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HPJS.L vs. JARI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HPJS.L vs. JARI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC MSCI Japan Climate Paris Aligned UCITS ETF (HPJS.L) and Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HPJS.L is traded in GBP, while JARI.L is traded in GBp. To make them comparable, the JARI.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, HPJS.L achieves a 8.46% return, which is significantly higher than JARI.L's 2.58% return.


HPJS.L

1D
-1.17%
1M
3.06%
YTD
8.46%
6M
6.41%
1Y
25.00%
3Y*
7.09%
5Y*
10Y*

JARI.L

1D
-0.40%
1M
4.23%
YTD
2.58%
6M
1.49%
1Y
12.60%
3Y*
1.77%
5Y*
1.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HPJS.L vs. JARI.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HPJS.L
HSBC MSCI Japan Climate Paris Aligned UCITS ETF
8.46%14.99%-1.51%9.90%-15.00%-3.14%
JARI.L
Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C)
2.58%10.15%-2.37%5.00%-10.79%-3.44%

Correlation

The correlation between HPJS.L and JARI.L is 0.83, 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

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2021

0.77

The correlation between HPJS.L and JARI.L has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.

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Return for Risk

HPJS.L vs. JARI.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HPJS.L
HPJS.L Risk / Return Rank: 4141
Overall Rank
HPJS.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
HPJS.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
HPJS.L Omega Ratio Rank: 4040
Omega Ratio Rank
HPJS.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
HPJS.L Martin Ratio Rank: 4343
Martin Ratio Rank

JARI.L
JARI.L Risk / Return Rank: 2323
Overall Rank
JARI.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
JARI.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
JARI.L Omega Ratio Rank: 2222
Omega Ratio Rank
JARI.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
JARI.L Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HPJS.L vs. JARI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI Japan Climate Paris Aligned UCITS ETF (HPJS.L) and Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.L). 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.


HPJS.LJARI.LDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.96

Omega ratioGain probability vs. loss probability

1.25

1.14

+0.11

Calmar ratioReturn relative to maximum drawdown

2.04

1.20

+0.84

Martin ratioReturn relative to average drawdown

6.70

3.31

+3.39

HPJS.L vs. JARI.L - Sharpe Ratio Comparison

The current HPJS.L Sharpe Ratio is 1.35, which is higher than the JARI.L Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of HPJS.L and JARI.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HPJS.LJARI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

0.72

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.02

+0.13

Drawdowns

HPJS.L vs. JARI.L - Drawdown Comparison

The maximum HPJS.L drawdown since its inception was -24.65%, which is greater than JARI.L's maximum drawdown of -22.78%. Use the drawdown chart below to compare losses from any high point for HPJS.L and JARI.L.


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Drawdown Indicators


HPJS.LJARI.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.65%

-22.78%

-1.87%

Max Drawdown (1Y)

Largest decline over 1 year

-12.22%

-10.47%

-1.75%

Max Drawdown (3Y)

Largest decline over 3 years

-17.24%

-14.89%

-2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

Current Drawdown

Current decline from peak

-1.70%

-4.56%

+2.86%

Average Drawdown

Average peak-to-trough decline

-11.45%

-12.30%

+0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

3.80%

-0.08%

Volatility

HPJS.L vs. JARI.L - Volatility Comparison

HSBC MSCI Japan Climate Paris Aligned UCITS ETF (HPJS.L) has a higher volatility of 4.72% compared to Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.L) at 4.18%. This indicates that HPJS.L's price experiences larger fluctuations and is considered to be riskier than JARI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HPJS.LJARI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

4.18%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

14.68%

13.96%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

18.43%

17.35%

+1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.94%

17.35%

-1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.94%

17.73%

-1.79%

HPJS.L vs. JARI.L - Expense Ratio Comparison

Both HPJS.L and JARI.L have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

HPJS.L vs. JARI.L - Dividend Comparison

Neither HPJS.L nor JARI.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HPJS.L and JARI.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

HPJS.L and JARI.L have the same expense ratio: 0.18% per year.

Both ETFs track TOPIX TR JPY. They also come from different issuers: HSBC and Amundi.

Portfolio Optimizer

Find the right allocation for HPJS.L and JARI.L

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