JPSG.L vs. JARI.L
JPSG.L (iShares MSCI Japan SRI UCITS ETF) and JARI.L (Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C)) are both Japan Equities funds - JPSG.L tracks the iShares MSCI Japan SRI UCITS ETF while JARI.L tracks the TOPIX TR JPY. Both are passively managed. Over the past 3 years, JPSG.L returned 20.60%/yr vs 5.31%/yr for JARI.L. A 0.80 correlation means they provide meaningful diversification when combined.
Performance
JPSG.L vs. JARI.L - Performance Comparison
Loading charts...
Different Trading Currencies
JPSG.L is traded in GBP, while JARI.L is traded in GBp. To make them comparable, the JARI.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, JPSG.L achieves a 13.14% return, which is significantly higher than JARI.L's 7.22% return.
JPSG.L
- 1D
- 0.17%
- 1M
- 5.30%
- 6M
- 7.68%
- YTD
- 13.14%
- 1Y
- 35.33%
- 3Y*
- 20.60%
- 5Y*
- —
- 10Y*
- —
JARI.L
- 1D
- -1.87%
- 1M
- 3.37%
- 6M
- 3.24%
- YTD
- 7.22%
- 1Y
- 19.28%
- 3Y*
- 5.31%
- 5Y*
- 2.19%
- 10Y*
- —
JPSG.L vs. JARI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JPSG.L iShares MSCI Japan SRI UCITS ETF | 13.14% | 23.27% | 17.32% | 21.38% |
JARI.L Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) | 7.22% | 10.04% | -2.28% | 2.30% |
Correlation
The correlation between JPSG.L and JARI.L 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 (All Time) Calculated using the full available price history since Mar 27, 2023 | 0.80 |
The correlation between JPSG.L and JARI.L has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JPSG.L vs. JARI.L — Risk / Return Rank
JPSG.L
JARI.L
JPSG.L vs. JARI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan SRI UCITS ETF (JPSG.L) and Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.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.
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.
| JPSG.L | JARI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.20 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.76 | 1.83 | +1.93 |
| Martin ratioReturn relative to average drawdown | 11.53 | 4.96 | +6.56 |
Loading charts...
Drawdowns
JPSG.L vs. JARI.L - Drawdown Comparison
The maximum JPSG.L drawdown since its inception was -20.02%, smaller than the maximum JARI.L drawdown of -43.28%. Use the drawdown chart below to compare losses from any high point for JPSG.L and JARI.L.
Loading charts...
Drawdown Indicators
| JPSG.L | JARI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.02% | -43.28% | +23.26% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -10.47% | +0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -20.02% | -12.79% | -7.23% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.78% | — |
Current DrawdownCurrent decline from peak | -1.15% | -26.71% | +25.56% |
Average DrawdownAverage peak-to-trough decline | -3.53% | -33.52% | +29.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 3.88% | -0.72% |
Volatility
JPSG.L vs. JARI.L - Volatility Comparison
The current volatility for iShares MSCI Japan SRI UCITS ETF (JPSG.L) is 4.98%, while Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.L) has a volatility of 5.81%. This indicates that JPSG.L experiences smaller price fluctuations and is considered to be less risky than JARI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JPSG.L | JARI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 5.81% | -0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 14.35% | 14.40% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.26% | 17.96% | +1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.04% | 15.39% | +3.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.04% | 20.01% | -0.97% |
Dividends
JPSG.L vs. JARI.L - Dividend Comparison
Neither JPSG.L nor JARI.L has paid dividends to shareholders.
Frequently Asked Questions
JPSG.L and JARI.L 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.
JPSG.L tracks iShares MSCI Japan SRI UCITS ETF, while JARI.L tracks TOPIX TR JPY. They also come from different issuers: iShares and Amundi.
Find the right allocation for JPSG.L and JARI.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer