EMNJ.DE vs. PR1J.DE
EMNJ.DE (iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist)) and PR1J.DE (Amundi Prime Japan UCITS ETF DR (D)) are both Japan Equities funds - EMNJ.DE tracks the MSCI Japan ESG Enhanced Focus CTB Index while PR1J.DE tracks the Solactive GBS Japan Large & Mid Cap. Both are passively managed. Over the past 5 years, EMNJ.DE returned 9.72%/yr vs 10.33%/yr for PR1J.DE. With a 0.98 correlation, they move nearly in lockstep. EMNJ.DE charges 0.15%/yr vs 0.05%/yr for PR1J.DE.
Performance
EMNJ.DE vs. PR1J.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EMNJ.DE achieves a 19.97% return, which is significantly higher than PR1J.DE's 18.36% return.
EMNJ.DE
- 1D
- -0.76%
- 1M
- 1.81%
- 6M
- 13.73%
- YTD
- 19.97%
- 1Y
- 39.88%
- 3Y*
- 16.68%
- 5Y*
- 9.72%
- 10Y*
- —
PR1J.DE
- 1D
- -1.04%
- 1M
- 1.70%
- 6M
- 12.12%
- YTD
- 18.36%
- 1Y
- 37.16%
- 3Y*
- 17.21%
- 5Y*
- 10.33%
- 10Y*
- —
EMNJ.DE vs. PR1J.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EMNJ.DE iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) | 19.97% | 12.87% | 10.79% | 16.08% | -13.34% | 9.71% | 5.81% | 3.88% |
PR1J.DE Amundi Prime Japan UCITS ETF DR (D) | 18.36% | 12.92% | 13.38% | 16.35% | -11.58% | 10.23% | 5.10% | -99.09% |
Correlation
The correlation between EMNJ.DE and PR1J.DE is 0.97 - 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 | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019 | 0.98 |
The correlation between EMNJ.DE and PR1J.DE has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
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Return for Risk
EMNJ.DE vs. PR1J.DE — Risk / Return Rank
EMNJ.DE
PR1J.DE
EMNJ.DE vs. PR1J.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EMNJ.DE) and Amundi Prime Japan UCITS ETF DR (D) (PR1J.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.
| EMNJ.DE | PR1J.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.35 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.71 | 3.60 | +0.12 |
| Martin ratioReturn relative to average drawdown | 12.48 | 11.77 | +0.71 |
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Drawdowns
EMNJ.DE vs. PR1J.DE - Drawdown Comparison
The maximum EMNJ.DE drawdown since its inception was -28.10%, smaller than the maximum PR1J.DE drawdown of -99.34%. Use the drawdown chart below to compare losses from any high point for EMNJ.DE and PR1J.DE.
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Drawdown Indicators
| EMNJ.DE | PR1J.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.10% | -99.34% | +71.24% |
Max Drawdown (1Y)Largest decline over 1 year | -10.70% | -10.29% | -0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -16.91% | -16.25% | -0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -19.91% | -18.66% | -1.25% |
Current DrawdownCurrent decline from peak | -2.74% | -98.39% | +95.65% |
Average DrawdownAverage peak-to-trough decline | -6.57% | -97.50% | +90.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 3.15% | +0.04% |
Volatility
EMNJ.DE vs. PR1J.DE - Volatility Comparison
iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EMNJ.DE) has a higher volatility of 6.67% compared to Amundi Prime Japan UCITS ETF DR (D) (PR1J.DE) at 6.15%. This indicates that EMNJ.DE's price experiences larger fluctuations and is considered to be riskier than PR1J.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMNJ.DE | PR1J.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.67% | 6.15% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 16.64% | 15.93% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.49% | 19.72% | +0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.02% | 16.68% | +0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.26% | 40.17% | -21.91% |
EMNJ.DE vs. PR1J.DE - Expense Ratio Comparison
EMNJ.DE has a 0.15% expense ratio, which is higher than PR1J.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
EMNJ.DE vs. PR1J.DE - Dividend Comparison
EMNJ.DE's dividend yield for the trailing twelve months is around 1.42%, less than PR1J.DE's 1.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EMNJ.DE iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) | 1.42% | 1.58% | 1.80% | 1.75% | 2.16% | 1.66% | 1.63% | 1.72% |
PR1J.DE Amundi Prime Japan UCITS ETF DR (D) | 1.48% | 1.75% | 1.91% | 1.90% | 2.21% | 1.80% | 1.73% | 1.87% |
Frequently Asked Questions
With a correlation of 0.97, EMNJ.DE and PR1J.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, PR1J.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PR1J.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for EMNJ.DE.
EMNJ.DE tracks MSCI Japan ESG Enhanced Focus CTB Index, while PR1J.DE tracks Solactive GBS Japan Large & Mid Cap. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for EMNJ.DE and 0.05% for PR1J.DE.
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