JSRI.DE vs. DBXJ.DE
JSRI.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis) and DBXJ.DE (Xtrackers MSCI Japan UCITS ETF 1C) are both Japan Equities funds - JSRI.DE tracks the MSCI Japan SRI S-Series PAB 5% Capped while DBXJ.DE tracks the MSCI Japan. Both are passively managed. Over the past 5 years, JSRI.DE returned 2.34%/yr vs 10.09%/yr for DBXJ.DE. Their correlation of 0.94 suggests significant overlap in exposure. JSRI.DE charges 0.25%/yr vs 0.12%/yr for DBXJ.DE.
Performance
JSRI.DE vs. DBXJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JSRI.DE achieves a 7.00% return, which is significantly lower than DBXJ.DE's 16.95% return.
JSRI.DE
- 1D
- -0.56%
- 1M
- 3.33%
- YTD
- 7.00%
- 6M
- 6.81%
- 1Y
- 10.29%
- 3Y*
- 2.63%
- 5Y*
- 2.34%
- 10Y*
- —
DBXJ.DE
- 1D
- -0.42%
- 1M
- 6.00%
- YTD
- 16.95%
- 6M
- 16.74%
- 1Y
- 30.73%
- 3Y*
- 15.59%
- 5Y*
- 10.09%
- 10Y*
- 9.20%
JSRI.DE vs. DBXJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JSRI.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis | 7.00% | 3.81% | 1.12% | 10.63% | -16.21% | 6.00% | 9.71% | 26.10% | -8.97% |
DBXJ.DE Xtrackers MSCI Japan UCITS ETF 1C | 16.95% | 12.59% | 13.75% | 16.43% | -12.07% | 9.57% | 5.08% | 21.75% | -7.74% |
Correlation
The correlation between JSRI.DE and DBXJ.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2018 | 0.94 |
The correlation between JSRI.DE and DBXJ.DE has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.
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Return for Risk
JSRI.DE vs. DBXJ.DE — Risk / Return Rank
JSRI.DE
DBXJ.DE
JSRI.DE vs. DBXJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.DE) and Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.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.
| JSRI.DE | DBXJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.31 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 2.99 | -2.01 |
| Martin ratioReturn relative to average drawdown | 2.86 | 9.82 | -6.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JSRI.DE | DBXJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 1.63 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.60 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.26 | -0.02 |
Drawdowns
JSRI.DE vs. DBXJ.DE - Drawdown Comparison
The maximum JSRI.DE drawdown since its inception was -26.30%, smaller than the maximum DBXJ.DE drawdown of -51.22%. Use the drawdown chart below to compare losses from any high point for JSRI.DE and DBXJ.DE.
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Drawdown Indicators
| JSRI.DE | DBXJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.30% | -51.22% | +24.92% |
Max Drawdown (1Y)Largest decline over 1 year | -10.41% | -10.22% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -16.33% | -16.96% | +0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -22.37% | -19.00% | -3.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.03% | — |
Current DrawdownCurrent decline from peak | -2.61% | -0.42% | -2.19% |
Average DrawdownAverage peak-to-trough decline | -9.43% | -14.63% | +5.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 3.12% | +0.47% |
Volatility
JSRI.DE vs. DBXJ.DE - Volatility Comparison
BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.DE) and Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.DE) have volatilities of 3.40% and 3.40%, 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
| JSRI.DE | DBXJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 3.40% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 13.83% | 14.91% | -1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.46% | 18.74% | -1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.85% | 16.56% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 16.38% | +0.39% |
JSRI.DE vs. DBXJ.DE - Expense Ratio Comparison
JSRI.DE has a 0.25% expense ratio, which is higher than DBXJ.DE's 0.12% 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%.
Dividends
JSRI.DE vs. DBXJ.DE - Dividend Comparison
JSRI.DE's dividend yield for the trailing twelve months is around 2.44%, while DBXJ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DBXJ.DE Xtrackers MSCI Japan UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JSRI.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis | 2.44% | 1.91% | 1.85% | 4.41% | 2.87% | 1.71% | 2.06% | 2.03% |
Frequently Asked Questions
JSRI.DE and DBXJ.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DBXJ.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DBXJ.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for JSRI.DE.
JSRI.DE tracks MSCI Japan SRI S-Series PAB 5% Capped, while DBXJ.DE tracks MSCI Japan. They also come from different issuers: BNP Paribas and Xtrackers. Their fees differ too: 0.25% for JSRI.DE and 0.12% for DBXJ.DE.
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