PortfoliosLab logoPortfoliosLab logo
IUS4.DE vs. PR1J.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUS4.DE vs. PR1J.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE) and Amundi Prime Japan UCITS ETF DR (D) (PR1J.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IUS4.DE achieves a 14.74% return, which is significantly lower than PR1J.DE's 15.82% return.


IUS4.DE

1D
0.43%
1M
5.25%
YTD
14.74%
6M
16.38%
1Y
27.12%
3Y*
14.63%
5Y*
8.34%
10Y*
7.46%

PR1J.DE

1D
-0.01%
1M
5.82%
YTD
15.82%
6M
16.06%
1Y
29.32%
3Y*
15.30%
5Y*
10.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUS4.DE vs. PR1J.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IUS4.DE
iShares MSCI Japan Small Cap UCITS ETF (Dist)
14.74%15.96%9.46%9.42%-7.69%5.35%-2.06%12.77%
PR1J.DE
Amundi Prime Japan UCITS ETF DR (D)
15.82%12.92%13.38%16.35%-11.58%10.23%5.13%13.63%

Correlation

The correlation between IUS4.DE and PR1J.DE 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

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2019

0.89

The correlation between IUS4.DE and PR1J.DE has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IUS4.DE vs. PR1J.DE — Risk / Return Rank

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

IUS4.DE
IUS4.DE Risk / Return Rank: 5252
Overall Rank
IUS4.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IUS4.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
IUS4.DE Omega Ratio Rank: 5050
Omega Ratio Rank
IUS4.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
IUS4.DE Martin Ratio Rank: 5454
Martin Ratio Rank

PR1J.DE
PR1J.DE Risk / Return Rank: 5151
Overall Rank
PR1J.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
PR1J.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
PR1J.DE Omega Ratio Rank: 4848
Omega Ratio Rank
PR1J.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
PR1J.DE Martin Ratio Rank: 5454
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.

IUS4.DE vs. PR1J.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.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.


IUS4.DEPR1J.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.31

1.30

+0.01

Calmar ratioReturn relative to maximum drawdown

2.67

2.83

-0.16

Martin ratioReturn relative to average drawdown

9.26

9.22

+0.04

IUS4.DE vs. PR1J.DE - Sharpe Ratio Comparison

The current IUS4.DE Sharpe Ratio is 1.69, which is comparable to the PR1J.DE Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of IUS4.DE and PR1J.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IUS4.DEPR1J.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

1.54

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.60

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.58

-0.02

Drawdowns

IUS4.DE vs. PR1J.DE - Drawdown Comparison

The maximum IUS4.DE drawdown since its inception was -32.63%, which is greater than PR1J.DE's maximum drawdown of -28.08%. Use the drawdown chart below to compare losses from any high point for IUS4.DE and PR1J.DE.


Loading charts...

Drawdown Indicators


IUS4.DEPR1J.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.63%

-28.08%

-4.55%

Max Drawdown (1Y)

Largest decline over 1 year

-10.12%

-10.30%

+0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-12.92%

-16.24%

+3.32%

Max Drawdown (5Y)

Largest decline over 5 years

-21.47%

-18.66%

-2.81%

Max Drawdown (10Y)

Largest decline over 10 years

-32.63%

Current Drawdown

Current decline from peak

-0.73%

-0.01%

-0.72%

Average Drawdown

Average peak-to-trough decline

-6.41%

-5.53%

-0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

3.17%

-0.25%

Volatility

IUS4.DE vs. PR1J.DE - Volatility Comparison

iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE) and Amundi Prime Japan UCITS ETF DR (D) (PR1J.DE) have volatilities of 3.47% and 3.43%, 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.


Loading charts...

Volatility by Period


IUS4.DEPR1J.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

3.43%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

15.05%

-1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

15.94%

18.93%

-2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

16.50%

-1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.94%

17.41%

-1.47%

IUS4.DE vs. PR1J.DE - Expense Ratio Comparison

IUS4.DE has a 0.58% expense ratio, which is higher than PR1J.DE's 0.05% expense ratio.


Dividends

IUS4.DE vs. PR1J.DE - Dividend Comparison

IUS4.DE's dividend yield for the trailing twelve months is around 0.87%, less than PR1J.DE's 1.51% yield.


PositionTTM20252024202320222021202020192018201720162015
IUS4.DE
iShares MSCI Japan Small Cap UCITS ETF (Dist)
0.87%1.88%1.70%1.77%2.10%1.47%1.60%1.45%1.41%1.31%1.15%0.70%
PR1J.DE
Amundi Prime Japan UCITS ETF DR (D)
1.51%1.75%1.91%1.90%2.21%1.79%1.73%1.88%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IUS4.DE and PR1J.DE 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.

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 0.58% for IUS4.DE.

IUS4.DE tracks MSCI Japan Small Cap, while PR1J.DE tracks Solactive GBS Japan Large & Mid Cap. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.58% for IUS4.DE and 0.05% for PR1J.DE.

Portfolio Optimizer

Find the right allocation for IUS4.DE and PR1J.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer