EJAP.DE vs. 36B4.DE
EJAP.DE (BNP Paribas Easy MSCI Japan ESG Filtered Min TE UCITS ETF) and 36B4.DE (iShares MSCI Japan SRI UCITS ETF USD Dist) are both Japan Equities funds - EJAP.DE tracks the MSCI Japan ESG Filtered Min TE while 36B4.DE tracks the MSCI Japan SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, EJAP.DE returned 10.51%/yr vs 4.99%/yr for 36B4.DE. Their correlation of 0.94 suggests significant overlap in exposure. EJAP.DE charges 0.15%/yr vs 0.20%/yr for 36B4.DE.
Performance
EJAP.DE vs. 36B4.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EJAP.DE achieves a 19.26% return, which is significantly higher than 36B4.DE's 9.48% return.
EJAP.DE
- 1D
- -1.12%
- 1M
- 0.94%
- 6M
- 12.54%
- YTD
- 19.26%
- 1Y
- 37.82%
- 3Y*
- 17.27%
- 5Y*
- 10.51%
- 10Y*
- 9.20%
36B4.DE
- 1D
- -1.25%
- 1M
- 5.00%
- 6M
- 5.52%
- YTD
- 9.48%
- 1Y
- 22.17%
- 3Y*
- 9.80%
- 5Y*
- 4.99%
- 10Y*
- —
EJAP.DE vs. 36B4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EJAP.DE BNP Paribas Easy MSCI Japan ESG Filtered Min TE UCITS ETF | 19.26% | 11.71% | 14.53% | 16.90% | -12.15% | 10.08% | 5.26% | 11.75% |
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 9.48% | 6.64% | 9.02% | 9.56% | -13.77% | 9.87% | 6.38% | 16.82% |
Correlation
The correlation between EJAP.DE and 36B4.DE is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2019 | 0.94 |
The correlation between EJAP.DE and 36B4.DE has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.
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Return for Risk
EJAP.DE vs. 36B4.DE — Risk / Return Rank
EJAP.DE
36B4.DE
EJAP.DE vs. 36B4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Japan ESG Filtered Min TE UCITS ETF (EJAP.DE) and iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EJAP.DE | 36B4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.22 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.64 | 2.04 | +1.60 |
| Martin ratioReturn relative to average drawdown | 11.76 | 5.90 | +5.86 |
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Drawdowns
EJAP.DE vs. 36B4.DE - Drawdown Comparison
The maximum EJAP.DE drawdown since its inception was -99.96%, which is greater than 36B4.DE's maximum drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for EJAP.DE and 36B4.DE.
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Drawdown Indicators
| EJAP.DE | 36B4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.96% | -26.98% | -72.98% |
Max Drawdown (1Y)Largest decline over 1 year | -10.33% | -10.82% | +0.49% |
Max Drawdown (3Y)Largest decline over 3 years | -16.93% | -15.67% | -1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -18.46% | -21.57% | +3.11% |
Max Drawdown (10Y)Largest decline over 10 years | -99.96% | — | — |
Current DrawdownCurrent decline from peak | -86.38% | -1.25% | -85.13% |
Average DrawdownAverage peak-to-trough decline | -51.64% | -7.09% | -44.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.75% | -0.54% |
Volatility
EJAP.DE vs. 36B4.DE - Volatility Comparison
BNP Paribas Easy MSCI Japan ESG Filtered Min TE UCITS ETF (EJAP.DE) has a higher volatility of 6.64% compared to iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) at 5.12%. This indicates that EJAP.DE's price experiences larger fluctuations and is considered to be riskier than 36B4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EJAP.DE | 36B4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.64% | 5.12% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 16.22% | 14.23% | +1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.00% | 18.43% | +1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.84% | 16.34% | +0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6,122.77% | 17.26% | +6,105.51% |
EJAP.DE vs. 36B4.DE - Expense Ratio Comparison
EJAP.DE has a 0.15% expense ratio, which is lower than 36B4.DE's 0.20% 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
EJAP.DE vs. 36B4.DE - Dividend Comparison
EJAP.DE has not paid dividends to shareholders, while 36B4.DE's dividend yield for the trailing twelve months is around 1.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 1.47% | 1.46% | 1.38% | 1.81% | 2.45% | 1.54% | 1.60% | 0.81% |
EJAP.DE BNP Paribas Easy MSCI Japan ESG Filtered Min TE UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EJAP.DE and 36B4.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EJAP.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EJAP.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for 36B4.DE.
EJAP.DE tracks MSCI Japan ESG Filtered Min TE, while 36B4.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.15% for EJAP.DE and 0.20% for 36B4.DE.
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