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PAJS.L vs. HSJP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAJS.L vs. HSJP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc (PAJS.L) and HSBC Japan Sustainable Equity UCITS ETF USD (HSJP.L). The values are adjusted to include any dividend payments, if applicable.

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PAJS.L vs. HSJP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PAJS.L
Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc
-1.68%13.24%0.76%8.67%-14.19%-3.23%
HSJP.L
HSBC Japan Sustainable Equity UCITS ETF USD
1.51%18.24%13.93%13.26%-5.31%-2.93%
Different Trading Currencies

PAJS.L is traded in GBp, while HSJP.L is traded in GBP. To make them comparable, the HSJP.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PAJS.L achieves a -1.68% return, which is significantly lower than HSJP.L's 1.51% return.


PAJS.L

1D
0.66%
1M
-10.30%
YTD
-1.68%
6M
0.34%
1Y
12.26%
3Y*
5.40%
5Y*
10Y*

HSJP.L

1D
0.11%
1M
-9.94%
YTD
1.51%
6M
8.23%
1Y
19.87%
3Y*
14.19%
5Y*
8.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAJS.L vs. HSJP.L - Expense Ratio Comparison

PAJS.L has a 0.19% expense ratio, which is higher than HSJP.L's 0.18% 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%.


Return for Risk

PAJS.L vs. HSJP.L — Risk / Return Rank

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

PAJS.L
PAJS.L Risk / Return Rank: 3636
Overall Rank
PAJS.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
PAJS.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
PAJS.L Omega Ratio Rank: 3232
Omega Ratio Rank
PAJS.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
PAJS.L Martin Ratio Rank: 3838
Martin Ratio Rank

HSJP.L
HSJP.L Risk / Return Rank: 5757
Overall Rank
HSJP.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
HSJP.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
HSJP.L Omega Ratio Rank: 5353
Omega Ratio Rank
HSJP.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
HSJP.L 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.

PAJS.L vs. HSJP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc (PAJS.L) and HSBC Japan Sustainable Equity UCITS ETF USD (HSJP.L). 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.


PAJS.LHSJP.LDifference

Sharpe ratio

Return per unit of total volatility

0.68

1.04

-0.36

Sortino ratio

Return per unit of downside risk

1.08

1.47

-0.40

Omega ratio

Gain probability vs. loss probability

1.13

1.20

-0.07

Calmar ratio

Return relative to maximum drawdown

1.01

1.63

-0.62

Martin ratio

Return relative to average drawdown

3.55

5.54

-1.99

PAJS.L vs. HSJP.L - Sharpe Ratio Comparison

The current PAJS.L Sharpe Ratio is 0.68, which is lower than the HSJP.L Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of PAJS.L and HSJP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PAJS.LHSJP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

1.04

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.64

-0.63

Correlation

The correlation between PAJS.L and HSJP.L is 0.89, 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

PAJS.L vs. HSJP.L - Dividend Comparison

Neither PAJS.L nor HSJP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PAJS.L vs. HSJP.L - Drawdown Comparison

The maximum PAJS.L drawdown since its inception was -29.71%, which is greater than HSJP.L's maximum drawdown of -16.22%. Use the drawdown chart below to compare losses from any high point for PAJS.L and HSJP.L.


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Drawdown Indicators


PAJS.LHSJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.71%

-16.22%

-13.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-12.15%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-16.22%

Current Drawdown

Current decline from peak

-15.12%

-10.64%

-4.48%

Average Drawdown

Average peak-to-trough decline

-16.72%

-4.63%

-12.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

3.58%

-0.18%

Volatility

PAJS.L vs. HSJP.L - Volatility Comparison

The current volatility for Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc (PAJS.L) is 8.33%, while HSBC Japan Sustainable Equity UCITS ETF USD (HSJP.L) has a volatility of 8.88%. This indicates that PAJS.L experiences smaller price fluctuations and is considered to be less risky than HSJP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAJS.LHSJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.33%

8.88%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

14.48%

-0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

18.06%

19.09%

-1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.31%

15.79%

+6.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.31%

15.75%

+6.56%