PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
JPSR.L vs. UC44.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

JPSR.L vs. UC44.L

Last updated Jun 5, 2026

JPSR.L (UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis) and UC44.L (UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis) are both exchange-traded funds - JPSR.L is a Japan Equities fund tracking the TOPIX TR JPY, while UC44.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, JPSR.L returned 8.71%/yr vs 13.02%/yr for UC44.L. A 0.55 correlation means they provide meaningful diversification when combined. Both charge a 0.22% expense ratio.

Performance

JPSR.L vs. UC44.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 UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UC44.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JPSR.L achieves a 11.27% return, which is significantly higher than UC44.L's 9.19% return. Over the past 10 years, JPSR.L has underperformed UC44.L with an annualized return of 8.71%, while UC44.L has yielded a comparatively higher 13.02% annualized return.

JPSR.L

1D
-0.22%
1M
8.14%
YTD
11.27%
6M
11.47%
1Y
28.02%
3Y*
12.10%
5Y*
7.46%
10Y*
8.71%

UC44.L

1D
0.39%
1M
6.87%
YTD
9.19%
6M
9.44%
1Y
20.96%
3Y*
14.50%
5Y*
10.84%
10Y*
13.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPSR.L vs. UC44.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
JPSR.L
UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis		11.27%18.27%8.64%7.70%-9.85%-3.37%16.62%21.49%-11.09%10.04%
UC44.L
UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis		9.19%5.87%18.30%22.09%-15.47%26.34%14.89%24.15%-2.54%12.60%

Correlation

The correlation between JPSR.L and UC44.L is 0.52, 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

0.52

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

0.55

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

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2015

0.55

The correlation between JPSR.L and UC44.L has been stable across timeframes, ranging from 0.52 to 0.58 - a consistent structural relationship.

JPSR.L vs. UC44.L - Sectors Allocation Comparison

Sectors
JPSR.L
UC44.L

Technology

22.8%
36.3%

Industrials

21.7%
12.0%

Financial Services

18.2%
16.1%

Communication Services

13.0%
3.9%

Consumer Cyclical

8.1%
10.9%

Healthcare

6.7%
8.9%

Real Estate

4.0%
2.5%

Consumer Defensive

2.9%
5.5%

Basic Materials

2.6%
3.0%

Energy

-

0.0%

Utilities

-

0.9%

Technology

JPSR.L
22.8%
UC44.L
36.3%

Industrials

JPSR.L
21.7%
UC44.L
12.0%

Financial Services

JPSR.L
18.2%
UC44.L
16.1%

Communication Services

JPSR.L
13.0%
UC44.L
3.9%

Consumer Cyclical

JPSR.L
8.1%
UC44.L
10.9%

Healthcare

JPSR.L
6.7%
UC44.L
8.9%

Real Estate

JPSR.L
4.0%
UC44.L
2.5%

Consumer Defensive

JPSR.L
2.9%
UC44.L
5.5%

Basic Materials

JPSR.L
2.6%
UC44.L
3.0%

Energy

JPSR.L

-

UC44.L
0.0%

Utilities

JPSR.L

-

UC44.L
0.9%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis

UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis

Often compared with JPSR.L:
JPSR.L vs. SUJA.LJPSR.L vs. DXJP.LJPSR.L vs. DXJA.LJPSR.L vs. HPJS.LJPSR.L vs. UC63.LJPSR.L vs. JARI.LJPSR.L vs. EUFM.L
Often compared with UC44.L:
UC44.L vs. SRIW.LUC44.L vs. V3AB.LUC44.L vs. VWRP.LUC44.L vs. ^GSPCUC44.L vs. SEMC.LUC44.L vs. EUFM.LUC44.L vs. UBTL.L

