JSRI.DE vs. ETSZ.DE
JSRI.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis) and ETSZ.DE (BNP Paribas Easy STOXX Europe 600 UCITS ETF) are both exchange-traded funds - JSRI.DE is a Japan Equities fund tracking the MSCI Japan SRI S-Series PAB 5% Capped, while ETSZ.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 5 years, JSRI.DE returned 2.34%/yr vs 9.62%/yr for ETSZ.DE. A 0.60 correlation means they provide meaningful diversification when combined. JSRI.DE charges 0.25%/yr vs 0.20%/yr for ETSZ.DE.
Performance
JSRI.DE vs. ETSZ.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with JSRI.DE having a 7.00% return and ETSZ.DE slightly higher at 7.24%.
JSRI.DE
- 1D
- -0.56%
- 1M
- 3.33%
- YTD
- 7.00%
- 6M
- 6.81%
- 1Y
- 10.29%
- 3Y*
- 2.63%
- 5Y*
- 2.34%
- 10Y*
- —
ETSZ.DE
- 1D
- 0.59%
- 1M
- 3.00%
- YTD
- 7.24%
- 6M
- 9.76%
- 1Y
- 16.19%
- 3Y*
- 13.72%
- 5Y*
- 9.62%
- 10Y*
- 9.16%
JSRI.DE vs. ETSZ.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% |
ETSZ.DE BNP Paribas Easy STOXX Europe 600 UCITS ETF | 7.24% | 20.43% | 8.21% | 15.61% | -10.31% | 24.89% | -1.49% | 28.86% | -9.99% |
Correlation
The correlation between JSRI.DE and ETSZ.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2018 | 0.60 |
The correlation between JSRI.DE and ETSZ.DE has been stable across timeframes, ranging from 0.53 to 0.60 - a consistent structural relationship.
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Return for Risk
JSRI.DE vs. ETSZ.DE — Risk / Return Rank
JSRI.DE
ETSZ.DE
JSRI.DE vs. ETSZ.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 STOXX Europe 600 UCITS ETF (ETSZ.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 | ETSZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.24 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.72 | -0.73 |
| Martin ratioReturn relative to average drawdown | 2.86 | 6.45 | -3.59 |
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 | ETSZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 1.26 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.66 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.52 | -0.27 |
Drawdowns
JSRI.DE vs. ETSZ.DE - Drawdown Comparison
The maximum JSRI.DE drawdown since its inception was -26.30%, smaller than the maximum ETSZ.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for JSRI.DE and ETSZ.DE.
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Drawdown Indicators
| JSRI.DE | ETSZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.30% | -35.51% | +9.21% |
Max Drawdown (1Y)Largest decline over 1 year | -10.41% | -9.39% | -1.02% |
Max Drawdown (3Y)Largest decline over 3 years | -16.33% | -16.35% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -22.37% | -20.55% | -1.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.51% | — |
Current DrawdownCurrent decline from peak | -2.61% | -1.70% | -0.91% |
Average DrawdownAverage peak-to-trough decline | -9.43% | -5.41% | -4.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 2.51% | +1.08% |
Volatility
JSRI.DE vs. ETSZ.DE - Volatility Comparison
The current volatility for BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.DE) is 3.40%, while BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE) has a volatility of 4.34%. This indicates that JSRI.DE experiences smaller price fluctuations and is considered to be less risky than ETSZ.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 | ETSZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 4.34% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 13.83% | 10.64% | +3.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.46% | 12.84% | +4.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.85% | 14.39% | +1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 15.54% | +1.23% |
JSRI.DE vs. ETSZ.DE - Expense Ratio Comparison
JSRI.DE has a 0.25% expense ratio, which is higher than ETSZ.DE's 0.20% 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. ETSZ.DE - Dividend Comparison
JSRI.DE's dividend yield for the trailing twelve months is around 2.44%, while ETSZ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
ETSZ.DE BNP Paribas Easy STOXX Europe 600 UCITS ETF | 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 ETSZ.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ETSZ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ETSZ.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for JSRI.DE.
JSRI.DE is categorized as Japan Equities, while ETSZ.DE is Europe Equities. JSRI.DE tracks MSCI Japan SRI S-Series PAB 5% Capped, while ETSZ.DE tracks STOXX® Europe 600. Their fees differ too: 0.25% for JSRI.DE and 0.20% for ETSZ.DE.
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