JSRI.DE vs. JNHD.DE
JSRI.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis) and JNHD.DE (Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist)) are both Japan Equities funds - JSRI.DE tracks the MSCI Japan SRI S-Series PAB 5% Capped while JNHD.DE tracks the MSCI Japan Index (EUR Hedged). Both are passively managed. Over the past 5 years, JSRI.DE returned 3.05%/yr vs 19.63%/yr for JNHD.DE. A 0.74 correlation means they provide meaningful diversification when combined. JSRI.DE charges 0.25%/yr vs 0.20%/yr for JNHD.DE.
Performance
JSRI.DE vs. JNHD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JSRI.DE achieves a 15.66% return, which is significantly lower than JNHD.DE's 20.87% return.
JSRI.DE
- 1D
- -1.24%
- 1M
- 5.85%
- 6M
- 11.11%
- YTD
- 15.66%
- 1Y
- 25.79%
- 3Y*
- 7.07%
- 5Y*
- 3.05%
- 10Y*
- —
JNHD.DE
- 1D
- -1.07%
- 1M
- 0.64%
- 6M
- 13.68%
- YTD
- 20.87%
- 1Y
- 49.88%
- 3Y*
- 27.17%
- 5Y*
- 19.63%
- 10Y*
- —
JSRI.DE vs. JNHD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JSRI.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis | 15.66% | 3.78% | 1.17% | 8.14% | -16.21% | 6.00% | 13.86% |
JNHD.DE Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) | 20.87% | 27.52% | 23.21% | 32.66% | -7.11% | 11.87% | 12.61% |
Correlation
The correlation between JSRI.DE and JNHD.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2020 | 0.74 |
The correlation between JSRI.DE and JNHD.DE has been stable across timeframes, ranging from 0.73 to 0.79 - a consistent structural relationship.
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Return for Risk
JSRI.DE vs. JNHD.DE — Risk / Return Rank
JSRI.DE
JNHD.DE
JSRI.DE vs. JNHD.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 Core MSCI Japan UCITS ETF EUR Hedged (Dist) (JNHD.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JSRI.DE | JNHD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.43 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.47 | 5.16 | -2.69 |
| Martin ratioReturn relative to average drawdown | 7.45 | 17.07 | -9.61 |
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Drawdowns
JSRI.DE vs. JNHD.DE - Drawdown Comparison
The maximum JSRI.DE drawdown since its inception was -26.30%, which is greater than JNHD.DE's maximum drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for JSRI.DE and JNHD.DE.
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Drawdown Indicators
| JSRI.DE | JNHD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.30% | -21.83% | -4.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.39% | -9.62% | -0.77% |
Max Drawdown (3Y)Largest decline over 3 years | -15.39% | -21.83% | +6.44% |
Max Drawdown (5Y)Largest decline over 5 years | -24.07% | -21.83% | -2.24% |
Current DrawdownCurrent decline from peak | -1.24% | -3.25% | +2.01% |
Average DrawdownAverage peak-to-trough decline | -9.89% | -4.16% | -5.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 2.91% | +0.54% |
Volatility
JSRI.DE vs. JNHD.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 5.34%, while Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) (JNHD.DE) has a volatility of 6.77%. This indicates that JSRI.DE experiences smaller price fluctuations and is considered to be less risky than JNHD.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 | JNHD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 6.77% | -1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 14.21% | 16.28% | -2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.01% | 20.83% | -2.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.86% | 18.86% | -3.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.73% | 18.39% | -1.66% |
JSRI.DE vs. JNHD.DE - Expense Ratio Comparison
JSRI.DE has a 0.25% expense ratio, which is higher than JNHD.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. JNHD.DE - Dividend Comparison
JSRI.DE's dividend yield for the trailing twelve months is around 2.26%, more than JNHD.DE's 1.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
JNHD.DE Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) | 1.50% | 1.82% | 1.85% | 1.72% | 2.52% | 1.83% | 0.78% | 0.00% |
JSRI.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis | 2.26% | 1.91% | 1.85% | 2.21% | 2.87% | 1.70% | 2.06% | 2.03% |
Frequently Asked Questions
JSRI.DE and JNHD.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JNHD.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JNHD.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for JSRI.DE.
JSRI.DE tracks MSCI Japan SRI S-Series PAB 5% Capped, while JNHD.DE tracks MSCI Japan Index (EUR Hedged). They also come from different issuers: BNP Paribas and Amundi. Their fees differ too: 0.25% for JSRI.DE and 0.20% for JNHD.DE.
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