EJAP.DE vs. ETDD.DE
EJAP.DE (BNP Paribas Easy MSCI Japan ESG Filtered Min TE UCITS ETF) and ETDD.DE (BNP Paribas Easy EURO STOXX 50 UCITS ETF) are both exchange-traded funds - EJAP.DE is a Japan Equities fund tracking the MSCI Japan ESG Filtered Min TE, while ETDD.DE is a Europe Equities fund tracking the EURO STOXX® 50. Both are passively managed. Over the past 5 years, EJAP.DE returned 10.25%/yr vs 11.54%/yr for ETDD.DE. A 0.60 correlation means they provide meaningful diversification when combined. EJAP.DE charges 0.15%/yr vs 0.18%/yr for ETDD.DE.
Performance
EJAP.DE vs. ETDD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EJAP.DE achieves a 16.87% return, which is significantly higher than ETDD.DE's 7.30% return.
EJAP.DE
- 1D
- -0.24%
- 1M
- 6.39%
- YTD
- 16.87%
- 6M
- 16.66%
- 1Y
- 29.75%
- 3Y*
- 15.41%
- 5Y*
- 10.25%
- 10Y*
- —
ETDD.DE
- 1D
- 0.77%
- 1M
- 4.76%
- YTD
- 7.30%
- 6M
- 8.68%
- 1Y
- 15.81%
- 3Y*
- 15.57%
- 5Y*
- 11.54%
- 10Y*
- 10.39%
EJAP.DE vs. ETDD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EJAP.DE BNP Paribas Easy MSCI Japan ESG Filtered Min TE UCITS ETF | 16.87% | 11.73% | 14.53% | 16.88% | -12.11% | 10.01% | 5.26% | 22.39% | -93.57% | 9.12% |
ETDD.DE BNP Paribas Easy EURO STOXX 50 UCITS ETF | 7.30% | 22.10% | 10.81% | 22.48% | -8.67% | 23.67% | -2.97% | 29.87% | -12.20% | 9.80% |
Correlation
The correlation between EJAP.DE and ETDD.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2016 | 0.60 |
The correlation between EJAP.DE and ETDD.DE has been stable across timeframes, ranging from 0.52 to 0.61 - a consistent structural relationship.
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Return for Risk
EJAP.DE vs. ETDD.DE — Risk / Return Rank
EJAP.DE
ETDD.DE
EJAP.DE vs. ETDD.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 BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.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.
| EJAP.DE | ETDD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.18 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.86 | 1.44 | +1.43 |
| Martin ratioReturn relative to average drawdown | 9.27 | 4.89 | +4.38 |
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
| EJAP.DE | ETDD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 0.99 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.65 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.49 | 0.40 | -0.89 |
Drawdowns
EJAP.DE vs. ETDD.DE - Drawdown Comparison
The maximum EJAP.DE drawdown since its inception was -94.44%, which is greater than ETDD.DE's maximum drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for EJAP.DE and ETDD.DE.
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Drawdown Indicators
| EJAP.DE | ETDD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.44% | -38.45% | -55.99% |
Max Drawdown (1Y)Largest decline over 1 year | -10.34% | -10.95% | +0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -16.92% | -16.49% | -0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -18.42% | -23.26% | +4.84% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.45% | — |
Current DrawdownCurrent decline from peak | -86.65% | -0.45% | -86.20% |
Average DrawdownAverage peak-to-trough decline | -75.83% | -7.18% | -68.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 3.23% | -0.03% |
Volatility
EJAP.DE vs. ETDD.DE - Volatility Comparison
The current volatility for BNP Paribas Easy MSCI Japan ESG Filtered Min TE UCITS ETF (EJAP.DE) is 3.42%, while BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.DE) has a volatility of 5.00%. This indicates that EJAP.DE experiences smaller price fluctuations and is considered to be less risky than ETDD.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 | ETDD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 5.00% | -1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 15.03% | 12.97% | +2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.03% | 15.93% | +3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.64% | 17.55% | -0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.09% | 18.31% | +15.78% |
EJAP.DE vs. ETDD.DE - Expense Ratio Comparison
EJAP.DE has a 0.15% expense ratio, which is lower than ETDD.DE's 0.18% 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. ETDD.DE - Dividend Comparison
Neither EJAP.DE nor ETDD.DE has paid dividends to shareholders.
Frequently Asked Questions
EJAP.DE and ETDD.DE have a correlation of 0.61, 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 0.18% for ETDD.DE.
EJAP.DE is categorized as Japan Equities, while ETDD.DE is Europe Equities. EJAP.DE tracks MSCI Japan ESG Filtered Min TE, while ETDD.DE tracks EURO STOXX® 50. Their fees differ too: 0.15% for EJAP.DE and 0.18% for ETDD.DE.
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