JARI.L vs. PRIJ.L

Last updated Jun 5, 2026

JARI.L (Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C)) and PRIJ.L (Amundi Prime Japan UCITS ETF DR (D)) are both Japan Equities funds from Amundi tracking the TOPIX TR JPY. Both are passively managed. Over the past 5 years, JARI.L returned 1.63%/yr vs 8.08%/yr for PRIJ.L. A 0.73 correlation means they provide meaningful diversification when combined. JARI.L charges 0.18%/yr vs 0.05%/yr for PRIJ.L.

Performance

JARI.L vs. PRIJ.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 Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JARI.L achieves a 2.58% return, which is significantly lower than PRIJ.L's 15.18% return.

JARI.L

• 1D: -0.40%
• 1M: 4.23%
• YTD: 2.58%
• 6M: 1.49%
• 1Y: 12.60%
• 3Y*: 1.77%
• 5Y*: 1.63%
• 10Y*: —

PRIJ.L

• 1D: -0.06%
• 1M: 6.51%
• YTD: 15.18%
• 6M: 12.83%
• 1Y: 30.29%
• 3Y*: 13.23%
• 5Y*: 8.08%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021
JARI.L Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C)	2.58%	10.15%	-2.37%	5.00%	-10.79%	-1.95%
PRIJ.L Amundi Prime Japan UCITS ETF DR (D)	15.18%	15.76%	7.02%	11.63%	-8.38%	-3.87%

Correlation

The correlation between JARI.L and PRIJ.L is 0.85, 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	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (All Time) Calculated using the full available price history since Feb 16, 2021	0.73

The correlation between JARI.L and PRIJ.L shifts across timeframes, from 0.73 (all time) to 0.85 (1 year), reflecting how their relationship changes across market environments.

JARI.L vs. PRIJ.L - Sectors Allocation Comparison

Sectors	JARI.L	PRIJ.L
Industrials	18.2%	26.2%
Technology	17.3%	17.5%
Consumer Cyclical	17.3%	12.7%
Financial Services	15.7%	16.4%
Healthcare	12.5%	6.0%
Communication Services	10.3%	8.2%
Consumer Defensive	4.6%	4.0%
Real Estate	3.5%	3.1%
Basic Materials	0.6%	3.7%
Energy	-	0.9%
Utilities	-	1.3%

Return for Risk

JARI.L vs. PRIJ.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: 23
JARI.L Sharpe Ratio Rank: 22
JARI.L Sortino Ratio Rank: 22
JARI.L Omega Ratio Rank: 22
JARI.L Calmar Ratio Rank: 26
JARI.L Martin Ratio Rank: 25

PRIJ.L

PRIJ.L Risk / Return Rank: 50
PRIJ.L Sharpe Ratio Rank: 47
PRIJ.L Sortino Ratio Rank: 47
PRIJ.L Omega Ratio Rank: 50
PRIJ.L Calmar Ratio Rank: 56
PRIJ.L Martin Ratio Rank: 51

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. PRIJ.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 Amundi Prime Japan UCITS ETF DR (D) (PRIJ.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.L	PRIJ.L	Difference
Sharpe ratio: Return per unit of total volatility	0.72	1.62	-0.90
Sortino ratio: Return per unit of downside risk	1.13	2.32	-1.19
Omega ratio: Gain probability vs. loss probability	1.14	1.31	-0.17
Calmar ratio: Return relative to maximum drawdown	1.20	2.74	-1.55
Martin ratio: Return relative to average drawdown	3.31	8.55	-5.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current JARI.L Sharpe Ratio is 0.72, which is lower than the PRIJ.L Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of JARI.L and PRIJ.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JARI.L	PRIJ.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.72	1.62	-0.90
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.12	0.51	-0.39
Sharpe Ratio (All Time) Calculated using the full available price history	0.02	0.51	-0.49

Drawdowns

JARI.L vs. PRIJ.L - Drawdown Comparison

The maximum JARI.L drawdown since its inception was -22.78%, smaller than the maximum PRIJ.L drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for JARI.L and PRIJ.L.

Drawdown Indicators

	JARI.L	PRIJ.L	Difference
Max Drawdown Largest peak-to-trough decline	-22.78%	-25.61%	+2.83%
Max Drawdown (1Y) Largest decline over 1 year	-10.47%	-10.99%	+0.52%
Max Drawdown (3Y) Largest decline over 3 years	-14.89%	-14.07%	-0.82%
Max Drawdown (5Y) Largest decline over 5 years	-22.78%	-19.56%	-3.22%
Current Drawdown Current decline from peak	-4.56%	-0.06%	-4.50%
Average Drawdown Average peak-to-trough decline	-12.30%	-6.14%	-6.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.80%	3.53%	+0.27%

Volatility

JARI.L vs. PRIJ.L - Volatility Comparison

The current volatility for Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.L) is 4.18%, while Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) has a volatility of 4.95%. This indicates that JARI.L experiences smaller price fluctuations and is considered to be less risky than PRIJ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JARI.L	PRIJ.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.18%	4.95%	-0.77%
Volatility (6M) Calculated over the trailing 6-month period	13.96%	15.05%	-1.09%
Volatility (1Y) Calculated over the trailing 1-year period	17.35%	18.59%	-1.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.35%	15.75%	+1.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.73%	16.77%	+0.96%

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

JARI.L has a 0.18% expense ratio, which is higher than PRIJ.L's 0.05% 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.L vs. PRIJ.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both JARI.L and PRIJ.L in my portfolio?

JARI.L and PRIJ.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JARI.L or PRIJ.L?

On fees, PRIJ.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JARI.L or PRIJ.L?

PRIJ.L is cheaper with a 0.05% expense ratio, compared with 0.18% for JARI.L.

What is the main difference between JARI.L and PRIJ.L?

Both ETFs track TOPIX TR JPY. Their fees differ too: 0.18% for JARI.L and 0.05% for PRIJ.L.