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

Performance

JSRI.DE vs. JARI.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 Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.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 higher than JARI.DE's 3.03% 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*

JARI.DE

1D
-0.26%
1M
4.19%
YTD
3.03%
6M
2.55%
1Y
9.99%
3Y*
1.75%
5Y*
1.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
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%14.05%
JARI.DE
Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C)
3.03%5.73%2.11%6.93%-15.65%8.08%13.58%

Correlation

The correlation between JSRI.DE and JARI.DE is 0.93, 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

0.93

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

0.94

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

0.95

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2020

0.95

The correlation between JSRI.DE and JARI.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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. JARI.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

JARI.DE
JARI.DE Risk / Return Rank: 2020
Overall Rank
JARI.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
JARI.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
JARI.DE Omega Ratio Rank: 1919
Omega Ratio Rank
JARI.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
JARI.DE Martin Ratio Rank: 2323
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. JARI.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 Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.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.DEJARI.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.12

1.11

0.00

Calmar ratioReturn relative to maximum drawdown

0.98

0.97

+0.01

Martin ratioReturn relative to average drawdown

2.86

2.81

+0.06

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

The current JSRI.DE Sharpe Ratio is 0.59, which is comparable to the JARI.DE Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of JSRI.DE and JARI.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.DEJARI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.57

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.09

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.24

+0.01

Drawdowns

JSRI.DE vs. JARI.DE - Drawdown Comparison

The maximum JSRI.DE drawdown since its inception was -26.30%, which is greater than JARI.DE's maximum drawdown of -23.16%. Use the drawdown chart below to compare losses from any high point for JSRI.DE and JARI.DE.


Loading charts...

Drawdown Indicators


JSRI.DEJARI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.30%

-23.16%

-3.14%

Max Drawdown (1Y)

Largest decline over 1 year

-10.41%

-10.21%

-0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-16.33%

-15.32%

-1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-22.37%

-23.16%

+0.79%

Current Drawdown

Current decline from peak

-2.61%

-5.68%

+3.07%

Average Drawdown

Average peak-to-trough decline

-9.43%

-11.49%

+2.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

3.55%

+0.04%

Volatility

JSRI.DE vs. JARI.DE - Volatility Comparison

BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.DE) and Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.DE) have volatilities of 3.40% and 3.56%, 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.


Loading charts...

Volatility by Period


JSRI.DEJARI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

3.56%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

13.83%

14.05%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

17.46%

17.57%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

16.04%

-0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.77%

15.89%

+0.88%

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

JSRI.DE has a 0.25% expense ratio, which is higher than JARI.DE's 0.18% 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. JARI.DE - Dividend Comparison

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


PositionTTM2025202420232022202120202019
JARI.DE
Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C)
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


With a correlation of 0.93, JSRI.DE and JARI.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, JARI.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JARI.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for JSRI.DE.

JSRI.DE tracks MSCI Japan SRI S-Series PAB 5% Capped, while JARI.DE tracks TOPIX TR JPY. They also come from different issuers: BNP Paribas and Amundi. Their fees differ too: 0.25% for JSRI.DE and 0.18% for JARI.DE.

Portfolio Optimizer

Find the right allocation for JSRI.DE and JARI.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