J1GR.DE vs. 36B4.DE
J1GR.DE (Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR) and 36B4.DE (iShares MSCI Japan SRI UCITS ETF USD Dist) are both Japan Equities funds - J1GR.DE tracks the MSCI Japan ESG Broad CTB Select while 36B4.DE tracks the MSCI Japan SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, J1GR.DE returned 9.19%/yr vs 5.04%/yr for 36B4.DE. Their correlation of 0.93 suggests significant overlap in exposure. J1GR.DE charges 0.45%/yr vs 0.20%/yr for 36B4.DE.
Performance
J1GR.DE vs. 36B4.DE - Performance Comparison
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Returns By Period
In the year-to-date period, J1GR.DE achieves a 19.04% return, which is significantly higher than 36B4.DE's 10.34% return.
J1GR.DE
- 1D
- 1.90%
- 1M
- -2.72%
- 6M
- 15.59%
- YTD
- 19.04%
- 1Y
- 36.57%
- 3Y*
- 15.88%
- 5Y*
- 9.19%
- 10Y*
- —
- ALL TIME*
- 7.83%
36B4.DE
- 1D
- 1.27%
- 1M
- 4.25%
- 6M
- 8.49%
- YTD
- 10.34%
- 1Y
- 21.06%
- 3Y*
- 10.01%
- 5Y*
- 5.04%
- 10Y*
- —
- ALL TIME*
- 7.05%
J1GR.DE vs. 36B4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
J1GR.DE Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR | 19.04% | 11.73% | 11.30% | 14.89% | -12.68% | 9.69% | 4.87% | 11.66% |
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 10.34% | 6.64% | 9.02% | 9.56% | -13.77% | 9.87% | 6.38% | 16.82% |
Correlation
The correlation between J1GR.DE and 36B4.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 | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2019 | 0.93 |
The correlation between J1GR.DE and 36B4.DE shifts across timeframes, from 0.83 (1 year) to 0.93 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
J1GR.DE vs. 36B4.DE — Risk / Return Rank
J1GR.DE
36B4.DE
J1GR.DE vs. 36B4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR (J1GR.DE) and iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.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.
| J1GR.DE | 36B4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.21 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 1.94 | +1.24 |
| Martin ratioReturn relative to average drawdown | 10.52 | 5.60 | +4.92 |
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Drawdowns
J1GR.DE vs. 36B4.DE - Drawdown Comparison
The maximum J1GR.DE drawdown since its inception was -27.81%, roughly equal to the maximum 36B4.DE drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for J1GR.DE and 36B4.DE.
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Drawdown Indicators
| J1GR.DE | 36B4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.81% | -26.98% | -0.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.45% | -10.82% | -0.63% |
Max Drawdown (3Y)Largest decline over 3 years | -17.22% | -15.67% | -1.55% |
Max Drawdown (5Y)Largest decline over 5 years | -19.28% | -21.57% | +2.29% |
Current DrawdownCurrent decline from peak | -4.13% | -0.47% | -3.66% |
Average DrawdownAverage peak-to-trough decline | -6.15% | -7.08% | +0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 3.76% | -0.29% |
Volatility
J1GR.DE vs. 36B4.DE - Volatility Comparison
Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR (J1GR.DE) has a higher volatility of 7.37% compared to iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) at 4.38%. This indicates that J1GR.DE's price experiences larger fluctuations and is considered to be riskier than 36B4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| J1GR.DE | 36B4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.37% | 4.38% | +2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 16.94% | 14.12% | +2.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.61% | 18.34% | +2.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.11% | 16.33% | +0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.16% | 17.25% | -0.09% |
J1GR.DE vs. 36B4.DE - Expense Ratio Comparison
J1GR.DE has a 0.45% expense ratio, which is higher than 36B4.DE's 0.20% expense ratio.
Dividends
J1GR.DE vs. 36B4.DE - Dividend Comparison
J1GR.DE has not paid dividends to shareholders, while 36B4.DE's dividend yield for the trailing twelve months is around 1.45%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 1.45% | 1.46% | 1.38% | 1.81% | 2.45% | 1.54% | 1.60% | 0.81% |
J1GR.DE Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
J1GR.DE and 36B4.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, 36B4.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
36B4.DE is cheaper with a 0.20% expense ratio, compared with 0.45% for J1GR.DE.
J1GR.DE tracks MSCI Japan ESG Broad CTB Select, while 36B4.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.45% for J1GR.DE and 0.20% for 36B4.DE.
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