HSJP.L vs. PRIJ.L
Compare and contrast key facts about HSBC Japan Sustainable Equity UCITS ETF USD (HSJP.L) and Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L).
HSJP.L and PRIJ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HSJP.L is a passively managed fund by HSBC that tracks the performance of the TOPIX TR JPY. It was launched on Jun 4, 2020. PRIJ.L is a passively managed fund by Amundi Luxembourg S.A. that tracks the performance of the TOPIX TR JPY. It was launched on Jan 30, 2019. Both HSJP.L and PRIJ.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HSJP.L or PRIJ.L.
Key characteristics
| HSJP.L | PRIJ.L | |
|---|---|---|
| YTD Return | 9.99% | 6.80% |
| 1Y Return | 12.64% | 10.83% |
| 3Y Return (Ann) | 4.20% | 3.04% |
| Sharpe Ratio | 0.77 | 0.69 |
| Sortino Ratio | 1.12 | 1.00 |
| Omega Ratio | 1.16 | 1.14 |
| Calmar Ratio | 0.97 | 0.85 |
| Martin Ratio | 3.29 | 2.44 |
| Ulcer Index | 3.83% | 4.40% |
| Daily Std Dev | 16.30% | 15.46% |
| Max Drawdown | -16.22% | -24.45% |
| Current Drawdown | -4.00% | -5.40% |
Correlation
The correlation between HSJP.L and PRIJ.L is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
HSJP.L vs. PRIJ.L - Performance Comparison
In the year-to-date period, HSJP.L achieves a 9.99% return, which is significantly higher than PRIJ.L's 6.80% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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HSJP.L vs. PRIJ.L - Expense Ratio Comparison
HSJP.L has a 0.18% expense ratio, which is higher than PRIJ.L'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%.
Risk-Adjusted Performance
HSJP.L vs. PRIJ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC Japan Sustainable Equity UCITS ETF USD (HSJP.L) and Amundi Prime Japan UCITS ETF DR (D) (PRIJ.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.
Dividends
HSJP.L vs. PRIJ.L - Dividend Comparison
HSJP.L has not paid dividends to shareholders, while PRIJ.L's dividend yield for the trailing twelve months is around 1.77%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
HSJP.L HSBC Japan Sustainable Equity UCITS ETF USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRIJ.L Amundi Prime Japan UCITS ETF DR (D) | 1.77% | 1.89% | 2.17% | 1.82% | 1.71% | 1.89% |
Drawdowns
HSJP.L vs. PRIJ.L - Drawdown Comparison
The maximum HSJP.L drawdown since its inception was -16.22%, smaller than the maximum PRIJ.L drawdown of -24.45%. Use the drawdown chart below to compare losses from any high point for HSJP.L and PRIJ.L. For additional features, visit the drawdowns tool.
Volatility
HSJP.L vs. PRIJ.L - Volatility Comparison
HSBC Japan Sustainable Equity UCITS ETF USD (HSJP.L) and Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) have volatilities of 4.41% and 4.51%, 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.