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JSRI.DE vs. LYY4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JSRI.DE vs. LYY4.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 Japan TOPIX II UCITS ETF EUR Dist (LYY4.DE). The values are adjusted to include any dividend payments, if applicable.

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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 LYY4.DE's 15.21% 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*

LYY4.DE

1D
-0.17%
1M
5.36%
YTD
15.21%
6M
15.57%
1Y
28.20%
3Y*
14.84%
5Y*
9.48%
10Y*
8.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JSRI.DE vs. LYY4.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
LYY4.DE
Amundi Japan TOPIX II UCITS ETF EUR Dist
15.21%13.10%12.42%14.70%-10.26%8.20%3.15%20.97%-9.25%

Correlation

The correlation between JSRI.DE and LYY4.DE is 0.90, 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

0.90

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

0.91

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

0.93

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2018

0.94

The correlation between JSRI.DE and LYY4.DE has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

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Return for Risk

JSRI.DE vs. LYY4.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

LYY4.DE
LYY4.DE Risk / Return Rank: 5353
Overall Rank
LYY4.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
LYY4.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
LYY4.DE Omega Ratio Rank: 5050
Omega Ratio Rank
LYY4.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
LYY4.DE Martin Ratio Rank: 5656
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. LYY4.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 Japan TOPIX II UCITS ETF EUR Dist (LYY4.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.DELYY4.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.41

Omega ratioGain probability vs. loss probability

1.12

1.31

-0.19

Calmar ratioReturn relative to maximum drawdown

0.98

2.95

-1.96

Martin ratioReturn relative to average drawdown

2.86

9.67

-6.80

JSRI.DE vs. LYY4.DE - Sharpe Ratio Comparison

The current JSRI.DE Sharpe Ratio is 0.59, which is lower than the LYY4.DE Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of JSRI.DE and LYY4.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.


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Sharpe Ratios by Period


JSRI.DELYY4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

1.59

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.59

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.25

0.00

Drawdowns

JSRI.DE vs. LYY4.DE - Drawdown Comparison

The maximum JSRI.DE drawdown since its inception was -26.30%, smaller than the maximum LYY4.DE drawdown of -54.07%. Use the drawdown chart below to compare losses from any high point for JSRI.DE and LYY4.DE.


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Drawdown Indicators


JSRI.DELYY4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.30%

-54.07%

+27.77%

Max Drawdown (1Y)

Largest decline over 1 year

-10.41%

-9.61%

-0.80%

Max Drawdown (3Y)

Largest decline over 3 years

-16.33%

-15.82%

-0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-22.37%

-19.34%

-3.03%

Max Drawdown (10Y)

Largest decline over 10 years

-28.62%

Current Drawdown

Current decline from peak

-2.61%

-0.17%

-2.44%

Average Drawdown

Average peak-to-trough decline

-9.43%

-14.30%

+4.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

2.93%

+0.66%

Volatility

JSRI.DE vs. LYY4.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 Amundi Japan TOPIX II UCITS ETF EUR Dist (LYY4.DE) at 3.04%. This indicates that JSRI.DE's price experiences larger fluctuations and is considered to be riskier than LYY4.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.DELYY4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

3.04%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

13.83%

14.29%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

17.46%

17.82%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

16.25%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.77%

16.33%

+0.44%

JSRI.DE vs. LYY4.DE - Expense Ratio Comparison

JSRI.DE has a 0.25% expense ratio, which is lower than LYY4.DE's 0.45% expense ratio.


Dividends

JSRI.DE vs. LYY4.DE - Dividend Comparison

JSRI.DE's dividend yield for the trailing twelve months is around 2.44%, more than LYY4.DE's 0.62% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
LYY4.DE
Amundi Japan TOPIX II UCITS ETF EUR Dist
0.62%0.71%0.74%1.24%1.88%1.34%1.14%1.94%1.86%1.44%1.98%1.80%

Frequently Asked Questions


JSRI.DE and LYY4.DE have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JSRI.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JSRI.DE is cheaper with a 0.25% expense ratio, compared with 0.45% for LYY4.DE.

JSRI.DE tracks MSCI Japan SRI S-Series PAB 5% Capped, while LYY4.DE tracks TOPIX®. They also come from different issuers: BNP Paribas and Amundi. Their fees differ too: 0.25% for JSRI.DE and 0.45% for LYY4.DE.

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