JRIE.L vs. HPJS.L
Compare and contrast key facts about JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRIE.L) and HSBC MSCI Japan Climate Paris Aligned UCITS ETF (HPJS.L).
JRIE.L and HPJS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JRIE.L is a passively managed fund by JPMorgan that tracks the performance of the TOPIX TR JPY. It was launched on Mar 29, 2022. HPJS.L is a passively managed fund by HSBC that tracks the performance of the TOPIX TR JPY. It was launched on Nov 10, 2021. Both JRIE.L and HPJS.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JRIE.L vs. HPJS.L - Performance Comparison
Loading graphics...
JRIE.L vs. HPJS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JRIE.L JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 9.17% | 14.41% | 11.85% |
HPJS.L HSBC MSCI Japan Climate Paris Aligned UCITS ETF | 2.62% | 14.99% | 0.48% |
Different Trading Currencies
JRIE.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, JRIE.L achieves a 9.17% return, which is significantly higher than HPJS.L's 2.62% return.
JRIE.L
- 1D
- 4.29%
- 1M
- -2.96%
- YTD
- 9.17%
- 6M
- 13.94%
- 1Y
- 28.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HPJS.L
- 1D
- 4.06%
- 1M
- -4.02%
- YTD
- 2.62%
- 6M
- 6.58%
- 1Y
- 21.81%
- 3Y*
- 7.00%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JRIE.L vs. HPJS.L - Expense Ratio Comparison
JRIE.L has a 0.25% 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
JRIE.L vs. HPJS.L — Risk / Return Rank
JRIE.L
HPJS.L
JRIE.L vs. HPJS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRIE.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.
| JRIE.L | HPJS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.44 | 1.16 | +2.28 |
Sortino ratioReturn per unit of downside risk | 4.32 | 1.77 | +2.55 |
Omega ratioGain probability vs. loss probability | 1.59 | 1.22 | +0.37 |
Calmar ratioReturn relative to maximum drawdown | — | 1.89 | — |
Martin ratioReturn relative to average drawdown | — | 6.94 | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JRIE.L | HPJS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.44 | 1.16 | +2.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.76 | 0.07 | +2.69 |
Correlation
The correlation between JRIE.L and HPJS.L is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JRIE.L vs. HPJS.L - Dividend Comparison
JRIE.L's dividend yield for the trailing twelve months is around 1.61%, while HPJS.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JRIE.L JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 1.61% | 1.81% | 1.53% | 0.00% | 0.00% |
HPJS.L HSBC MSCI Japan Climate Paris Aligned UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JRIE.L vs. HPJS.L - Drawdown Comparison
The maximum JRIE.L drawdown since its inception was -13.10%, smaller than the maximum HPJS.L drawdown of -24.65%. Use the drawdown chart below to compare losses from any high point for JRIE.L and HPJS.L.
Loading graphics...
Drawdown Indicators
| JRIE.L | HPJS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.10% | -24.65% | +11.55% |
Max Drawdown (1Y)Largest decline over 1 year | -10.61% | -12.22% | +1.61% |
Current DrawdownCurrent decline from peak | -5.33% | -7.00% | +1.67% |
Average DrawdownAverage peak-to-trough decline | -3.56% | -11.74% | +8.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.32% | — |
Volatility
JRIE.L vs. HPJS.L - Volatility Comparison
JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRIE.L) and HSBC MSCI Japan Climate Paris Aligned UCITS ETF (HPJS.L) have volatilities of 8.58% 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.
Loading graphics...
Volatility by Period
| JRIE.L | HPJS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.58% | 8.19% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | — | 14.45% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 31.20% | 18.67% | +12.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.85% | 15.78% | +18.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.85% | 15.78% | +18.07% |