EUNN.DE vs. JARI.DE
EUNN.DE (iShares Core MSCI Japan IMI UCITS ETF) and JARI.DE (Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C)) are both Japan Equities funds - EUNN.DE tracks the MSCI Japan IMI while JARI.DE tracks the TOPIX TR JPY. Both are passively managed. Over the past 5 years, EUNN.DE returned 9.85%/yr vs 1.52%/yr for JARI.DE. Their correlation of 0.92 suggests significant overlap in exposure. EUNN.DE charges 0.12%/yr vs 0.18%/yr for JARI.DE.
Performance
EUNN.DE vs. JARI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUNN.DE achieves a 16.53% return, which is significantly higher than JARI.DE's 3.03% return.
EUNN.DE
- 1D
- -0.27%
- 1M
- 3.50%
- YTD
- 16.53%
- 6M
- 16.81%
- 1Y
- 31.22%
- 3Y*
- 15.47%
- 5Y*
- 9.85%
- 10Y*
- 9.05%
JARI.DE
- 1D
- -0.26%
- 1M
- 2.27%
- YTD
- 3.03%
- 6M
- 2.83%
- 1Y
- 10.29%
- 3Y*
- 1.75%
- 5Y*
- 1.52%
- 10Y*
- —
EUNN.DE vs. JARI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 16.53% | 13.46% | 12.90% | 15.16% | -11.47% | 9.25% | 10.10% |
JARI.DE Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) | 3.03% | 5.73% | 2.11% | 6.93% | -15.65% | 8.08% | 13.58% |
Correlation
The correlation between EUNN.DE and JARI.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2020 | 0.92 |
The correlation between EUNN.DE and JARI.DE has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
EUNN.DE vs. JARI.DE — Risk / Return Rank
EUNN.DE
JARI.DE
EUNN.DE vs. JARI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) and Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.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.
| EUNN.DE | JARI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.11 | ||
| Sortino ratioReturn per unit of downside risk | +1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.11 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 0.97 | +2.16 |
| Martin ratioReturn relative to average drawdown | 10.51 | 2.81 | +7.71 |
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
| EUNN.DE | JARI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 0.57 | +1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.09 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.24 | +0.30 |
Drawdowns
EUNN.DE vs. JARI.DE - Drawdown Comparison
The maximum EUNN.DE drawdown since its inception was -28.55%, which is greater than JARI.DE's maximum drawdown of -23.16%. Use the drawdown chart below to compare losses from any high point for EUNN.DE and JARI.DE.
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Drawdown Indicators
| EUNN.DE | JARI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.55% | -23.16% | -5.39% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -10.21% | +0.63% |
Max Drawdown (3Y)Largest decline over 3 years | -15.81% | -15.32% | -0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -19.41% | -23.16% | +3.75% |
Max Drawdown (10Y)Largest decline over 10 years | -28.55% | — | — |
Current DrawdownCurrent decline from peak | -0.27% | -5.68% | +5.41% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -11.49% | +4.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 3.55% | -0.69% |
Volatility
EUNN.DE vs. JARI.DE - Volatility Comparison
The current volatility for iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) is 3.16%, while Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.DE) has a volatility of 3.56%. This indicates that EUNN.DE experiences smaller price fluctuations and is considered to be less risky than JARI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUNN.DE | JARI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 3.56% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 14.05% | +0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.97% | 17.57% | +0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 16.04% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 15.89% | +0.19% |
EUNN.DE vs. JARI.DE - Expense Ratio Comparison
EUNN.DE has a 0.12% expense ratio, which is lower than JARI.DE's 0.18% 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
EUNN.DE vs. JARI.DE - Dividend Comparison
Neither EUNN.DE nor JARI.DE has paid dividends to shareholders.
Frequently Asked Questions
EUNN.DE and JARI.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUNN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUNN.DE is cheaper with a 0.12% expense ratio, compared with 0.18% for JARI.DE.
EUNN.DE tracks MSCI Japan IMI, while JARI.DE tracks TOPIX TR JPY. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.12% for EUNN.DE and 0.18% for JARI.DE.
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