JPNE.DE vs. JSRI.DE
JPNE.DE (Amundi MSCI Japan SRI Climate Paris Aligned UCITS ETF DR EUR Hedged (Dist)) and JSRI.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis) are both Japan Equities funds - JPNE.DE tracks the MSCI Japan SRI Filtered PAB Index (EUR Hedged) while JSRI.DE tracks the MSCI Japan SRI S-Series PAB 5% Capped. Both are passively managed. Over the past 5 years, JPNE.DE returned 10.75%/yr vs 2.80%/yr for JSRI.DE. A 0.70 correlation means they provide meaningful diversification when combined. JPNE.DE charges 0.20%/yr vs 0.25%/yr for JSRI.DE.
Performance
JPNE.DE vs. JSRI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JPNE.DE achieves a 10.86% return, which is significantly lower than JSRI.DE's 14.44% return.
JPNE.DE
- 1D
- 1.45%
- 1M
- 5.30%
- 6M
- 10.57%
- YTD
- 10.86%
- 1Y
- 29.49%
- 3Y*
- 13.43%
- 5Y*
- 10.75%
- 10Y*
- —
JSRI.DE
- 1D
- 1.11%
- 1M
- 6.33%
- 6M
- 14.29%
- YTD
- 14.44%
- 1Y
- 20.94%
- 3Y*
- 6.31%
- 5Y*
- 2.80%
- 10Y*
- —
JPNE.DE vs. JSRI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JPNE.DE Amundi MSCI Japan SRI Climate Paris Aligned UCITS ETF DR EUR Hedged (Dist) | 10.86% | 19.27% | 10.65% | 22.81% | -10.54% | 11.39% | 6.72% | 8.16% |
JSRI.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis | 14.44% | 3.78% | 1.17% | 8.14% | -16.21% | 6.00% | 9.70% | 7.66% |
Correlation
The correlation between JPNE.DE and JSRI.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2019 | 0.70 |
The correlation between JPNE.DE and JSRI.DE shifts across timeframes, from 0.70 (all time) to 0.87 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JPNE.DE vs. JSRI.DE — Risk / Return Rank
JPNE.DE
JSRI.DE
JPNE.DE vs. JSRI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Japan SRI Climate Paris Aligned UCITS ETF DR EUR Hedged (Dist) (JPNE.DE) and BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.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.
| JPNE.DE | JSRI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.22 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 2.01 | +0.99 |
| Martin ratioReturn relative to average drawdown | 9.44 | 6.03 | +3.41 |
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Drawdowns
JPNE.DE vs. JSRI.DE - Drawdown Comparison
The maximum JPNE.DE drawdown since its inception was -18.29%, smaller than the maximum JSRI.DE drawdown of -26.30%. Use the drawdown chart below to compare losses from any high point for JPNE.DE and JSRI.DE.
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Drawdown Indicators
| JPNE.DE | JSRI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.29% | -26.30% | +8.01% |
Max Drawdown (1Y)Largest decline over 1 year | -9.80% | -10.39% | +0.59% |
Max Drawdown (3Y)Largest decline over 3 years | -17.75% | -15.39% | -2.36% |
Max Drawdown (5Y)Largest decline over 5 years | -18.06% | -24.07% | +6.01% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -9.93% | +4.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 3.45% | -0.33% |
Volatility
JPNE.DE vs. JSRI.DE - Volatility Comparison
Amundi MSCI Japan SRI Climate Paris Aligned UCITS ETF DR EUR Hedged (Dist) (JPNE.DE) and BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.DE) have volatilities of 4.98% and 4.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPNE.DE | JSRI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 4.88% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 14.01% | 14.15% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.38% | 17.81% | +0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.49% | 15.85% | +1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 16.73% | +0.61% |
JPNE.DE vs. JSRI.DE - Expense Ratio Comparison
JPNE.DE has a 0.20% expense ratio, which is lower than JSRI.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JPNE.DE vs. JSRI.DE - Dividend Comparison
JPNE.DE's dividend yield for the trailing twelve months is around 1.24%, less than JSRI.DE's 2.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
JPNE.DE Amundi MSCI Japan SRI Climate Paris Aligned UCITS ETF DR EUR Hedged (Dist) | 1.24% | 1.37% | 1.37% | 1.34% | 1.62% | 1.92% | 1.88% | 0.93% |
JSRI.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis | 2.28% | 1.91% | 1.85% | 2.21% | 2.87% | 1.70% | 2.06% | 2.03% |
Frequently Asked Questions
JPNE.DE and JSRI.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPNE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPNE.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for JSRI.DE.
JPNE.DE tracks MSCI Japan SRI Filtered PAB Index (EUR Hedged), while JSRI.DE tracks MSCI Japan SRI S-Series PAB 5% Capped. They also come from different issuers: Amundi and BNP Paribas. Their fees differ too: 0.20% for JPNE.DE and 0.25% for JSRI.DE.
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