FRCJ.DE vs. PR1J.DE
FRCJ.DE (UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis) and PR1J.DE (Amundi Prime Japan UCITS ETF DR (D)) are both Japan Equities funds - FRCJ.DE tracks the MSCI Japan SRI Low Carbon Select 5% Issuer Capped while PR1J.DE tracks the Solactive GBS Japan Large & Mid Cap. Both are passively managed. Over the past 5 years, FRCJ.DE returned 7.85%/yr vs 10.33%/yr for PR1J.DE. Their correlation of 0.91 suggests significant overlap in exposure. FRCJ.DE charges 0.19%/yr vs 0.05%/yr for PR1J.DE.
Performance
FRCJ.DE vs. PR1J.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 PR1J.DE's 18.36% 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%
PR1J.DE
- 1D
- -1.04%
- 1M
- 1.70%
- 6M
- 12.12%
- YTD
- 18.36%
- 1Y
- 37.16%
- 3Y*
- 17.21%
- 5Y*
- 10.33%
- 10Y*
- —
FRCJ.DE vs. PR1J.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 9.94% | 19.54% |
PR1J.DE Amundi Prime Japan UCITS ETF DR (D) | 18.36% | 12.92% | 13.38% | 16.35% | -11.58% | 10.23% | 5.10% | -99.07% |
Correlation
The correlation between FRCJ.DE and PR1J.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2019 | 0.91 |
The correlation between FRCJ.DE and PR1J.DE has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.
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Return for Risk
FRCJ.DE vs. PR1J.DE — Risk / Return Rank
FRCJ.DE
PR1J.DE
FRCJ.DE vs. PR1J.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 Prime Japan UCITS ETF DR (D) (PR1J.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 | PR1J.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.35 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 3.60 | -0.20 |
| Martin ratioReturn relative to average drawdown | 11.61 | 11.77 | -0.16 |
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Drawdowns
FRCJ.DE vs. PR1J.DE - Drawdown Comparison
The maximum FRCJ.DE drawdown since its inception was -26.67%, smaller than the maximum PR1J.DE drawdown of -99.34%. Use the drawdown chart below to compare losses from any high point for FRCJ.DE and PR1J.DE.
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Drawdown Indicators
| FRCJ.DE | PR1J.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.67% | -99.34% | +72.67% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -10.29% | -0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -16.98% | -16.25% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | -18.66% | -3.38% |
Max Drawdown (10Y)Largest decline over 10 years | -26.67% | — | — |
Current DrawdownCurrent decline from peak | -2.05% | -98.39% | +96.34% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -97.50% | +90.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 3.15% | -0.08% |
Volatility
FRCJ.DE vs. PR1J.DE - Volatility Comparison
UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (FRCJ.DE) and Amundi Prime Japan UCITS ETF DR (D) (PR1J.DE) have volatilities of 6.28% and 6.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRCJ.DE | PR1J.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 6.15% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 15.93% | -0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.00% | 19.72% | -0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.57% | 16.68% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 40.17% | -23.68% |
FRCJ.DE vs. PR1J.DE - Expense Ratio Comparison
FRCJ.DE has a 0.19% expense ratio, which is higher than PR1J.DE'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
FRCJ.DE vs. PR1J.DE - Dividend Comparison
FRCJ.DE's dividend yield for the trailing twelve months is around 0.98%, less than PR1J.DE's 1.48% 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% |
PR1J.DE Amundi Prime Japan UCITS ETF DR (D) | 1.48% | 1.75% | 1.91% | 1.90% | 2.21% | 1.80% | 1.73% | 1.87% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, FRCJ.DE and PR1J.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, PR1J.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PR1J.DE is cheaper with a 0.05% expense ratio, compared with 0.19% for FRCJ.DE.
FRCJ.DE tracks MSCI Japan SRI Low Carbon Select 5% Issuer Capped, while PR1J.DE tracks Solactive GBS Japan Large & Mid Cap. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.19% for FRCJ.DE and 0.05% for PR1J.DE.
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