JSRI.DE vs. XDNY.DE
JSRI.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis) and XDNY.DE (Xtrackers MSCI Japan ESG Screened UCITS ETF 1D) are both Japan Equities funds - JSRI.DE tracks the MSCI Japan SRI S-Series PAB 5% Capped while XDNY.DE tracks the MSCI Japan Select ESG Screened. Both are passively managed. Over the past 5 years, JSRI.DE returned 1.96%/yr vs 9.79%/yr for XDNY.DE. Their correlation of 0.93 suggests significant overlap in exposure. JSRI.DE charges 0.25%/yr vs 0.15%/yr for XDNY.DE.
Performance
JSRI.DE vs. XDNY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JSRI.DE achieves a 10.34% return, which is significantly lower than XDNY.DE's 19.51% return.
JSRI.DE
- 1D
- 0.60%
- 1M
- 3.28%
- YTD
- 10.34%
- 6M
- 11.05%
- 1Y
- 18.77%
- 3Y*
- 5.29%
- 5Y*
- 1.96%
- 10Y*
- —
XDNY.DE
- 1D
- 0.75%
- 1M
- 4.32%
- YTD
- 19.51%
- 6M
- 19.86%
- 1Y
- 37.50%
- 3Y*
- 16.68%
- 5Y*
- 9.79%
- 10Y*
- 9.10%
JSRI.DE vs. XDNY.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 | 10.34% | 3.78% | 1.17% | 8.14% | -16.21% | 6.00% | 9.70% | 26.13% | -8.20% |
XDNY.DE Xtrackers MSCI Japan ESG Screened UCITS ETF 1D | 19.51% | 11.70% | 12.67% | 16.15% | -12.83% | 9.07% | 4.79% | 22.35% | -9.13% |
Correlation
The correlation between JSRI.DE and XDNY.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2018 | 0.93 |
The correlation between JSRI.DE and XDNY.DE has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.
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Return for Risk
JSRI.DE vs. XDNY.DE — Risk / Return Rank
JSRI.DE
XDNY.DE
JSRI.DE vs. XDNY.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 Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.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 | XDNY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.36 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 3.66 | -1.86 |
| Martin ratioReturn relative to average drawdown | 5.34 | 11.91 | -6.58 |
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Drawdowns
JSRI.DE vs. XDNY.DE - Drawdown Comparison
The maximum JSRI.DE drawdown since its inception was -26.30%, smaller than the maximum XDNY.DE drawdown of -99.40%. Use the drawdown chart below to compare losses from any high point for JSRI.DE and XDNY.DE.
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Drawdown Indicators
| JSRI.DE | XDNY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.30% | -99.40% | +73.10% |
Max Drawdown (1Y)Largest decline over 1 year | -10.39% | -10.20% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -15.39% | -17.97% | +2.58% |
Max Drawdown (5Y)Largest decline over 5 years | -24.07% | -19.82% | -4.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.32% | — |
Current DrawdownCurrent decline from peak | -2.43% | -98.37% | +95.94% |
Average DrawdownAverage peak-to-trough decline | -9.95% | -98.65% | +88.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 3.14% | +0.37% |
Volatility
JSRI.DE vs. XDNY.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 4.92%, while Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.DE) has a volatility of 5.96%. This indicates that JSRI.DE experiences smaller price fluctuations and is considered to be less risky than XDNY.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 | XDNY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.92% | 5.96% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 14.23% | 15.81% | -1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.88% | 19.46% | -1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.85% | 16.91% | -1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.75% | 16.55% | +0.20% |
JSRI.DE vs. XDNY.DE - Expense Ratio Comparison
JSRI.DE has a 0.25% expense ratio, which is higher than XDNY.DE's 0.15% 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. XDNY.DE - Dividend Comparison
JSRI.DE's dividend yield for the trailing twelve months is around 2.37%, more than XDNY.DE's 1.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
JSRI.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis | 2.37% | 1.91% | 1.85% | 2.21% | 2.87% | 1.70% | 2.06% | 2.03% | 0.00% | 0.00% | 0.00% |
XDNY.DE Xtrackers MSCI Japan ESG Screened UCITS ETF 1D | 1.38% | 1.66% | 1.60% | 1.77% | 2.98% | 1.40% | 1.82% | 1.73% | 1.24% | 2.07% | 0.69% |
Frequently Asked Questions
JSRI.DE and XDNY.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDNY.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDNY.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for JSRI.DE.
JSRI.DE tracks MSCI Japan SRI S-Series PAB 5% Capped, while XDNY.DE tracks MSCI Japan Select ESG Screened. They also come from different issuers: BNP Paribas and Xtrackers. Their fees differ too: 0.25% for JSRI.DE and 0.15% for XDNY.DE.
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