JNHD.DE vs. SXR6.DE
JNHD.DE (Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist)) and SXR6.DE (iShares MSCI Japan SRI UCITS ETF USD Acc) are both Japan Equities funds - JNHD.DE tracks the MSCI Japan Index (EUR Hedged) while SXR6.DE tracks the MSCI Japan SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, JNHD.DE returned 18.86%/yr vs 4.84%/yr for SXR6.DE. A 0.76 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
JNHD.DE vs. SXR6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JNHD.DE achieves a 17.02% return, which is significantly higher than SXR6.DE's 8.85% return.
JNHD.DE
- 1D
- -2.37%
- 1M
- -4.29%
- 6M
- 9.62%
- YTD
- 17.02%
- 1Y
- 44.20%
- 3Y*
- 25.21%
- 5Y*
- 18.86%
- 10Y*
- —
SXR6.DE
- 1D
- -1.27%
- 1M
- 2.79%
- 6M
- 4.45%
- YTD
- 8.85%
- 1Y
- 19.05%
- 3Y*
- 9.21%
- 5Y*
- 4.84%
- 10Y*
- —
JNHD.DE vs. SXR6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JNHD.DE Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) | 17.02% | 27.52% | 23.21% | 32.66% | -7.11% | 11.87% | 12.61% |
SXR6.DE iShares MSCI Japan SRI UCITS ETF USD Acc | 8.85% | 6.27% | 9.12% | 9.64% | -13.85% | 9.80% | 12.55% |
Correlation
The correlation between JNHD.DE and SXR6.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2020 | 0.76 |
The correlation between JNHD.DE and SXR6.DE has been stable across timeframes, ranging from 0.74 to 0.77 - a consistent structural relationship.
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Return for Risk
JNHD.DE vs. SXR6.DE — Risk / Return Rank
JNHD.DE
SXR6.DE
JNHD.DE vs. SXR6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) (JNHD.DE) and iShares MSCI Japan SRI UCITS ETF USD Acc (SXR6.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JNHD.DE | SXR6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.11 | ||
| Sortino ratioReturn per unit of downside risk | +1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.19 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 4.57 | 1.65 | +2.92 |
| Martin ratioReturn relative to average drawdown | 14.93 | 4.84 | +10.09 |
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Drawdowns
JNHD.DE vs. SXR6.DE - Drawdown Comparison
The maximum JNHD.DE drawdown since its inception was -21.83%, smaller than the maximum SXR6.DE drawdown of -27.37%. Use the drawdown chart below to compare losses from any high point for JNHD.DE and SXR6.DE.
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Drawdown Indicators
| JNHD.DE | SXR6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.83% | -27.37% | +5.54% |
Max Drawdown (1Y)Largest decline over 1 year | -9.62% | -11.51% | +1.89% |
Max Drawdown (3Y)Largest decline over 3 years | -21.83% | -16.34% | -5.49% |
Max Drawdown (5Y)Largest decline over 5 years | -21.83% | -21.23% | -0.60% |
Current DrawdownCurrent decline from peak | -6.33% | -2.39% | -3.94% |
Average DrawdownAverage peak-to-trough decline | -4.16% | -7.04% | +2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 3.92% | -0.97% |
Volatility
JNHD.DE vs. SXR6.DE - Volatility Comparison
Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) (JNHD.DE) has a higher volatility of 6.92% compared to iShares MSCI Japan SRI UCITS ETF USD Acc (SXR6.DE) at 5.29%. This indicates that JNHD.DE's price experiences larger fluctuations and is considered to be riskier than SXR6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNHD.DE | SXR6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.92% | 5.29% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 16.49% | 15.25% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.97% | 19.16% | +1.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.88% | 16.65% | +2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 16.87% | +1.54% |
JNHD.DE vs. SXR6.DE - Expense Ratio Comparison
Both JNHD.DE and SXR6.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
JNHD.DE vs. SXR6.DE - Dividend Comparison
JNHD.DE's dividend yield for the trailing twelve months is around 1.55%, while SXR6.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JNHD.DE Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) | 1.55% | 1.82% | 1.85% | 1.72% | 2.52% | 1.83% | 0.78% |
SXR6.DE iShares MSCI Japan SRI UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JNHD.DE and SXR6.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
JNHD.DE and SXR6.DE have the same expense ratio: 0.20% per year.
JNHD.DE tracks MSCI Japan Index (EUR Hedged), while SXR6.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels. They also come from different issuers: Amundi and iShares.
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