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

JARI.L vs. XDNS.L

Last updated Jun 5, 2026

JARI.L (Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C)) and XDNS.L (Xtrackers MSCI Japan ESG Screened UCITS ETF 1D) are both Japan Equities funds tracking the TOPIX TR JPY, from Amundi and DWS respectively. Both are passively managed. Over the past 5 years, JARI.L returned 1.63%/yr vs 9.38%/yr for XDNS.L. A 0.61 correlation means they provide meaningful diversification when combined. JARI.L charges 0.18%/yr vs 0.15%/yr for XDNS.L.

Performance

JARI.L vs. XDNS.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 Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JARI.L achieves a 2.58% return, which is significantly lower than XDNS.L's 15.48% 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*
—

XDNS.L

1D
-0.57%
1M
6.27%
YTD
15.48%
6M
14.59%
1Y
32.42%
3Y*
14.60%
5Y*
9.38%
10Y*
9.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021
JARI.L
Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C)		2.58%10.15%-2.37%5.00%-10.79%-1.95%
XDNS.L
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D		15.48%16.58%9.87%11.58%-7.42%-2.86%

Correlation

The correlation between JARI.L and XDNS.L is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2021

0.61

The correlation between JARI.L and XDNS.L shifts across timeframes, from 0.61 (all time) to 0.77 (1 year), reflecting how their relationship changes across market environments.

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

Sectors
JARI.L
XDNS.L

Industrials

18.2%
25.8%

Technology

17.3%
19.8%

Consumer Cyclical

17.3%
11.3%

Financial Services

15.7%
18.5%

Healthcare

12.5%
7.0%

Communication Services

10.3%
8.8%

Consumer Defensive

4.6%
2.6%

Real Estate

3.5%
2.5%

Basic Materials

0.6%
3.2%

Energy

-

-

Utilities

-

0.6%

Industrials

JARI.L
18.2%
XDNS.L
25.8%

Technology

JARI.L
17.3%
XDNS.L
19.8%

Consumer Cyclical

JARI.L
17.3%
XDNS.L
11.3%

Financial Services

JARI.L
15.7%
XDNS.L
18.5%

Healthcare

JARI.L
12.5%
XDNS.L
7.0%

Communication Services

JARI.L
10.3%
XDNS.L
8.8%

Consumer Defensive

JARI.L
4.6%
XDNS.L
2.6%

Real Estate

JARI.L
3.5%
XDNS.L
2.5%

Basic Materials

JARI.L
0.6%
XDNS.L
3.2%

Energy

JARI.L

-

XDNS.L

-

Utilities

JARI.L

-

XDNS.L
0.6%

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Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C)

Xtrackers MSCI Japan ESG Screened UCITS ETF 1D

Often compared with JARI.L:
JARI.L vs. IJPE.LJARI.L vs. FJPS.LJARI.L vs. HMJP.LJARI.L vs. JPSR.LJARI.L vs. IJPN.LJARI.L vs. SJPA.LJARI.L vs. DXJG.L
Often compared with XDNS.L:
XDNS.L vs. X7PP.LXDNS.L vs. XDJP.LXDNS.L vs. JPXNXDNS.L vs. IJPN.LXDNS.L vs. XBCU.LXDNS.L vs. XNNS.LXDNS.L vs. XCNA.L

Return for Risk

JARI.L vs. XDNS.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: 2323
Overall Rank
JARI.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
JARI.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
JARI.L Omega Ratio Rank: 2222
Omega Ratio Rank
JARI.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
JARI.L Martin Ratio Rank: 2525
Martin Ratio Rank
XDNS.L
XDNS.L Risk / Return Rank: 6767
Overall Rank
XDNS.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XDNS.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
XDNS.L Omega Ratio Rank: 6565
Omega Ratio Rank
XDNS.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
XDNS.L Martin Ratio Rank: 6464
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. XDNS.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 Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.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.LXDNS.LDifference
Sharpe ratioReturn per unit of total volatility
0.72
2.09

-1.36

Sortino ratioReturn per unit of downside risk
1.13
2.91

-1.78

Omega ratioGain probability vs. loss probability

1.14

1.39

-0.25

Calmar ratioReturn relative to maximum drawdown

1.20

3.81

-2.61

Martin ratioReturn relative to average drawdown

3.31

11.43

-8.13

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. XDNS.L - Sharpe Ratio Comparison

The current JARI.L Sharpe Ratio is 0.72, which is lower than the XDNS.L Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of JARI.L and XDNS.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.

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Sharpe Ratios by Period

JARI.LXDNS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

2.09

-1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.68

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.66

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.60

-0.58

Drawdowns

JARI.L vs. XDNS.L - Drawdown Comparison

The maximum JARI.L drawdown since its inception was -22.78%, smaller than the maximum XDNS.L drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for JARI.L and XDNS.L.

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Drawdown Indicators

JARI.LXDNS.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.78%

-24.75%

+1.97%

Max Drawdown (1Y)

Largest decline over 1 year

-10.47%

-10.70%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-14.89%

-14.32%

-0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

-19.29%

-3.49%

Max Drawdown (10Y)

Largest decline over 10 years

—

-24.75%

—

Current Drawdown

Current decline from peak

-4.56%

-0.57%

-3.99%

Average Drawdown

Average peak-to-trough decline

-12.30%

-5.35%

-6.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.80%

4.04%

-0.24%

Volatility

JARI.L vs. XDNS.L - Volatility Comparison

Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.L) has a higher volatility of 4.18% compared to Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.L) at 3.89%. This indicates that JARI.L's price experiences larger fluctuations and is considered to be riskier than XDNS.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.LXDNS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

3.89%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

13.96%

14.64%

-0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

17.35%

19.56%

-2.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.35%

17.83%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.73%

17.31%

+0.42%

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

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

JARI.L has not paid dividends to shareholders, while XDNS.L's dividend yield for the trailing twelve months is around 1.43%.

PositionTTM2025202420232022202120202019201820172016
JARI.L
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%
XDNS.L
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D		1.43%1.63%1.65%1.81%2.83%1.46%1.79%1.77%1.20%1.97%0.64%

Frequently Asked Questions

JARI.L and XDNS.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDNS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDNS.L is cheaper with a 0.15% expense ratio, compared with 0.18% for JARI.L.

Both ETFs track TOPIX TR JPY. They also come from different issuers: Amundi and DWS. Their fees differ too: 0.18% for JARI.L and 0.15% for XDNS.L.

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