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JARI.DE vs. EJAP.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JARI.DE vs. EJAP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.DE) and BNP Paribas Easy MSCI Japan ESG Filtered Min TE UCITS ETF (EJAP.DE). The values are adjusted to include any dividend payments, if applicable.

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JARI.DE vs. EJAP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
JARI.DE
Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C)
2.29%5.73%2.11%6.93%-15.65%8.08%13.58%
EJAP.DE
BNP Paribas Easy MSCI Japan ESG Filtered Min TE UCITS ETF
8.36%11.73%14.53%16.88%-12.11%10.01%11.14%

Returns By Period

In the year-to-date period, JARI.DE achieves a 2.29% return, which is significantly lower than EJAP.DE's 8.36% return.


JARI.DE

1D
4.10%
1M
-1.21%
YTD
2.29%
6M
5.79%
1Y
8.87%
3Y*
4.01%
5Y*
0.70%
10Y*

EJAP.DE

1D
5.00%
1M
-2.22%
YTD
8.36%
6M
13.47%
1Y
23.35%
3Y*
15.33%
5Y*
8.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JARI.DE vs. EJAP.DE - Expense Ratio Comparison

JARI.DE has a 0.18% expense ratio, which is higher than EJAP.DE's 0.15% 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%.


Return for Risk

JARI.DE vs. EJAP.DE — Risk / Return Rank

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

JARI.DE
JARI.DE Risk / Return Rank: 2727
Overall Rank
JARI.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
JARI.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
JARI.DE Omega Ratio Rank: 2323
Omega Ratio Rank
JARI.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
JARI.DE Martin Ratio Rank: 3030
Martin Ratio Rank

EJAP.DE
EJAP.DE Risk / Return Rank: 6464
Overall Rank
EJAP.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
EJAP.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
EJAP.DE Omega Ratio Rank: 5757
Omega Ratio Rank
EJAP.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
EJAP.DE Martin Ratio Rank: 6666
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.

JARI.DE vs. EJAP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.DE) and BNP Paribas Easy MSCI Japan ESG Filtered Min TE UCITS ETF (EJAP.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.


JARI.DEEJAP.DEDifference

Sharpe ratio

Return per unit of total volatility

0.47

1.12

-0.65

Sortino ratio

Return per unit of downside risk

0.80

1.65

-0.86

Omega ratio

Gain probability vs. loss probability

1.10

1.22

-0.13

Calmar ratio

Return relative to maximum drawdown

1.06

2.36

-1.31

Martin ratio

Return relative to average drawdown

3.04

7.68

-4.65

JARI.DE vs. EJAP.DE - Sharpe Ratio Comparison

The current JARI.DE Sharpe Ratio is 0.47, which is lower than the EJAP.DE Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of JARI.DE and EJAP.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JARI.DEEJAP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

1.12

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.48

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

-0.52

+0.76

Correlation

The correlation between JARI.DE and EJAP.DE is 0.92, 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.


Dividends

JARI.DE vs. EJAP.DE - Dividend Comparison

Neither JARI.DE nor EJAP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

JARI.DE vs. EJAP.DE - Drawdown Comparison

The maximum JARI.DE drawdown since its inception was -23.16%, smaller than the maximum EJAP.DE drawdown of -94.44%. Use the drawdown chart below to compare losses from any high point for JARI.DE and EJAP.DE.


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Drawdown Indicators


JARI.DEEJAP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.16%

-94.44%

+71.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.21%

-10.94%

+0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-23.16%

-18.42%

-4.74%

Current Drawdown

Current decline from peak

-6.35%

-87.62%

+81.27%

Average Drawdown

Average peak-to-trough decline

-11.63%

-75.63%

+64.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

3.18%

+0.37%

Volatility

JARI.DE vs. EJAP.DE - Volatility Comparison

The current volatility for Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.DE) is 8.16%, while BNP Paribas Easy MSCI Japan ESG Filtered Min TE UCITS ETF (EJAP.DE) has a volatility of 9.12%. This indicates that JARI.DE experiences smaller price fluctuations and is considered to be less risky than EJAP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JARI.DEEJAP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.16%

9.12%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

13.55%

14.96%

-1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

18.70%

20.78%

-2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.92%

16.49%

-0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

34.29%

-18.51%