EJAP.DE vs. JNHD.DE
EJAP.DE (BNP Paribas Easy MSCI Japan ESG Filtered Min TE UCITS ETF) and JNHD.DE (Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist)) are both Japan Equities funds - EJAP.DE tracks the MSCI Japan ESG Filtered Min TE while JNHD.DE tracks the MSCI Japan Index (EUR Hedged). Both are passively managed. Over the past 5 years, EJAP.DE returned 10.51%/yr vs 19.63%/yr for JNHD.DE. Their correlation of 0.83 suggests significant overlap in exposure. EJAP.DE charges 0.15%/yr vs 0.20%/yr for JNHD.DE.
Performance
EJAP.DE vs. JNHD.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EJAP.DE achieves a 19.26% return, which is significantly lower than JNHD.DE's 20.87% 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%
JNHD.DE
- 1D
- -1.07%
- 1M
- 0.64%
- 6M
- 13.68%
- YTD
- 20.87%
- 1Y
- 49.88%
- 3Y*
- 27.17%
- 5Y*
- 19.63%
- 10Y*
- —
EJAP.DE vs. JNHD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% | 10.07% |
JNHD.DE Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) | 20.87% | 27.52% | 23.21% | 32.66% | -7.11% | 11.87% | 12.61% |
Correlation
The correlation between EJAP.DE and JNHD.DE is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2020 | 0.83 |
The correlation between EJAP.DE and JNHD.DE shifts across timeframes, from 0.82 (5 years) to 0.92 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EJAP.DE vs. JNHD.DE — Risk / Return Rank
EJAP.DE
JNHD.DE
EJAP.DE vs. JNHD.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 Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) (JNHD.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 | JNHD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.43 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.64 | 5.16 | -1.52 |
| Martin ratioReturn relative to average drawdown | 11.76 | 17.07 | -5.31 |
Loading charts...
Drawdowns
EJAP.DE vs. JNHD.DE - Drawdown Comparison
The maximum EJAP.DE drawdown since its inception was -99.96%, which is greater than JNHD.DE's maximum drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for EJAP.DE and JNHD.DE.
Loading charts...
Drawdown Indicators
| EJAP.DE | JNHD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.96% | -21.83% | -78.13% |
Max Drawdown (1Y)Largest decline over 1 year | -10.33% | -9.62% | -0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -16.93% | -21.83% | +4.90% |
Max Drawdown (5Y)Largest decline over 5 years | -18.46% | -21.83% | +3.37% |
Max Drawdown (10Y)Largest decline over 10 years | -99.96% | — | — |
Current DrawdownCurrent decline from peak | -86.38% | -3.25% | -83.13% |
Average DrawdownAverage peak-to-trough decline | -51.64% | -4.16% | -47.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.91% | +0.30% |
Volatility
EJAP.DE vs. JNHD.DE - Volatility Comparison
BNP Paribas Easy MSCI Japan ESG Filtered Min TE UCITS ETF (EJAP.DE) and Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) (JNHD.DE) have volatilities of 6.64% and 6.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EJAP.DE | JNHD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.64% | 6.77% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 16.22% | 16.28% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.00% | 20.83% | -0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.84% | 18.86% | -2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6,122.77% | 18.39% | +6,104.38% |
EJAP.DE vs. JNHD.DE - Expense Ratio Comparison
EJAP.DE has a 0.15% expense ratio, which is lower than JNHD.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. JNHD.DE - Dividend Comparison
EJAP.DE has not paid dividends to shareholders, while JNHD.DE's dividend yield for the trailing twelve months is around 1.50%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
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% |
JNHD.DE Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) | 1.50% | 1.82% | 1.85% | 1.72% | 2.52% | 1.83% | 0.78% |
Frequently Asked Questions
With a correlation of 0.92, EJAP.DE and JNHD.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, 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 JNHD.DE.
EJAP.DE tracks MSCI Japan ESG Filtered Min TE, while JNHD.DE tracks MSCI Japan Index (EUR Hedged). They also come from different issuers: BNP Paribas and Amundi. Their fees differ too: 0.15% for EJAP.DE and 0.20% for JNHD.DE.
Find the right allocation for EJAP.DE and JNHD.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer