0.15%/yr vs 0.05%/yr for PRAJ.DE.
Performance
EDMJ.DE vs. PRAJ.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EDMJ.DE having a 16.26% return and PRAJ.DE slightly lower at 15.60%.
EDMJ.DE
- 1D
- -0.37%
- 1M
- 5.26%
- YTD
- 16.26%
- 6M
- 16.64%
- 1Y
- 31.02%
- 3Y*
- 14.20%
- 5Y*
- 9.20%
- 10Y*
- —
PRAJ.DE
- 1D
- -0.27%
- 1M
- 5.81%
- YTD
- 15.60%
- 6M
- 15.62%
- 1Y
- 29.05%
- 3Y*
- 15.18%
- 5Y*
- 9.98%
- 10Y*
- —
EDMJ.DE vs. PRAJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EDMJ.DE iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc | 16.26% | 12.89% | 10.91% | 15.92% | -13.20% | 9.60% | 4.95% |
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 EDMJ.DE and PRAJ.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 2020 | 0.97 |
The correlation between EDMJ.DE and PRAJ.DE has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
EDMJ.DE vs. PRAJ.DE — Risk / Return Rank
EDMJ.DE
PRAJ.DE
EDMJ.DE vs. PRAJ.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 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.
| EDMJ.DE | PRAJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.30 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 2.97 | -0.06 |
| Martin ratioReturn relative to average drawdown | 9.83 | 9.64 | +0.20 |
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 | PRAJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 1.57 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.60 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.51 | +0.03 |
Drawdowns
EDMJ.DE vs. PRAJ.DE - Drawdown Comparison
The maximum EDMJ.DE drawdown since its inception was -27.95%, smaller than the maximum PRAJ.DE drawdown of -29.64%. Use the drawdown chart below to compare losses from any high point for EDMJ.DE and PRAJ.DE.
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Drawdown Indicators
| EDMJ.DE | PRAJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.95% | -29.64% | +1.69% |
Max Drawdown (1Y)Largest decline over 1 year | -10.59% | -9.73% | -0.86% |
Max Drawdown (3Y)Largest decline over 3 years | -16.82% | -16.80% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -19.81% | -18.65% | -1.16% |
Current DrawdownCurrent decline from peak | -0.37% | -0.27% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -6.13% | -6.07% | -0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 3.01% | +0.14% |
Volatility
EDMJ.DE vs. PRAJ.DE - Volatility Comparison
iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc (EDMJ.DE) has a higher volatility of 3.60% compared to Amundi Prime Japan UCITS ETF (PRAJ.DE) at 3.41%. This indicates that EDMJ.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
| EDMJ.DE | PRAJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 3.41% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 15.23% | 14.72% | +0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.21% | 18.48% | +0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.61% | 16.53% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.52% | 17.88% | -0.36% |
EDMJ.DE vs. PRAJ.DE - Expense Ratio Comparison
EDMJ.DE has a 0.15% 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
EDMJ.DE vs. PRAJ.DE - Dividend Comparison
Neither EDMJ.DE nor PRAJ.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.96, EDMJ.DE and PRAJ.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, 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 0.15% for EDMJ.DE.
EDMJ.DE tracks MSCI Japan ESG Enhanced Focus, while PRAJ.DE tracks Solactive GBS Japan Large & Mid Cap. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for EDMJ.DE and 0.05% for PRAJ.DE.
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