ETDD.DE vs. JSRI.DE
ETDD.DE (BNP Paribas Easy EURO STOXX 50 UCITS ETF) and JSRI.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis) are both exchange-traded funds - ETDD.DE is a Europe Equities fund tracking the EURO STOXX® 50, while JSRI.DE is a Japan Equities fund tracking the MSCI Japan SRI S-Series PAB 5% Capped. Both are passively managed. Over the past 5 years, ETDD.DE returned 11.54%/yr vs 2.34%/yr for JSRI.DE. A 0.57 correlation means they provide meaningful diversification when combined. ETDD.DE charges 0.18%/yr vs 0.25%/yr for JSRI.DE.
Performance
ETDD.DE vs. JSRI.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with ETDD.DE having a 7.30% return and JSRI.DE slightly lower at 7.00%.
ETDD.DE
- 1D
- 0.77%
- 1M
- 2.03%
- YTD
- 7.30%
- 6M
- 8.63%
- 1Y
- 15.73%
- 3Y*
- 15.57%
- 5Y*
- 11.54%
- 10Y*
- 10.39%
JSRI.DE
- 1D
- -0.56%
- 1M
- 1.55%
- YTD
- 7.00%
- 6M
- 7.08%
- 1Y
- 11.44%
- 3Y*
- 2.63%
- 5Y*
- 2.34%
- 10Y*
- —
ETDD.DE vs. JSRI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -11.87% |
JSRI.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis | 7.00% | 3.81% | 1.12% | 10.63% | -16.21% | 6.00% | 9.71% | 26.10% | -8.97% |
Correlation
The correlation between ETDD.DE and JSRI.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2018 | 0.57 |
The correlation between ETDD.DE and JSRI.DE has been stable across timeframes, ranging from 0.47 to 0.57 - a consistent structural relationship.
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Return for Risk
ETDD.DE vs. JSRI.DE — Risk / Return Rank
ETDD.DE
JSRI.DE
ETDD.DE vs. JSRI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.DE) and BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.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.
| ETDD.DE | JSRI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.12 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 0.98 | +0.45 |
| Martin ratioReturn relative to average drawdown | 4.89 | 2.86 | +2.02 |
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
| ETDD.DE | JSRI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 0.59 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.15 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.24 | +0.16 |
Drawdowns
ETDD.DE vs. JSRI.DE - Drawdown Comparison
The maximum ETDD.DE drawdown since its inception was -38.45%, which is greater than JSRI.DE's maximum drawdown of -26.30%. Use the drawdown chart below to compare losses from any high point for ETDD.DE and JSRI.DE.
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Drawdown Indicators
| ETDD.DE | JSRI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.45% | -26.30% | -12.15% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -10.41% | -0.54% |
Max Drawdown (3Y)Largest decline over 3 years | -16.49% | -16.33% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -23.26% | -22.37% | -0.89% |
Max Drawdown (10Y)Largest decline over 10 years | -38.45% | — | — |
Current DrawdownCurrent decline from peak | -0.45% | -2.61% | +2.16% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -9.43% | +2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.59% | -0.36% |
Volatility
ETDD.DE vs. JSRI.DE - Volatility Comparison
BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.DE) has a higher volatility of 5.00% compared to BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.DE) at 3.40%. This indicates that ETDD.DE's price experiences larger fluctuations and is considered to be riskier than JSRI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETDD.DE | JSRI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 3.40% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 12.97% | 13.83% | -0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.93% | 17.46% | -1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 15.85% | +1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 16.77% | +1.54% |
ETDD.DE vs. JSRI.DE - Expense Ratio Comparison
ETDD.DE has a 0.18% expense ratio, which is lower than JSRI.DE's 0.25% 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
ETDD.DE vs. JSRI.DE - Dividend Comparison
ETDD.DE has not paid dividends to shareholders, while JSRI.DE's dividend yield for the trailing twelve months is around 2.44%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
ETDD.DE BNP Paribas Easy EURO STOXX 50 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JSRI.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis | 2.44% | 1.91% | 1.85% | 4.41% | 2.87% | 1.71% | 2.06% | 2.03% |
Frequently Asked Questions
ETDD.DE and JSRI.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ETDD.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ETDD.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for JSRI.DE.
ETDD.DE is categorized as Europe Equities, while JSRI.DE is Japan Equities. ETDD.DE tracks EURO STOXX® 50, while JSRI.DE tracks MSCI Japan SRI S-Series PAB 5% Capped. Their fees differ too: 0.18% for ETDD.DE and 0.25% for JSRI.DE.
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