JSRI.DE vs. WTDX.DE
Compare and contrast key facts about BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.DE) and WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE).
JSRI.DE and WTDX.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JSRI.DE is a passively managed fund by BNP Paribas that tracks the performance of the MSCI Japan SRI S-Series PAB 5% Capped. It was launched on Mar 12, 2018. WTDX.DE is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan Hedged Equity UCITS Index. It was launched on Feb 2, 2016. Both JSRI.DE and WTDX.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JSRI.DE vs. WTDX.DE - Performance Comparison
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JSRI.DE vs. WTDX.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 | 5.10% | 3.81% | 1.12% | 10.63% | -16.21% | 6.00% | 9.71% | 26.10% | -8.97% |
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 14.70% | 17.62% | 36.61% | 36.95% | 11.73% | 27.31% | -6.01% | 21.12% | -8.18% |
Returns By Period
In the year-to-date period, JSRI.DE achieves a 5.10% return, which is significantly lower than WTDX.DE's 14.70% return.
JSRI.DE
- 1D
- 3.87%
- 1M
- -2.37%
- YTD
- 5.10%
- 6M
- 6.87%
- 1Y
- 8.00%
- 3Y*
- 5.16%
- 5Y*
- 1.05%
- 10Y*
- —
WTDX.DE
- 1D
- 4.14%
- 1M
- -1.52%
- YTD
- 14.70%
- 6M
- 30.01%
- 1Y
- 41.39%
- 3Y*
- 32.43%
- 5Y*
- 25.02%
- 10Y*
- 17.00%
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JSRI.DE vs. WTDX.DE - Expense Ratio Comparison
JSRI.DE has a 0.25% expense ratio, which is lower than WTDX.DE's 0.48% expense ratio.
Return for Risk
JSRI.DE vs. WTDX.DE — Risk / Return Rank
JSRI.DE
WTDX.DE
JSRI.DE vs. WTDX.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 WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.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 | WTDX.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 1.75 | -1.32 |
Sortino ratioReturn per unit of downside risk | 0.75 | 2.23 | -1.49 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.34 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 5.23 | -4.30 |
Martin ratioReturn relative to average drawdown | 2.56 | 15.48 | -12.92 |
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 | WTDX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 1.75 | -1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 1.28 | -1.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.57 | -0.33 |
Correlation
The correlation between JSRI.DE and WTDX.DE is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JSRI.DE vs. WTDX.DE - Dividend Comparison
JSRI.DE's dividend yield for the trailing twelve months is around 1.82%, more than WTDX.DE's 1.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSRI.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis | 1.82% | 1.91% | 1.85% | 4.41% | 2.87% | 1.71% | 2.06% | 2.03% | 0.00% | 0.00% | 0.00% | 0.00% |
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 1.27% | 1.52% | 1.39% | 1.83% | 2.16% | 1.26% | 1.88% | 1.80% | 1.82% | 1.07% | 1.73% | 0.05% |
Drawdowns
JSRI.DE vs. WTDX.DE - Drawdown Comparison
The maximum JSRI.DE drawdown since its inception was -26.30%, smaller than the maximum WTDX.DE drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for JSRI.DE and WTDX.DE.
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Drawdown Indicators
| JSRI.DE | WTDX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.30% | -34.50% | +8.20% |
Max Drawdown (1Y)Largest decline over 1 year | -10.41% | -15.41% | +5.00% |
Max Drawdown (5Y)Largest decline over 5 years | -22.37% | -23.63% | +1.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.85% | — |
Current DrawdownCurrent decline from peak | -4.35% | -2.52% | -1.83% |
Average DrawdownAverage peak-to-trough decline | -9.53% | -8.04% | -1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.75% | 2.73% | +1.02% |
Volatility
JSRI.DE vs. WTDX.DE - Volatility Comparison
BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.DE) and WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) have volatilities of 7.89% and 7.88%, 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.
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Volatility by Period
| JSRI.DE | WTDX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.89% | 7.88% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 13.73% | 15.07% | -1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.29% | 23.52% | -5.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.80% | 19.39% | -3.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.75% | 20.33% | -3.58% |