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

Performance

JARI.L vs. IJPE.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 iShares MSCI Japan EUR Hedged UCITS ETF Accumulating (IJPE.L). The values are adjusted to include any dividend payments, if applicable.

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JARI.L vs. IJPE.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%
IJPE.L
iShares MSCI Japan EUR Hedged UCITS ETF Accumulating
9.46%34.15%16.52%30.17%-0.54%-1.26%
Different Trading Currencies

JARI.L is traded in GBp, while IJPE.L is traded in EUR. To make them comparable, the IJPE.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 IJPE.L's 9.46% 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*

IJPE.L

1D
5.01%
1M
-2.36%
YTD
9.46%
6M
22.11%
1Y
49.48%
3Y*
27.24%
5Y*
17.47%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

JARI.L has a 0.18% expense ratio, which is lower than IJPE.L's 0.64% expense ratio.


Return for Risk

JARI.L vs. IJPE.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

IJPE.L
IJPE.L Risk / Return Rank: 9090
Overall Rank
IJPE.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IJPE.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
IJPE.L Omega Ratio Rank: 8888
Omega Ratio Rank
IJPE.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
IJPE.L Martin Ratio Rank: 9494
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. IJPE.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 iShares MSCI Japan EUR Hedged UCITS ETF Accumulating (IJPE.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.LIJPE.LDifference

Sharpe ratio

Return per unit of total volatility

0.73

2.23

-1.50

Sortino ratio

Return per unit of downside risk

1.12

2.96

-1.84

Omega ratio

Gain probability vs. loss probability

1.14

1.43

-0.29

Calmar ratio

Return relative to maximum drawdown

1.25

4.69

-3.44

Martin ratio

Return relative to average drawdown

3.89

16.69

-12.81

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

The current JARI.L Sharpe Ratio is 0.73, which is lower than the IJPE.L Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of JARI.L and IJPE.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.LIJPE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

2.23

-1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.94

-0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.53

-0.52

Correlation

The correlation between JARI.L and IJPE.L is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JARI.L vs. IJPE.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

JARI.L vs. IJPE.L - Drawdown Comparison

The maximum JARI.L drawdown since its inception was -22.78%, smaller than the maximum IJPE.L drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for JARI.L and IJPE.L.


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Drawdown Indicators


JARI.LIJPE.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.78%

-34.53%

+11.75%

Max Drawdown (1Y)

Largest decline over 1 year

-10.47%

-12.35%

+1.88%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

-21.50%

-1.28%

Max Drawdown (10Y)

Largest decline over 10 years

-34.53%

Current Drawdown

Current decline from peak

-4.82%

-4.83%

+0.01%

Average Drawdown

Average peak-to-trough decline

-12.59%

-9.12%

-3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

2.79%

+0.57%

Volatility

JARI.L vs. IJPE.L - Volatility Comparison

The current volatility for Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.L) is 7.78%, while iShares MSCI Japan EUR Hedged UCITS ETF Accumulating (IJPE.L) has a volatility of 8.94%. This indicates that JARI.L experiences smaller price fluctuations and is considered to be less risky than IJPE.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.LIJPE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

8.94%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

13.71%

15.72%

-2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

17.79%

22.09%

-4.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

18.62%

-1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.70%

18.97%

-1.27%