JARI.DE vs. ZPDJ.DE
JARI.DE (Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C)) and ZPDJ.DE (SPDR MSCI Japan UCITS ETF) are both Japan Equities funds - JARI.DE tracks the TOPIX TR JPY while ZPDJ.DE tracks the MSCI Japan. Both are passively managed. Over the past 5 years, JARI.DE returned 1.52%/yr vs 10.06%/yr for ZPDJ.DE. Their correlation of 0.91 suggests significant overlap in exposure. JARI.DE charges 0.18%/yr vs 0.12%/yr for ZPDJ.DE.
Performance
JARI.DE vs. ZPDJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JARI.DE achieves a 3.03% return, which is significantly lower than ZPDJ.DE's 16.79% return.
JARI.DE
- 1D
- -0.26%
- 1M
- 4.19%
- YTD
- 3.03%
- 6M
- 2.55%
- 1Y
- 9.99%
- 3Y*
- 1.75%
- 5Y*
- 1.52%
- 10Y*
- —
ZPDJ.DE
- 1D
- -0.45%
- 1M
- 6.00%
- YTD
- 16.79%
- 6M
- 16.66%
- 1Y
- 30.67%
- 3Y*
- 15.52%
- 5Y*
- 10.06%
- 10Y*
- 9.18%
JARI.DE vs. ZPDJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JARI.DE Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) | 3.03% | 5.73% | 2.11% | 6.93% | -15.65% | 8.08% | 13.58% |
ZPDJ.DE SPDR MSCI Japan UCITS ETF | 16.79% | 12.60% | 13.75% | 16.51% | -12.51% | 9.97% | 11.20% |
Correlation
The correlation between JARI.DE and ZPDJ.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 | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2020 | 0.91 |
The correlation between JARI.DE and ZPDJ.DE has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.
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Return for Risk
JARI.DE vs. ZPDJ.DE — Risk / Return Rank
JARI.DE
ZPDJ.DE
JARI.DE vs. ZPDJ.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 SPDR MSCI Japan UCITS ETF (ZPDJ.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.DE | ZPDJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.32 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.97 | 3.06 | -2.09 |
| Martin ratioReturn relative to average drawdown | 2.81 | 9.86 | -7.05 |
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
| JARI.DE | ZPDJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 1.64 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.60 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.44 | -0.20 |
Drawdowns
JARI.DE vs. ZPDJ.DE - Drawdown Comparison
The maximum JARI.DE drawdown since its inception was -23.16%, smaller than the maximum ZPDJ.DE drawdown of -28.06%. Use the drawdown chart below to compare losses from any high point for JARI.DE and ZPDJ.DE.
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Drawdown Indicators
| JARI.DE | ZPDJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.16% | -28.06% | +4.90% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -9.98% | -0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -15.32% | -16.90% | +1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -23.16% | -19.10% | -4.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.06% | — |
Current DrawdownCurrent decline from peak | -5.68% | -0.45% | -5.23% |
Average DrawdownAverage peak-to-trough decline | -11.49% | -5.93% | -5.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 3.10% | +0.45% |
Volatility
JARI.DE vs. ZPDJ.DE - Volatility Comparison
Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.DE) and SPDR MSCI Japan UCITS ETF (ZPDJ.DE) have volatilities of 3.56% and 3.60%, 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.
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Volatility by Period
| JARI.DE | ZPDJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 3.60% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 14.05% | 14.86% | -0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.57% | 18.62% | -1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 16.57% | -0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.89% | 16.40% | -0.51% |
JARI.DE vs. ZPDJ.DE - Expense Ratio Comparison
JARI.DE has a 0.18% expense ratio, which is higher than ZPDJ.DE's 0.12% 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. ZPDJ.DE - Dividend Comparison
Neither JARI.DE nor ZPDJ.DE has paid dividends to shareholders.
Frequently Asked Questions
JARI.DE and ZPDJ.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, ZPDJ.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDJ.DE is cheaper with a 0.12% expense ratio, compared with 0.18% for JARI.DE.
JARI.DE tracks TOPIX TR JPY, while ZPDJ.DE tracks MSCI Japan. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.18% for JARI.DE and 0.12% for ZPDJ.DE.
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