JSRI.DE vs. SXRZ.DE
JSRI.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis) and SXRZ.DE (iShares Nikkei 225 UCITS ETF (Acc)) are both Japan Equities funds - JSRI.DE tracks the MSCI Japan SRI S-Series PAB 5% Capped while SXRZ.DE tracks the Nikkei 225®. Both are passively managed. Over the past 5 years, JSRI.DE returned 2.34%/yr vs 11.98%/yr for SXRZ.DE. Their correlation of 0.87 suggests significant overlap in exposure. JSRI.DE charges 0.25%/yr vs 0.48%/yr for SXRZ.DE.
Performance
JSRI.DE vs. SXRZ.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 SXRZ.DE's 32.06% 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*
- —
SXRZ.DE
- 1D
- -1.49%
- 1M
- 10.39%
- YTD
- 32.06%
- 6M
- 30.06%
- 1Y
- 59.28%
- 3Y*
- 20.34%
- 5Y*
- 11.98%
- 10Y*
- 11.60%
JSRI.DE vs. SXRZ.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% |
SXRZ.DE iShares Nikkei 225 UCITS ETF (Acc) | 32.06% | 15.71% | 13.83% | 17.70% | -15.73% | 3.03% | 13.44% | 24.31% | -4.10% |
Correlation
The correlation between JSRI.DE and SXRZ.DE is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2018 | 0.87 |
The correlation between JSRI.DE and SXRZ.DE shifts across timeframes, from 0.73 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JSRI.DE vs. SXRZ.DE — Risk / Return Rank
JSRI.DE
SXRZ.DE
JSRI.DE vs. SXRZ.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 iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.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 | SXRZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.63 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.42 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 4.57 | -3.58 |
| Martin ratioReturn relative to average drawdown | 2.86 | 13.83 | -10.96 |
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 | SXRZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 2.53 | -1.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.64 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.58 | -0.33 |
Drawdowns
JSRI.DE vs. SXRZ.DE - Drawdown Comparison
The maximum JSRI.DE drawdown since its inception was -26.30%, smaller than the maximum SXRZ.DE drawdown of -29.90%. Use the drawdown chart below to compare losses from any high point for JSRI.DE and SXRZ.DE.
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Drawdown Indicators
| JSRI.DE | SXRZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.30% | -29.90% | +3.60% |
Max Drawdown (1Y)Largest decline over 1 year | -10.41% | -12.92% | +2.51% |
Max Drawdown (3Y)Largest decline over 3 years | -16.33% | -20.19% | +3.86% |
Max Drawdown (5Y)Largest decline over 5 years | -22.37% | -21.46% | -0.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.90% | — |
Current DrawdownCurrent decline from peak | -2.61% | -1.49% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -9.43% | -7.26% | -2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 4.28% | -0.69% |
Volatility
JSRI.DE vs. SXRZ.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 iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.DE) has a volatility of 6.62%. This indicates that JSRI.DE experiences smaller price fluctuations and is considered to be less risky than SXRZ.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 | SXRZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 6.62% | -3.22% |
Volatility (6M)Calculated over the trailing 6-month period | 13.83% | 18.37% | -4.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.46% | 23.34% | -5.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.85% | 18.49% | -2.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 17.77% | -1.00% |
JSRI.DE vs. SXRZ.DE - Expense Ratio Comparison
JSRI.DE has a 0.25% expense ratio, which is lower than SXRZ.DE's 0.48% expense ratio.
Dividends
JSRI.DE vs. SXRZ.DE - Dividend Comparison
JSRI.DE's dividend yield for the trailing twelve months is around 2.44%, while SXRZ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
SXRZ.DE iShares Nikkei 225 UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JSRI.DE and SXRZ.DE have a correlation of 0.73, 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 0.48% for SXRZ.DE.
JSRI.DE tracks MSCI Japan SRI S-Series PAB 5% Capped, while SXRZ.DE tracks Nikkei 225®. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.25% for JSRI.DE and 0.48% for SXRZ.DE.
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