EUNN.DE vs. JSRI.DE
EUNN.DE (iShares Core MSCI Japan IMI UCITS ETF) and JSRI.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis) are both Japan Equities funds - EUNN.DE tracks the MSCI Japan IMI while JSRI.DE tracks the MSCI Japan SRI S-Series PAB 5% Capped. Both are passively managed. Over the past 5 years, EUNN.DE returned 9.85%/yr vs 2.34%/yr for JSRI.DE. Their correlation of 0.94 suggests significant overlap in exposure. EUNN.DE charges 0.12%/yr vs 0.25%/yr for JSRI.DE.
Performance
EUNN.DE vs. JSRI.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 JSRI.DE's 7.00% 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%
JSRI.DE
- 1D
- -0.56%
- 1M
- 1.55%
- YTD
- 7.00%
- 6M
- 7.08%
- 1Y
- 11.44%
- 3Y*
- 2.63%
- 5Y*
- 2.34%
- 10Y*
- —
EUNN.DE vs. JSRI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 16.53% | 13.46% | 12.90% | 15.16% | -11.47% | 9.25% | 4.10% | 22.24% | -8.72% |
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 EUNN.DE and JSRI.DE is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2018 | 0.94 |
The correlation between EUNN.DE and JSRI.DE has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
EUNN.DE vs. JSRI.DE — Risk / Return Rank
EUNN.DE
JSRI.DE
EUNN.DE vs. JSRI.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 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.
| EUNN.DE | JSRI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.09 | ||
| Sortino ratioReturn per unit of downside risk | +1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.12 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 0.98 | +2.15 |
| Martin ratioReturn relative to average drawdown | 10.51 | 2.86 | +7.65 |
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 | JSRI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 0.59 | +1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.15 | +0.46 |
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 | +0.29 |
Drawdowns
EUNN.DE vs. JSRI.DE - Drawdown Comparison
The maximum EUNN.DE drawdown since its inception was -28.55%, 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 EUNN.DE and JSRI.DE.
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Drawdown Indicators
| EUNN.DE | JSRI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.55% | -26.30% | -2.25% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -10.41% | +0.83% |
Max Drawdown (3Y)Largest decline over 3 years | -15.81% | -16.33% | +0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -19.41% | -22.37% | +2.96% |
Max Drawdown (10Y)Largest decline over 10 years | -28.55% | — | — |
Current DrawdownCurrent decline from peak | -0.27% | -2.61% | +2.34% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -9.43% | +2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 3.59% | -0.73% |
Volatility
EUNN.DE vs. JSRI.DE - Volatility Comparison
The current volatility for iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) is 3.16%, while BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.DE) has a volatility of 3.40%. This indicates that EUNN.DE experiences smaller price fluctuations and is considered to be less risky 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
| EUNN.DE | JSRI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 3.40% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 13.83% | +0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.97% | 17.46% | +0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 15.85% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 16.77% | -0.69% |
EUNN.DE vs. JSRI.DE - Expense Ratio Comparison
EUNN.DE has a 0.12% 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
EUNN.DE vs. JSRI.DE - Dividend Comparison
EUNN.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 |
|---|---|---|---|---|---|---|---|---|
EUNN.DE iShares Core MSCI Japan IMI 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
With a correlation of 0.90, EUNN.DE and JSRI.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, 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 0.25% for JSRI.DE.
EUNN.DE tracks MSCI Japan IMI, while JSRI.DE tracks MSCI Japan SRI S-Series PAB 5% Capped. They also come from different issuers: iShares and BNP Paribas. Their fees differ too: 0.12% for EUNN.DE and 0.25% for JSRI.DE.
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