ESJS.L vs. PRIJ.L

Last updated Jul 18, 2026

ESJS.L (Invesco MSCI Japan ESG Universal Screened UCITS ETF Acc) and PRIJ.L (Amundi Prime Japan UCITS ETF DR (D)) are both Japan Equities funds tracking the TOPIX TR JPY, from Invesco and Amundi respectively. Both are passively managed. Over the past 5 years, ESJS.L returned 9.73%/yr vs 9.54%/yr for PRIJ.L. With a 0.97 correlation, they move nearly in lockstep. ESJS.L charges 0.19%/yr vs 0.05%/yr for PRIJ.L.

Performance

ESJS.L vs. PRIJ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco MSCI Japan ESG Universal Screened UCITS ETF Acc (ESJS.L) and Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ESJS.L achieves a 14.30% return, which is significantly higher than PRIJ.L's 12.51% return.

ESJS.L

• 1D: -0.97%
• 1M: -3.72%
• 6M: 7.59%
• YTD: 14.30%
• 1Y: 32.76%
• 3Y*: 16.70%
• 5Y*: 9.73%
• 10Y*: —

PRIJ.L

• 1D: -1.97%
• 1M: -5.02%
• 6M: 6.07%
• YTD: 12.51%
• 1Y: 29.56%
• 3Y*: 15.17%
• 5Y*: 9.54%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ESJS.L vs. PRIJ.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
ESJS.L Invesco MSCI Japan ESG Universal Screened UCITS ETF Acc	14.30%	18.47%	9.64%	12.97%	-7.90%	-27.12%
PRIJ.L Amundi Prime Japan UCITS ETF DR (D)	12.51%	17.80%	9.02%	13.78%	-6.35%	0.98%

Correlation

The correlation between ESJS.L and PRIJ.L 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 Jan 8, 2021	0.97

The correlation between ESJS.L and PRIJ.L has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

ESJS.L vs. PRIJ.L - Sectors Allocation Comparison

Sectors	ESJS.L	PRIJ.L
Technology	25.5%	22.5%
Industrials	23.2%	23.7%
Financial Services	18.6%	17.2%
Consumer Cyclical	10.2%	11.7%
Communication Services	9.1%	7.9%
Healthcare	6.0%	5.3%
Basic Materials	2.5%	3.5%
Consumer Defensive	2.0%	3.8%
Real Estate	1.8%	2.6%
Energy	0.7%	0.7%
Utilities	0.4%	1.1%

Return for Risk

ESJS.L vs. PRIJ.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESJS.L

ESJS.L Risk / Return Rank: 74
ESJS.L Sharpe Ratio Rank: 73
ESJS.L Sortino Ratio Rank: 70
ESJS.L Omega Ratio Rank: 72
ESJS.L Calmar Ratio Rank: 81
ESJS.L Martin Ratio Rank: 72

PRIJ.L

PRIJ.L Risk / Return Rank: 61
PRIJ.L Sharpe Ratio Rank: 59
PRIJ.L Sortino Ratio Rank: 57
PRIJ.L Omega Ratio Rank: 60
PRIJ.L Calmar Ratio Rank: 69
PRIJ.L Martin Ratio Rank: 62

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ESJS.L vs. PRIJ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Japan ESG Universal Screened UCITS ETF Acc (ESJS.L) and Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L). 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.

	ESJS.L	PRIJ.L	Difference
Sharpe ratio: Return per unit of total volatility	1.76	1.53	+0.23
Sortino ratio: Return per unit of downside risk	2.43	2.15	+0.28
Omega ratio: Gain probability vs. loss probability	1.32	1.29	+0.03
Calmar ratio: Return relative to maximum drawdown	3.21	2.68	+0.53
Martin ratio: Return relative to average drawdown	9.71	8.32	+1.39

ESJS.L vs. PRIJ.L - Sharpe Ratio Comparison

The current ESJS.L Sharpe Ratio is 1.76, which is comparable to the PRIJ.L Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of ESJS.L and PRIJ.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ESJS.L vs. PRIJ.L - Drawdown Comparison

The maximum ESJS.L drawdown since its inception was -37.23%, which is greater than PRIJ.L's maximum drawdown of -24.45%. Use the drawdown chart below to compare losses from any high point for ESJS.L and PRIJ.L.

Drawdown Indicators

	ESJS.L	PRIJ.L	Difference
Max Drawdown Largest peak-to-trough decline	-37.23%	-24.45%	-12.78%
Max Drawdown (1Y) Largest decline over 1 year	-10.62%	-10.99%	+0.37%
Max Drawdown (3Y) Largest decline over 3 years	-14.59%	-12.98%	-1.61%
Max Drawdown (5Y) Largest decline over 5 years	-19.38%	-18.16%	-1.22%
Current Drawdown Current decline from peak	-6.10%	-6.68%	+0.58%
Average Drawdown Average peak-to-trough decline	-21.66%	-4.96%	-16.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.52%	3.54%	-0.02%

Volatility

ESJS.L vs. PRIJ.L - Volatility Comparison

Invesco MSCI Japan ESG Universal Screened UCITS ETF Acc (ESJS.L) has a higher volatility of 6.75% compared to Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) at 5.76%. This indicates that ESJS.L's price experiences larger fluctuations and is considered to be riskier than PRIJ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESJS.L	PRIJ.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.75%	5.76%	+0.99%
Volatility (6M) Calculated over the trailing 6-month period	15.89%	15.72%	+0.17%
Volatility (1Y) Calculated over the trailing 1-year period	19.35%	19.25%	+0.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.27%	15.82%	+0.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.00%	16.66%	+3.34%

ESJS.L vs. PRIJ.L - Expense Ratio Comparison

ESJS.L has a 0.19% expense ratio, which is higher than PRIJ.L'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

ESJS.L vs. PRIJ.L - Dividend Comparison

ESJS.L has not paid dividends to shareholders, while PRIJ.L's dividend yield for the trailing twelve months is around 1.57%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
ESJS.L Invesco MSCI Japan ESG Universal Screened UCITS ETF Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PRIJ.L Amundi Prime Japan UCITS ETF DR (D)	1.57%	1.76%	1.89%	1.89%	2.17%	1.81%	1.71%	1.89%

Frequently Asked Questions

Can I hold both ESJS.L and PRIJ.L in my portfolio?

With a correlation of 0.97, ESJS.L and PRIJ.L 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.

Which ETF is better, ESJS.L or PRIJ.L?

On fees, PRIJ.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ESJS.L or PRIJ.L?

PRIJ.L is cheaper with a 0.05% expense ratio, compared with 0.19% for ESJS.L.

What is the main difference between ESJS.L and PRIJ.L?

Both ETFs track TOPIX TR JPY. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.19% for ESJS.L and 0.05% for PRIJ.L.