FRCJ.DE vs. PRAJ.DE
FRCJ.DE (UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis) and PRAJ.DE (Amundi Prime Japan UCITS ETF) are both Japan Equities funds - FRCJ.DE tracks the MSCI Japan SRI Low Carbon Select 5% Issuer Capped while PRAJ.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 10.34%/yr for PRAJ.DE. Their correlation of 0.94 suggests significant overlap in exposure. FRCJ.DE charges 0.19%/yr vs 0.05%/yr for PRAJ.DE.
Performance
FRCJ.DE vs. PRAJ.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 PRAJ.DE's 18.35% 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%
PRAJ.DE
- 1D
- -1.06%
- 1M
- 1.72%
- 6M
- 12.18%
- YTD
- 18.35%
- 1Y
- 37.22%
- 3Y*
- 17.23%
- 5Y*
- 10.34%
- 10Y*
- —
FRCJ.DE vs. PRAJ.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% | 8.74% |
PRAJ.DE Amundi Prime Japan UCITS ETF | 18.35% | 12.81% | 13.75% | 16.27% | -11.68% | 10.20% | -99.15% |
Correlation
The correlation between FRCJ.DE and PRAJ.DE is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2020 | 0.94 |
The correlation between FRCJ.DE and PRAJ.DE has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
FRCJ.DE vs. PRAJ.DE — Risk / Return Rank
FRCJ.DE
PRAJ.DE
FRCJ.DE vs. PRAJ.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 (PRAJ.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 | PRAJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.36 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 3.81 | -0.42 |
| Martin ratioReturn relative to average drawdown | 11.61 | 12.39 | -0.79 |
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Drawdowns
FRCJ.DE vs. PRAJ.DE - Drawdown Comparison
The maximum FRCJ.DE drawdown since its inception was -26.67%, smaller than the maximum PRAJ.DE drawdown of -99.42%. Use the drawdown chart below to compare losses from any high point for FRCJ.DE and PRAJ.DE.
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Drawdown Indicators
| FRCJ.DE | PRAJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.67% | -99.42% | +72.75% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -9.72% | -0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -16.98% | -16.82% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | -18.65% | -3.39% |
Max Drawdown (10Y)Largest decline over 10 years | -26.67% | — | — |
Current DrawdownCurrent decline from peak | -2.05% | -98.54% | +96.49% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -98.79% | +91.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 3.00% | +0.07% |
Volatility
FRCJ.DE vs. PRAJ.DE - Volatility Comparison
UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (FRCJ.DE) has a higher volatility of 6.28% compared to Amundi Prime Japan UCITS ETF (PRAJ.DE) at 5.88%. This indicates that FRCJ.DE's price experiences larger fluctuations and is considered to be riskier than PRAJ.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 | PRAJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 5.88% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 15.47% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.00% | 19.20% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.57% | 16.70% | -0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 42.70% | -26.21% |
FRCJ.DE vs. PRAJ.DE - Expense Ratio Comparison
FRCJ.DE has a 0.19% expense ratio, which is higher than PRAJ.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. PRAJ.DE - Dividend Comparison
FRCJ.DE's dividend yield for the trailing twelve months is around 0.98%, while PRAJ.DE has not paid dividends to shareholders.
| 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% |
PRAJ.DE Amundi Prime Japan UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, FRCJ.DE and PRAJ.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, PRAJ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRAJ.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 PRAJ.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 PRAJ.DE.
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