FRCJ.DE vs. JNHD.DE
FRCJ.DE (UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis) and JNHD.DE (Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist)) are both Japan Equities funds - FRCJ.DE tracks the MSCI Japan SRI Low Carbon Select 5% Issuer Capped while JNHD.DE tracks the MSCI Japan Index (EUR Hedged). Both are passively managed. Over the past 5 years, FRCJ.DE returned 7.85%/yr vs 19.63%/yr for JNHD.DE. A 0.78 correlation means they provide meaningful diversification when combined. FRCJ.DE charges 0.19%/yr vs 0.20%/yr for JNHD.DE.
Performance
FRCJ.DE vs. JNHD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FRCJ.DE achieves a 16.62% return, which is significantly lower than JNHD.DE's 20.87% return.
FRCJ.DE
- 1D
- -1.54%
- 1M
- 3.48%
- 6M
- 11.09%
- YTD
- 16.62%
- 1Y
- 35.68%
- 3Y*
- 15.30%
- 5Y*
- 7.85%
- 10Y*
- 7.71%
JNHD.DE
- 1D
- -1.07%
- 1M
- 0.64%
- 6M
- 13.68%
- YTD
- 20.87%
- 1Y
- 49.88%
- 3Y*
- 27.17%
- 5Y*
- 19.63%
- 10Y*
- —
FRCJ.DE vs. JNHD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FRCJ.DE UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis | 16.62% | 13.40% | 13.07% | 10.16% | -14.97% | 4.12% | 13.91% |
JNHD.DE Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) | 20.87% | 27.52% | 23.21% | 32.66% | -7.11% | 11.87% | 12.61% |
Correlation
The correlation between FRCJ.DE and JNHD.DE is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2020 | 0.78 |
The correlation between FRCJ.DE and JNHD.DE has been stable across timeframes, ranging from 0.77 to 0.85 - a consistent structural relationship.
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Return for Risk
FRCJ.DE vs. JNHD.DE — Risk / Return Rank
FRCJ.DE
JNHD.DE
FRCJ.DE vs. JNHD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (FRCJ.DE) and Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) (JNHD.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.
| FRCJ.DE | JNHD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.43 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 5.16 | -1.76 |
| Martin ratioReturn relative to average drawdown | 11.61 | 17.07 | -5.46 |
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Drawdowns
FRCJ.DE vs. JNHD.DE - Drawdown Comparison
The maximum FRCJ.DE drawdown since its inception was -26.67%, which is greater than JNHD.DE's maximum drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for FRCJ.DE and JNHD.DE.
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Drawdown Indicators
| FRCJ.DE | JNHD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.67% | -21.83% | -4.84% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -9.62% | -0.83% |
Max Drawdown (3Y)Largest decline over 3 years | -16.98% | -21.83% | +4.85% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | -21.83% | -0.21% |
Max Drawdown (10Y)Largest decline over 10 years | -26.67% | — | — |
Current DrawdownCurrent decline from peak | -2.05% | -3.25% | +1.20% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -4.16% | -3.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.91% | +0.16% |
Volatility
FRCJ.DE vs. JNHD.DE - Volatility Comparison
The current volatility for UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (FRCJ.DE) is 6.28%, while Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) (JNHD.DE) has a volatility of 6.77%. This indicates that FRCJ.DE experiences smaller price fluctuations and is considered to be less risky than JNHD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRCJ.DE | JNHD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 6.77% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 16.28% | -1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.00% | 20.83% | -1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.57% | 18.86% | -2.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 18.39% | -1.90% |
FRCJ.DE vs. JNHD.DE - Expense Ratio Comparison
FRCJ.DE has a 0.19% expense ratio, which is lower than JNHD.DE's 0.20% 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
FRCJ.DE vs. JNHD.DE - Dividend Comparison
FRCJ.DE's dividend yield for the trailing twelve months is around 0.98%, less than JNHD.DE's 1.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FRCJ.DE UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis | 0.98% | 1.78% | 1.62% | 1.59% | 1.82% | 1.31% | 1.40% | 1.44% | 1.61% | 1.43% | 1.26% |
JNHD.DE Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) | 1.50% | 1.82% | 1.85% | 1.72% | 2.52% | 1.83% | 0.78% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FRCJ.DE and JNHD.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FRCJ.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FRCJ.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for JNHD.DE.
FRCJ.DE tracks MSCI Japan SRI Low Carbon Select 5% Issuer Capped, while JNHD.DE tracks MSCI Japan Index (EUR Hedged). They also come from different issuers: UBS and Amundi. Their fees differ too: 0.19% for FRCJ.DE and 0.20% for JNHD.DE.
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