EJAP.DE vs. JPNH.DE
EJAP.DE (BNP Paribas Easy MSCI Japan ESG Filtered Min TE UCITS ETF) and JPNH.DE (Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist)) are both Japan Equities funds - EJAP.DE tracks the MSCI Japan ESG Filtered Min TE while JPNH.DE tracks the TOPIX Index (EUR Hedged). Both are passively managed. Over the past 10 years, EJAP.DE returned 8.72%/yr vs 13.42%/yr for JPNH.DE. A 0.71 correlation means they provide meaningful diversification when combined. EJAP.DE charges 0.15%/yr vs 0.45%/yr for JPNH.DE.
Performance
EJAP.DE vs. JPNH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EJAP.DE achieves a 15.22% return, which is significantly lower than JPNH.DE's 16.56% return. Over the past 10 years, EJAP.DE has underperformed JPNH.DE with an annualized return of 8.72%, while JPNH.DE has yielded a comparatively higher 13.42% annualized return.
EJAP.DE
- 1D
- -2.53%
- 1M
- -4.33%
- 6M
- 8.01%
- YTD
- 15.22%
- 1Y
- 31.64%
- 3Y*
- 15.45%
- 5Y*
- 9.75%
- 10Y*
- 8.72%
JPNH.DE
- 1D
- -2.24%
- 1M
- -2.67%
- 6M
- 9.41%
- YTD
- 16.56%
- 1Y
- 42.09%
- 3Y*
- 24.65%
- 5Y*
- 18.61%
- 10Y*
- 13.42%
EJAP.DE vs. JPNH.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 | 15.22% | 11.71% | 14.53% | 16.90% | -12.15% | 10.08% | 5.26% | 22.36% | -93.57% | 299,592.41% |
JPNH.DE Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist) | 16.56% | 27.75% | 21.23% | 32.08% | -4.87% | 10.85% | 5.84% | 15.91% | -17.82% | 20.38% |
Correlation
The correlation between EJAP.DE and JPNH.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 (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Apr 25, 2013 | 0.71 |
Over the past year, EJAP.DE and JPNH.DE have become more correlated (0.92) than their long-term average of 0.71, meaning their price movements have been converging.
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Return for Risk
EJAP.DE vs. JPNH.DE — Risk / Return Rank
EJAP.DE
JPNH.DE
EJAP.DE vs. JPNH.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 Japan TOPIX II UCITS ETF EUR Hedged (Dist) (JPNH.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 | JPNH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.39 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 4.16 | -1.11 |
| Martin ratioReturn relative to average drawdown | 9.71 | 14.64 | -4.93 |
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Drawdowns
EJAP.DE vs. JPNH.DE - Drawdown Comparison
The maximum EJAP.DE drawdown since its inception was -99.96%, which is greater than JPNH.DE's maximum drawdown of -36.52%. Use the drawdown chart below to compare losses from any high point for EJAP.DE and JPNH.DE.
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Drawdown Indicators
| EJAP.DE | JPNH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.96% | -36.52% | -63.44% |
Max Drawdown (1Y)Largest decline over 1 year | -10.33% | -10.08% | -0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -16.93% | -20.72% | +3.79% |
Max Drawdown (5Y)Largest decline over 5 years | -18.46% | -20.72% | +2.26% |
Max Drawdown (10Y)Largest decline over 10 years | -99.96% | -36.52% | -63.44% |
Current DrawdownCurrent decline from peak | -86.84% | -4.32% | -82.52% |
Average DrawdownAverage peak-to-trough decline | -51.65% | -7.95% | -43.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.87% | +0.38% |
Volatility
EJAP.DE vs. JPNH.DE - Volatility Comparison
BNP Paribas Easy MSCI Japan ESG Filtered Min TE UCITS ETF (EJAP.DE) has a higher volatility of 6.68% compared to Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist) (JPNH.DE) at 5.93%. This indicates that EJAP.DE's price experiences larger fluctuations and is considered to be riskier than JPNH.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 | JPNH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 5.93% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 16.45% | 15.63% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.18% | 19.58% | +0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 18.07% | -1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6,120.35% | 18.18% | +6,102.17% |
EJAP.DE vs. JPNH.DE - Expense Ratio Comparison
EJAP.DE has a 0.15% expense ratio, which is lower than JPNH.DE's 0.45% expense ratio.
Dividends
EJAP.DE vs. JPNH.DE - Dividend Comparison
EJAP.DE has not paid dividends to shareholders, while JPNH.DE's dividend yield for the trailing twelve months is around 0.76%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% |
JPNH.DE Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist) | 0.76% | 0.89% | 1.52% | 1.29% | 1.66% | 1.33% | 1.09% | 1.93% | 1.89% | 1.36% | 1.96% | 1.84% |
Frequently Asked Questions
With a correlation of 0.92, EJAP.DE and JPNH.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 0.45% for JPNH.DE.
EJAP.DE tracks MSCI Japan ESG Filtered Min TE, while JPNH.DE tracks TOPIX Index (EUR Hedged). They also come from different issuers: BNP Paribas and Amundi. Their fees differ too: 0.15% for EJAP.DE and 0.45% for JPNH.DE.
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