Return for Risk

JPSR.L vs. UC44.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: 4949
Overall Rank
JPSR.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
JPSR.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
JPSR.L Omega Ratio Rank: 4848
Omega Ratio Rank
JPSR.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
JPSR.L Martin Ratio Rank: 5151
Martin Ratio Rank
UC44.L
UC44.L Risk / Return Rank: 5151
Overall Rank
UC44.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
UC44.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
UC44.L Omega Ratio Rank: 5454
Omega Ratio Rank
UC44.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
UC44.L Martin Ratio Rank: 4747
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. UC44.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 UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UC44.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.LUC44.LDifference
Sharpe ratioReturn per unit of total volatility
1.58
1.81

-0.24

Sortino ratioReturn per unit of downside risk
2.23
2.58

-0.34

Omega ratioGain probability vs. loss probability

1.30

1.33

-0.04

Calmar ratioReturn relative to maximum drawdown

2.61

2.17

+0.44

Martin ratioReturn relative to average drawdown

8.53

7.73

+0.80

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JPSR.L vs. UC44.L - Sharpe Ratio Comparison

The current JPSR.L Sharpe Ratio is 1.58, which is comparable to the UC44.L Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of JPSR.L and UC44.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.

Loading charts...

Sharpe Ratios by Period

JPSR.LUC44.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

1.81

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.75

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.87

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.78

-0.16

Drawdowns

JPSR.L vs. UC44.L - Drawdown Comparison

The maximum JPSR.L drawdown since its inception was -23.05%, roughly equal to the maximum UC44.L drawdown of -24.11%. Use the drawdown chart below to compare losses from any high point for JPSR.L and UC44.L.

Loading charts...

Drawdown Indicators

JPSR.LUC44.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.05%

-24.11%

+1.06%

Max Drawdown (1Y)

Largest decline over 1 year

-10.84%

-9.61%

-1.23%

Max Drawdown (3Y)

Largest decline over 3 years

-13.83%

-20.15%

+6.32%

Max Drawdown (5Y)

Largest decline over 5 years

-21.57%

-22.39%

+0.82%

Max Drawdown (10Y)

Largest decline over 10 years

-23.05%

-24.11%

+1.06%

Current Drawdown

Current decline from peak

-0.22%

0.00%

-0.22%

Average Drawdown

Average peak-to-trough decline

-6.89%

-4.52%

-2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

2.71%

+0.60%

Volatility

JPSR.L vs. UC44.L - Volatility Comparison

UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (JPSR.L) has a higher volatility of 3.74% compared to UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UC44.L) at 3.13%. This indicates that JPSR.L's price experiences larger fluctuations and is considered to be riskier than UC44.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

JPSR.LUC44.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

3.13%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

14.41%

8.72%

+5.69%

Volatility (1Y)

Calculated over the trailing 1-year period

17.92%

11.50%

+6.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.72%

14.43%

+1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.70%

14.93%

+2.77%

JPSR.L vs. UC44.L - Expense Ratio Comparison

Both JPSR.L and UC44.L have an expense ratio of 0.22%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

JPSR.L vs. UC44.L - Dividend Comparison

JPSR.L's dividend yield for the trailing twelve months is around 1.03%, more than UC44.L's 0.86% yield.

PositionTTM20252024202320222021202020192018201720162015
JPSR.L
UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis		1.03%1.74%1.67%1.60%1.71%1.36%1.36%1.51%1.58%1.42%1.16%0.00%
UC44.L
UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis		0.86%1.01%1.05%1.13%1.33%1.01%1.23%1.70%1.88%1.91%1.81%1.78%

Frequently Asked Questions

JPSR.L and UC44.L have a correlation of 0.52, 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 0.22% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

JPSR.L and UC44.L have the same expense ratio: 0.22% per year.

JPSR.L is categorized as Japan Equities, while UC44.L is Global Equities. JPSR.L tracks TOPIX TR JPY, while UC44.L tracks MSCI ACWI NR USD.

Portfolio Optimizer

Find the right allocation for JPSR.L and UC44.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