J1GR.DE vs. JSRI.DE
J1GR.DE (Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR) and JSRI.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis) are both Japan Equities funds - J1GR.DE tracks the MSCI Japan ESG Broad CTB Select while JSRI.DE tracks the MSCI Japan SRI S-Series PAB 5% Capped. Both are passively managed. Over the past 5 years, J1GR.DE returned 8.97%/yr vs 2.34%/yr for JSRI.DE. Their correlation of 0.94 suggests significant overlap in exposure. J1GR.DE charges 0.45%/yr vs 0.25%/yr for JSRI.DE.
Performance
J1GR.DE vs. JSRI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, J1GR.DE achieves a 16.49% return, which is significantly higher than JSRI.DE's 7.00% return.
J1GR.DE
- 1D
- -0.06%
- 1M
- 4.23%
- YTD
- 16.49%
- 6M
- 16.45%
- 1Y
- 31.08%
- 3Y*
- 13.87%
- 5Y*
- 8.97%
- 10Y*
- 8.57%
JSRI.DE
- 1D
- -0.56%
- 1M
- 1.55%
- YTD
- 7.00%
- 6M
- 7.08%
- 1Y
- 11.44%
- 3Y*
- 2.63%
- 5Y*
- 2.34%
- 10Y*
- —
J1GR.DE vs. JSRI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
J1GR.DE Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR | 16.49% | 11.73% | 11.30% | 14.89% | -12.68% | 9.69% | 4.87% | 22.18% | -8.34% |
JSRI.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis | 7.00% | 3.81% | 1.12% | 10.63% | -16.21% | 6.00% | 9.71% | 26.10% | -8.97% |
Correlation
The correlation between J1GR.DE and JSRI.DE is 0.88, 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 | 0.88 |
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 Apr 18, 2018 | 0.94 |
The correlation between J1GR.DE and JSRI.DE has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.
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Return for Risk
J1GR.DE vs. JSRI.DE — Risk / Return Rank
J1GR.DE
JSRI.DE
J1GR.DE vs. JSRI.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 BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.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.
| J1GR.DE | JSRI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.95 | ||
| Sortino ratioReturn per unit of downside risk | +1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.12 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 0.98 | +1.62 |
| Martin ratioReturn relative to average drawdown | 8.77 | 2.86 | +5.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| J1GR.DE | JSRI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 0.59 | +0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.15 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.24 | +0.22 |
Drawdowns
J1GR.DE vs. JSRI.DE - Drawdown Comparison
The maximum J1GR.DE drawdown since its inception was -27.81%, which is greater than JSRI.DE's maximum drawdown of -26.30%. Use the drawdown chart below to compare losses from any high point for J1GR.DE and JSRI.DE.
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Drawdown Indicators
| J1GR.DE | JSRI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.81% | -26.30% | -1.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.45% | -10.41% | -1.04% |
Max Drawdown (3Y)Largest decline over 3 years | -17.22% | -16.33% | -0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -19.28% | -22.37% | +3.09% |
Max Drawdown (10Y)Largest decline over 10 years | -27.81% | — | — |
Current DrawdownCurrent decline from peak | -0.06% | -2.61% | +2.55% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -9.43% | +2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 3.59% | -0.19% |
Volatility
J1GR.DE vs. JSRI.DE - Volatility Comparison
Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR (J1GR.DE) has a higher volatility of 4.06% compared to BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.DE) at 3.40%. This indicates that J1GR.DE's price experiences larger fluctuations and is considered to be riskier than JSRI.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 | JSRI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 3.40% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 15.51% | 13.83% | +1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.39% | 17.46% | +1.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.82% | 15.85% | +0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 16.77% | -0.34% |
J1GR.DE vs. JSRI.DE - Expense Ratio Comparison
J1GR.DE has a 0.45% expense ratio, which is higher than JSRI.DE's 0.25% expense ratio.
Dividends
J1GR.DE vs. JSRI.DE - Dividend Comparison
J1GR.DE has not paid dividends to shareholders, while JSRI.DE's dividend yield for the trailing twelve months is around 2.44%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
JSRI.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis | 2.44% | 1.91% | 1.85% | 4.41% | 2.87% | 1.71% | 2.06% | 2.03% |
Frequently Asked Questions
J1GR.DE and JSRI.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JSRI.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JSRI.DE is cheaper with a 0.25% expense ratio, compared with 0.45% for J1GR.DE.
J1GR.DE tracks MSCI Japan ESG Broad CTB Select, while JSRI.DE tracks MSCI Japan SRI S-Series PAB 5% Capped. They also come from different issuers: Amundi and BNP Paribas. Their fees differ too: 0.45% for J1GR.DE and 0.25% for JSRI.DE.
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