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JPSR.L vs. HPJS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPSR.L vs. HPJS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (JPSR.L) and HSBC MSCI Japan Climate Paris Aligned UCITS ETF (HPJS.L). The values are adjusted to include any dividend payments, if applicable.

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JPSR.L vs. HPJS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JPSR.L
UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis
3.73%18.27%8.64%7.70%-9.85%-4.86%
HPJS.L
HSBC MSCI Japan Climate Paris Aligned UCITS ETF
2.62%14.99%-1.51%9.90%-15.00%-3.14%
Different Trading Currencies

JPSR.L is traded in GBp, while HPJS.L is traded in GBP. To make them comparable, the HPJS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, JPSR.L achieves a 3.73% return, which is significantly higher than HPJS.L's 2.62% return.


JPSR.L

1D
3.67%
1M
-1.67%
YTD
3.73%
6M
12.00%
1Y
22.12%
3Y*
11.47%
5Y*
5.26%
10Y*
8.27%

HPJS.L

1D
4.06%
1M
-4.02%
YTD
2.62%
6M
6.58%
1Y
21.81%
3Y*
7.00%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JPSR.L vs. HPJS.L - Expense Ratio Comparison

JPSR.L has a 0.22% expense ratio, which is higher than HPJS.L's 0.18% 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%.


Return for Risk

JPSR.L vs. HPJS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JPSR.L
JPSR.L Risk / Return Rank: 6060
Overall Rank
JPSR.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
JPSR.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
JPSR.L Omega Ratio Rank: 5757
Omega Ratio Rank
JPSR.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
JPSR.L Martin Ratio Rank: 5555
Martin Ratio Rank

HPJS.L
HPJS.L Risk / Return Rank: 6161
Overall Rank
HPJS.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
HPJS.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
HPJS.L Omega Ratio Rank: 5454
Omega Ratio Rank
HPJS.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
HPJS.L Martin Ratio Rank: 6060
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.

JPSR.L vs. HPJS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (JPSR.L) and HSBC MSCI Japan Climate Paris Aligned UCITS ETF (HPJS.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.


JPSR.LHPJS.LDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.16

-0.01

Sortino ratio

Return per unit of downside risk

1.65

1.77

-0.12

Omega ratio

Gain probability vs. loss probability

1.22

1.22

+0.01

Calmar ratio

Return relative to maximum drawdown

1.90

1.89

+0.01

Martin ratio

Return relative to average drawdown

6.05

6.94

-0.89

JPSR.L vs. HPJS.L - Sharpe Ratio Comparison

The current JPSR.L Sharpe Ratio is 1.16, which is comparable to the HPJS.L Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of JPSR.L and HPJS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JPSR.LHPJS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.16

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.07

+0.52

Correlation

The correlation between JPSR.L and HPJS.L is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JPSR.L vs. HPJS.L - Dividend Comparison

JPSR.L's dividend yield for the trailing twelve months is around 1.10%, while HPJS.L has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
JPSR.L
UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis
1.10%1.74%1.67%1.60%1.71%1.36%1.36%1.51%1.58%1.42%1.16%
HPJS.L
HSBC MSCI Japan Climate Paris Aligned UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JPSR.L vs. HPJS.L - Drawdown Comparison

The maximum JPSR.L drawdown since its inception was -23.05%, smaller than the maximum HPJS.L drawdown of -24.65%. Use the drawdown chart below to compare losses from any high point for JPSR.L and HPJS.L.


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Drawdown Indicators


JPSR.LHPJS.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.05%

-24.65%

+1.60%

Max Drawdown (1Y)

Largest decline over 1 year

-10.84%

-12.22%

+1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-21.57%

Max Drawdown (10Y)

Largest decline over 10 years

-23.05%

Current Drawdown

Current decline from peak

-4.71%

-7.00%

+2.29%

Average Drawdown

Average peak-to-trough decline

-6.96%

-11.74%

+4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

3.32%

+0.08%

Volatility

JPSR.L vs. HPJS.L - Volatility Comparison

UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (JPSR.L) and HSBC MSCI Japan Climate Paris Aligned UCITS ETF (HPJS.L) have volatilities of 8.51% and 8.19%, 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


JPSR.LHPJS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.51%

8.19%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

14.40%

14.45%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

19.30%

18.67%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.66%

15.78%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

15.78%

+2.24%