JARI.DE vs. XDNY.DE
JARI.DE (Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C)) and XDNY.DE (Xtrackers MSCI Japan ESG Screened UCITS ETF 1D) are both Japan Equities funds - JARI.DE tracks the TOPIX TR JPY while XDNY.DE tracks the MSCI Japan Select ESG Screened. Both are passively managed. Over the past 5 years, JARI.DE returned 1.43%/yr vs 9.79%/yr for XDNY.DE. Their correlation of 0.90 suggests significant overlap in exposure. JARI.DE charges 0.18%/yr vs 0.15%/yr for XDNY.DE.
Performance
JARI.DE vs. XDNY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JARI.DE achieves a 5.13% return, which is significantly lower than XDNY.DE's 19.51% return.
JARI.DE
- 1D
- 0.00%
- 1M
- 2.80%
- YTD
- 5.13%
- 6M
- 5.48%
- 1Y
- 15.33%
- 3Y*
- 4.11%
- 5Y*
- 1.43%
- 10Y*
- —
XDNY.DE
- 1D
- 0.75%
- 1M
- 4.32%
- YTD
- 19.51%
- 6M
- 19.86%
- 1Y
- 37.50%
- 3Y*
- 16.68%
- 5Y*
- 9.79%
- 10Y*
- 9.10%
JARI.DE vs. XDNY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JARI.DE Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) | 5.13% | 5.73% | 2.11% | 6.93% | -15.65% | 8.08% | 13.45% |
XDNY.DE Xtrackers MSCI Japan ESG Screened UCITS ETF 1D | 19.51% | 11.70% | 12.67% | 16.15% | -12.83% | 9.07% | 10.54% |
Correlation
The correlation between JARI.DE and XDNY.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 | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2020 | 0.90 |
The correlation between JARI.DE and XDNY.DE has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.
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Return for Risk
JARI.DE vs. XDNY.DE — Risk / Return Rank
JARI.DE
XDNY.DE
JARI.DE vs. XDNY.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 Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.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.
| JARI.DE | XDNY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.36 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 3.66 | -2.15 |
| Martin ratioReturn relative to average drawdown | 4.35 | 11.91 | -7.56 |
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Drawdowns
JARI.DE vs. XDNY.DE - Drawdown Comparison
The maximum JARI.DE drawdown since its inception was -23.16%, smaller than the maximum XDNY.DE drawdown of -99.40%. Use the drawdown chart below to compare losses from any high point for JARI.DE and XDNY.DE.
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Drawdown Indicators
| JARI.DE | XDNY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.16% | -99.40% | +76.24% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -10.20% | -0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -15.32% | -17.97% | +2.65% |
Max Drawdown (5Y)Largest decline over 5 years | -23.16% | -19.82% | -3.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.32% | — |
Current DrawdownCurrent decline from peak | -3.76% | -98.37% | +94.61% |
Average DrawdownAverage peak-to-trough decline | -11.41% | -98.65% | +87.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 3.14% | +0.39% |
Volatility
JARI.DE vs. XDNY.DE - Volatility Comparison
The current volatility for Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.DE) is 4.15%, while Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.DE) has a volatility of 5.96%. This indicates that JARI.DE experiences smaller price fluctuations and is considered to be less risky than XDNY.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.DE | XDNY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 5.96% | -1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 14.27% | 15.81% | -1.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.89% | 19.46% | -1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 16.91% | -0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.18% | 16.55% | -0.37% |
JARI.DE vs. XDNY.DE - Expense Ratio Comparison
JARI.DE has a 0.18% expense ratio, which is higher than XDNY.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%.
Dividends
JARI.DE vs. XDNY.DE - Dividend Comparison
JARI.DE has not paid dividends to shareholders, while XDNY.DE's dividend yield for the trailing twelve months is around 1.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
JARI.DE Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDNY.DE Xtrackers MSCI Japan ESG Screened UCITS ETF 1D | 1.38% | 1.66% | 1.60% | 1.77% | 2.98% | 1.40% | 1.82% | 1.73% | 1.24% | 2.07% | 0.69% |
Frequently Asked Questions
JARI.DE and XDNY.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, XDNY.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDNY.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for JARI.DE.
JARI.DE tracks TOPIX TR JPY, while XDNY.DE tracks MSCI Japan Select ESG Screened. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.18% for JARI.DE and 0.15% for XDNY.DE.
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