JSRI.DE vs. EMWE.DE
JSRI.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis) and EMWE.DE (BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) are both exchange-traded funds - JSRI.DE is a Japan Equities fund tracking the MSCI Japan SRI S-Series PAB 5% Capped, while EMWE.DE is a Global Equities fund tracking the MSCI World SRI S-Series PAB 5% Capped. Both are passively managed. Over the past 5 years, JSRI.DE returned 2.34%/yr vs 8.57%/yr for EMWE.DE. A 0.64 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
JSRI.DE vs. EMWE.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 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*
- —
JSRI.DE vs. EMWE.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% |
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.
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Return for Risk
JSRI.DE vs. EMWE.DE — Risk / Return Rank
JSRI.DE
EMWE.DE
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.DE | EMWE.DE | Difference | |
|---|---|---|---|
| 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 |
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 | EMWE.DE | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| JSRI.DE | EMWE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.61% | 0.00% | -2.61% |
Average DrawdownAverage peak-to-trough decline | -9.43% | -5.28% | -4.15% |
Ulcer IndexDepth 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.
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Volatility by Period
| JSRI.DE | EMWE.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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.
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