PortfoliosLab logoPortfoliosLab logo
JSRI.DE vs. EMWE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JSRI.DE vs. EMWE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.DE) and BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (EMWE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JSRI.DE achieves a 7.00% return, which is significantly lower than EMWE.DE's 9.24% 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*

EMWE.DE

1D
0.48%
1M
5.73%
YTD
9.24%
6M
10.02%
1Y
14.00%
3Y*
10.15%
5Y*
8.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JSRI.DE vs. EMWE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
EMWE.DE
BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc
9.24%0.19%15.43%14.90%-16.11%38.30%11.27%31.39%-3.12%

Correlation

The correlation between JSRI.DE and EMWE.DE is 0.51, 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

0.51

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

0.55

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

0.59

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2018

0.64

The correlation between JSRI.DE and EMWE.DE shifts across timeframes, from 0.51 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.

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

JSRI.DE vs. EMWE.DE — Risk / Return Rank

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

JSRI.DE
JSRI.DE Risk / Return Rank: 2121
Overall Rank
JSRI.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
JSRI.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
JSRI.DE Omega Ratio Rank: 1919
Omega Ratio Rank
JSRI.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
JSRI.DE Martin Ratio Rank: 2323
Martin Ratio Rank

EMWE.DE
EMWE.DE Risk / Return Rank: 3535
Overall Rank
EMWE.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
EMWE.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
EMWE.DE Omega Ratio Rank: 3333
Omega Ratio Rank
EMWE.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
EMWE.DE Martin Ratio Rank: 3939
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.

JSRI.DE vs. EMWE.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 BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (EMWE.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.DEEMWE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.12

1.22

-0.10

Calmar ratioReturn relative to maximum drawdown

0.98

1.69

-0.70

Martin ratioReturn relative to average drawdown

2.86

6.10

-3.24

JSRI.DE vs. EMWE.DE - Sharpe Ratio Comparison

The current JSRI.DE Sharpe Ratio is 0.59, which is lower than the EMWE.DE Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of JSRI.DE and EMWE.DE, 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


JSRI.DEEMWE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

1.19

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.59

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.70

-0.45

Drawdowns

JSRI.DE vs. EMWE.DE - Drawdown Comparison

The maximum JSRI.DE drawdown since its inception was -26.30%, smaller than the maximum EMWE.DE drawdown of -31.05%. Use the drawdown chart below to compare losses from any high point for JSRI.DE and EMWE.DE.


Loading charts...

Drawdown Indicators


JSRI.DEEMWE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.30%

-31.05%

+4.75%

Max Drawdown (1Y)

Largest decline over 1 year

-10.41%

-8.26%

-2.15%

Max Drawdown (3Y)

Largest decline over 3 years

-16.33%

-20.00%

+3.67%

Max Drawdown (5Y)

Largest decline over 5 years

-22.37%

-20.79%

-1.58%

Current Drawdown

Current decline from peak

-2.61%

0.00%

-2.61%

Average Drawdown

Average peak-to-trough decline

-9.43%

-5.28%

-4.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

2.29%

+1.30%

Volatility

JSRI.DE vs. EMWE.DE - Volatility Comparison

BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.DE) has a higher volatility of 3.40% compared to BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (EMWE.DE) at 2.93%. This indicates that JSRI.DE's price experiences larger fluctuations and is considered to be riskier than EMWE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


JSRI.DEEMWE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

2.93%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

13.83%

8.57%

+5.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.46%

11.74%

+5.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

14.46%

+1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.77%

15.52%

+1.25%

JSRI.DE vs. EMWE.DE - Expense Ratio Comparison

Both JSRI.DE and EMWE.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

JSRI.DE vs. EMWE.DE - Dividend Comparison

JSRI.DE's dividend yield for the trailing twelve months is around 2.44%, while EMWE.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
EMWE.DE
BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc
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 EMWE.DE have a correlation of 0.51, 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 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

JSRI.DE and EMWE.DE have the same expense ratio: 0.25% per year.

JSRI.DE is categorized as Japan Equities, while EMWE.DE is Global Equities. JSRI.DE tracks MSCI Japan SRI S-Series PAB 5% Capped, while EMWE.DE tracks MSCI World SRI S-Series PAB 5% Capped.

Portfolio Optimizer

Find the right allocation for JSRI.DE and EMWE.DE

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