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JARI.L vs. HSJP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JARI.L vs. HSJP.L - 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.L) and HSBC Japan Sustainable Equity UCITS ETF USD (HSJP.L). The values are adjusted to include any dividend payments, if applicable.

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JARI.L vs. HSJP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JARI.L
Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C)
2.29%10.15%-2.37%5.00%-10.79%-1.95%
HSJP.L
HSBC Japan Sustainable Equity UCITS ETF USD
5.91%18.24%13.93%13.26%-5.31%-0.67%
Different Trading Currencies

JARI.L is traded in GBp, while HSJP.L is traded in GBP. To make them comparable, the HSJP.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, JARI.L achieves a 2.29% return, which is significantly lower than HSJP.L's 5.91% return.


JARI.L

1D
3.39%
1M
-1.87%
YTD
2.29%
6M
5.63%
1Y
13.06%
3Y*
3.60%
5Y*
0.88%
10Y*

HSJP.L

1D
4.34%
1M
-3.06%
YTD
5.91%
6M
12.95%
1Y
25.04%
3Y*
15.82%
5Y*
9.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JARI.L vs. HSJP.L - Expense Ratio Comparison

Both JARI.L and HSJP.L have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

JARI.L vs. HSJP.L — Risk / Return Rank

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

JARI.L
JARI.L Risk / Return Rank: 3737
Overall Rank
JARI.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
JARI.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
JARI.L Omega Ratio Rank: 3232
Omega Ratio Rank
JARI.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
JARI.L Martin Ratio Rank: 3737
Martin Ratio Rank

HSJP.L
HSJP.L Risk / Return Rank: 6868
Overall Rank
HSJP.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
HSJP.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
HSJP.L Omega Ratio Rank: 6363
Omega Ratio Rank
HSJP.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
HSJP.L Martin Ratio Rank: 6868
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.L vs. HSJP.L - 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.L) and HSBC Japan Sustainable Equity UCITS ETF USD (HSJP.L). 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.LHSJP.LDifference

Sharpe ratio

Return per unit of total volatility

0.73

1.28

-0.54

Sortino ratio

Return per unit of downside risk

1.12

1.79

-0.67

Omega ratio

Gain probability vs. loss probability

1.14

1.25

-0.10

Calmar ratio

Return relative to maximum drawdown

1.25

2.20

-0.95

Martin ratio

Return relative to average drawdown

3.89

7.74

-3.85

JARI.L vs. HSJP.L - Sharpe Ratio Comparison

The current JARI.L Sharpe Ratio is 0.73, which is lower than the HSJP.L Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of JARI.L and HSJP.L, 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.LHSJP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.28

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.60

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.69

-0.67

Correlation

The correlation between JARI.L and HSJP.L is 0.73, 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.L vs. HSJP.L - Dividend Comparison

Neither JARI.L nor HSJP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

JARI.L vs. HSJP.L - Drawdown Comparison

The maximum JARI.L drawdown since its inception was -22.78%, which is greater than HSJP.L's maximum drawdown of -16.22%. Use the drawdown chart below to compare losses from any high point for JARI.L and HSJP.L.


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Drawdown Indicators


JARI.LHSJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.78%

-16.22%

-6.56%

Max Drawdown (1Y)

Largest decline over 1 year

-10.47%

-12.15%

+1.68%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

-16.22%

-6.56%

Current Drawdown

Current decline from peak

-4.82%

-6.76%

+1.94%

Average Drawdown

Average peak-to-trough decline

-12.59%

-4.63%

-7.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

3.45%

-0.09%

Volatility

JARI.L vs. HSJP.L - Volatility Comparison

The current volatility for Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.L) is 7.78%, while HSBC Japan Sustainable Equity UCITS ETF USD (HSJP.L) has a volatility of 8.46%. This indicates that JARI.L experiences smaller price fluctuations and is considered to be less risky than HSJP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JARI.LHSJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

8.46%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

13.71%

15.08%

-1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

17.79%

19.54%

-1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

15.91%

+1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.70%

15.84%

+1.86%