JSRI.DE vs. ESEE.DE
JSRI.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis) and ESEE.DE (BNP Paribas Easy S&P 500 UCITS ETF EUR) are both exchange-traded funds - JSRI.DE is a Japan Equities fund tracking the MSCI Japan SRI S-Series PAB 5% Capped, while ESEE.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, JSRI.DE returned 2.34%/yr vs 14.69%/yr for ESEE.DE. A 0.58 correlation means they provide meaningful diversification when combined. JSRI.DE charges 0.25%/yr vs 0.15%/yr for ESEE.DE.
Performance
JSRI.DE vs. ESEE.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 ESEE.DE's 11.27% 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*
- —
ESEE.DE
- 1D
- -0.16%
- 1M
- 5.21%
- YTD
- 11.27%
- 6M
- 11.25%
- 1Y
- 25.34%
- 3Y*
- 18.69%
- 5Y*
- 14.69%
- 10Y*
- 15.09%
JSRI.DE vs. ESEE.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% |
ESEE.DE BNP Paribas Easy S&P 500 UCITS ETF EUR | 11.27% | 4.37% | 32.16% | 22.65% | -14.21% | 40.85% | 7.14% | 34.97% | 1.13% |
Correlation
The correlation between JSRI.DE and ESEE.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2018 | 0.58 |
The correlation between JSRI.DE and ESEE.DE shifts across timeframes, from 0.43 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JSRI.DE vs. ESEE.DE — Risk / Return Rank
JSRI.DE
ESEE.DE
JSRI.DE vs. ESEE.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 S&P 500 UCITS ETF EUR (ESEE.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 | ESEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.40 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 3.51 | -2.53 |
| Martin ratioReturn relative to average drawdown | 2.86 | 12.48 | -9.61 |
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 | ESEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 2.17 | -1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.96 | -0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.95 | -0.71 |
Drawdowns
JSRI.DE vs. ESEE.DE - Drawdown Comparison
The maximum JSRI.DE drawdown since its inception was -26.30%, smaller than the maximum ESEE.DE drawdown of -33.58%. Use the drawdown chart below to compare losses from any high point for JSRI.DE and ESEE.DE.
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Drawdown Indicators
| JSRI.DE | ESEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.30% | -33.58% | +7.28% |
Max Drawdown (1Y)Largest decline over 1 year | -10.41% | -7.18% | -3.23% |
Max Drawdown (3Y)Largest decline over 3 years | -16.33% | -23.46% | +7.13% |
Max Drawdown (5Y)Largest decline over 5 years | -22.37% | -23.46% | +1.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.58% | — |
Current DrawdownCurrent decline from peak | -2.61% | -0.45% | -2.16% |
Average DrawdownAverage peak-to-trough decline | -9.43% | -4.12% | -5.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 2.03% | +1.56% |
Volatility
JSRI.DE vs. ESEE.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 S&P 500 UCITS ETF EUR (ESEE.DE) at 2.65%. This indicates that JSRI.DE's price experiences larger fluctuations and is considered to be riskier than ESEE.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 | ESEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 2.65% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 13.83% | 7.60% | +6.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.46% | 11.61% | +5.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.85% | 15.20% | +0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 16.09% | +0.68% |
JSRI.DE vs. ESEE.DE - Expense Ratio Comparison
JSRI.DE has a 0.25% expense ratio, which is higher than ESEE.DE's 0.15% 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. ESEE.DE - Dividend Comparison
JSRI.DE's dividend yield for the trailing twelve months is around 2.44%, while ESEE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
ESEE.DE BNP Paribas Easy S&P 500 UCITS ETF EUR | 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 ESEE.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESEE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESEE.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for JSRI.DE.
JSRI.DE is categorized as Japan Equities, while ESEE.DE is S&P 500. JSRI.DE tracks MSCI Japan SRI S-Series PAB 5% Capped, while ESEE.DE tracks S&P 500 Index. Their fees differ too: 0.25% for JSRI.DE and 0.15% for ESEE.DE.
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