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NADA.DE vs. PR1J.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NADA.DE vs. PR1J.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Core MSCI Japan UCITS ETF Distributing (NADA.DE) and Amundi Prime Japan UCITS ETF DR (D) (PR1J.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, NADA.DE achieves a 19.90% return, which is significantly higher than PR1J.DE's 18.30% return.


NADA.DE

1D
0.49%
1M
3.64%
YTD
19.90%
6M
20.31%
1Y
38.41%
3Y*
17.56%
5Y*
10.47%
10Y*

PR1J.DE

1D
0.35%
1M
2.89%
YTD
18.30%
6M
18.60%
1Y
36.05%
3Y*
17.09%
5Y*
10.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NADA.DE vs. PR1J.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
NADA.DE
Amundi Core MSCI Japan UCITS ETF Distributing
19.90%12.75%13.65%16.45%-12.50%9.86%9.71%
PR1J.DE
Amundi Prime Japan UCITS ETF DR (D)
18.30%12.92%13.38%16.35%-11.58%10.23%10.00%

Correlation

The correlation between NADA.DE and PR1J.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2020

0.99

The correlation between NADA.DE and PR1J.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

NADA.DE vs. PR1J.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NADA.DE
NADA.DE Risk / Return Rank: 7474
Overall Rank
NADA.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NADA.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
NADA.DE Omega Ratio Rank: 7272
Omega Ratio Rank
NADA.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
NADA.DE Martin Ratio Rank: 7474
Martin Ratio Rank

PR1J.DE
PR1J.DE Risk / Return Rank: 6868
Overall Rank
PR1J.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PR1J.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
PR1J.DE Omega Ratio Rank: 6666
Omega Ratio Rank
PR1J.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
PR1J.DE Martin Ratio Rank: 7070
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.

NADA.DE vs. PR1J.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Core MSCI Japan UCITS ETF Distributing (NADA.DE) and Amundi Prime Japan UCITS ETF DR (D) (PR1J.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.


NADA.DEPR1J.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.37

1.35

+0.03

Calmar ratioReturn relative to maximum drawdown

3.83

3.49

+0.34

Martin ratioReturn relative to average drawdown

12.27

11.31

+0.96

NADA.DE vs. PR1J.DE - Sharpe Ratio Comparison

The current NADA.DE Sharpe Ratio is 1.98, which is comparable to the PR1J.DE Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of NADA.DE and PR1J.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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Drawdowns

NADA.DE vs. PR1J.DE - Drawdown Comparison

The maximum NADA.DE drawdown since its inception was -19.09%, smaller than the maximum PR1J.DE drawdown of -99.34%. Use the drawdown chart below to compare losses from any high point for NADA.DE and PR1J.DE.


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Drawdown Indicators


NADA.DEPR1J.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.09%

-99.34%

+80.25%

Max Drawdown (1Y)

Largest decline over 1 year

-9.99%

-10.29%

+0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-16.93%

-16.25%

-0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-19.09%

-18.66%

-0.43%

Current Drawdown

Current decline from peak

-2.85%

-98.39%

+95.54%

Average Drawdown

Average peak-to-trough decline

-5.59%

-97.49%

+91.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

3.18%

-0.06%

Volatility

NADA.DE vs. PR1J.DE - Volatility Comparison

Amundi Core MSCI Japan UCITS ETF Distributing (NADA.DE) has a higher volatility of 6.21% compared to Amundi Prime Japan UCITS ETF DR (D) (PR1J.DE) at 5.71%. This indicates that NADA.DE's price experiences larger fluctuations and is considered to be riskier than PR1J.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NADA.DEPR1J.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

5.71%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

15.74%

15.82%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

19.33%

19.51%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.75%

16.63%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.38%

40.29%

-23.91%

NADA.DE vs. PR1J.DE - Expense Ratio Comparison

NADA.DE has a 0.12% expense ratio, which is higher than PR1J.DE's 0.05% 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

NADA.DE vs. PR1J.DE - Dividend Comparison

NADA.DE's dividend yield for the trailing twelve months is around 1.59%, more than PR1J.DE's 1.48% yield.


PositionTTM2025202420232022202120202019
NADA.DE
Amundi Core MSCI Japan UCITS ETF Distributing
1.59%1.90%1.93%1.75%2.64%1.95%0.60%0.00%
PR1J.DE
Amundi Prime Japan UCITS ETF DR (D)
1.48%1.75%1.91%1.90%2.21%1.80%1.73%1.87%

Frequently Asked Questions


With a correlation of 0.98, NADA.DE and PR1J.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, PR1J.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PR1J.DE is cheaper with a 0.05% expense ratio, compared with 0.12% for NADA.DE.

NADA.DE tracks MSCI Japan Index, while PR1J.DE tracks Solactive GBS Japan Large & Mid Cap. Their fees differ too: 0.12% for NADA.DE and 0.05% for PR1J.DE.

Portfolio Optimizer

Find the right allocation for NADA.DE and PR1J.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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