HSJD.L vs. JARI.L
HSJD.L (HSBC Japan Screened Equity UCITS ETF) and JARI.L (Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C)) are both Japan Equities funds - HSJD.L tracks the HSBC Japan Screened Equity UCITS ETF while JARI.L tracks the TOPIX TR JPY. Both are passively managed. Over the past 5 years, HSJD.L returned 10.56%/yr vs 1.86%/yr for JARI.L. Their correlation of 0.86 suggests significant overlap in exposure. Both charge a 0.18% expense ratio.
Performance
HSJD.L vs. JARI.L - Performance Comparison
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Different Trading Currencies
HSJD.L is traded in USD, while JARI.L is traded in GBp. To make them comparable, the JARI.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, HSJD.L achieves a 13.03% return, which is significantly higher than JARI.L's 7.85% return.
HSJD.L
- 1D
- -0.70%
- 1M
- 0.36%
- 6M
- 6.81%
- YTD
- 13.03%
- 1Y
- 34.57%
- 3Y*
- 19.20%
- 5Y*
- 10.56%
- 10Y*
- —
JARI.L
- 1D
- -0.75%
- 1M
- 4.30%
- 6M
- 3.97%
- YTD
- 7.85%
- 1Y
- 20.66%
- 3Y*
- 6.48%
- 5Y*
- 1.86%
- 10Y*
- —
HSJD.L vs. JARI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HSJD.L HSBC Japan Screened Equity UCITS ETF | 13.03% | 26.99% | 12.16% | 19.62% | -15.38% | 3.24% | 14.90% |
JARI.L Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) | 7.85% | 18.35% | -3.91% | 10.54% | -20.32% | -28.83% | 20.42% |
Correlation
The correlation between HSJD.L and JARI.L 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 | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020 | 0.86 |
The correlation between HSJD.L and JARI.L has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.
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Return for Risk
HSJD.L vs. JARI.L — Risk / Return Rank
HSJD.L
JARI.L
HSJD.L vs. JARI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC Japan Screened Equity UCITS ETF (HSJD.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.
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.
| HSJD.L | JARI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.20 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 1.69 | +0.71 |
| Martin ratioReturn relative to average drawdown | 7.22 | 4.69 | +2.53 |
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Drawdowns
HSJD.L vs. JARI.L - Drawdown Comparison
The maximum HSJD.L drawdown since its inception was -30.50%, smaller than the maximum JARI.L drawdown of -52.48%. Use the drawdown chart below to compare losses from any high point for HSJD.L and JARI.L.
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Drawdown Indicators
| HSJD.L | JARI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.50% | -52.48% | +21.98% |
Max Drawdown (1Y)Largest decline over 1 year | -14.22% | -12.14% | -2.08% |
Max Drawdown (3Y)Largest decline over 3 years | -14.22% | -15.93% | +1.71% |
Max Drawdown (5Y)Largest decline over 5 years | -30.50% | -35.12% | +4.62% |
Current DrawdownCurrent decline from peak | -1.89% | -28.28% | +26.39% |
Average DrawdownAverage peak-to-trough decline | -7.51% | -37.33% | +29.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.76% | 4.40% | +0.36% |
Volatility
HSJD.L vs. JARI.L - Volatility Comparison
The current volatility for HSBC Japan Screened Equity UCITS ETF (HSJD.L) is 5.22%, while Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.L) has a volatility of 5.67%. This indicates that HSJD.L experiences smaller price fluctuations and is considered to be less risky 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
| HSJD.L | JARI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 5.67% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 17.25% | 15.58% | +1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.97% | 19.46% | +1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.40% | 17.45% | +0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.91% | 21.64% | -3.73% |
HSJD.L vs. JARI.L - Expense Ratio Comparison
Both HSJD.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
HSJD.L vs. JARI.L - Dividend Comparison
Neither HSJD.L nor JARI.L has paid dividends to shareholders.
Frequently Asked Questions
HSJD.L and JARI.L 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.
Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
HSJD.L and JARI.L have the same expense ratio: 0.18% per year.
HSJD.L tracks HSBC Japan Screened Equity UCITS ETF, while JARI.L tracks TOPIX TR JPY. They also come from different issuers: HSBC and Amundi.
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