PortfoliosLab logoPortfoliosLab logo
PR1J.DE vs. VJPA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PR1J.DE vs. VJPA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Japan UCITS ETF DR (D) (PR1J.DE) and Vanguard FTSE Japan UCITS ETF Accumulating (VJPA.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with PR1J.DE having a 15.82% return and VJPA.DE slightly higher at 16.61%.


PR1J.DE

1D
-0.01%
1M
3.47%
YTD
15.82%
6M
16.06%
1Y
30.46%
3Y*
15.30%
5Y*
10.01%
10Y*

VJPA.DE

1D
-0.22%
1M
3.68%
YTD
16.61%
6M
16.99%
1Y
31.69%
3Y*
15.52%
5Y*
9.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
PR1J.DE
Amundi Prime Japan UCITS ETF DR (D)
15.82%12.92%13.38%16.35%-11.58%4.09%
VJPA.DE
Vanguard FTSE Japan UCITS ETF Accumulating
16.61%13.28%13.06%15.86%-11.63%3.39%

Correlation

The correlation between PR1J.DE and VJPA.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

0.98

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 Apr 14, 2021

0.99

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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

PR1J.DE
PR1J.DE Risk / Return Rank: 5151
Overall Rank
PR1J.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
PR1J.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
PR1J.DE Omega Ratio Rank: 4848
Omega Ratio Rank
PR1J.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
PR1J.DE Martin Ratio Rank: 5454
Martin Ratio Rank

VJPA.DE
VJPA.DE Risk / Return Rank: 5555
Overall Rank
VJPA.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VJPA.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
VJPA.DE Omega Ratio Rank: 5353
Omega Ratio Rank
VJPA.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
VJPA.DE Martin Ratio Rank: 5959
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Japan UCITS ETF DR (D) (PR1J.DE) and Vanguard FTSE Japan UCITS ETF Accumulating (VJPA.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.


PR1J.DEVJPA.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

1.30

1.32

-0.02

Calmar ratioReturn relative to maximum drawdown

2.83

3.09

-0.26

Martin ratioReturn relative to average drawdown

9.22

10.36

-1.14

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

The current PR1J.DE Sharpe Ratio is 1.54, which is comparable to the VJPA.DE Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of PR1J.DE and VJPA.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.


Loading charts...

Sharpe Ratios by Period


PR1J.DEVJPA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

1.68

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.61

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.57

+0.01

Drawdowns

PR1J.DE vs. VJPA.DE - Drawdown Comparison

The maximum PR1J.DE drawdown since its inception was -28.08%, which is greater than VJPA.DE's maximum drawdown of -18.92%. Use the drawdown chart below to compare losses from any high point for PR1J.DE and VJPA.DE.


Loading charts...

Drawdown Indicators


PR1J.DEVJPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.08%

-18.92%

-9.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.30%

-9.85%

-0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-16.24%

-16.01%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-18.66%

-18.92%

+0.26%

Current Drawdown

Current decline from peak

-0.01%

-0.22%

+0.21%

Average Drawdown

Average peak-to-trough decline

-5.53%

-5.81%

+0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.95%

+0.22%

Volatility

PR1J.DE vs. VJPA.DE - Volatility Comparison

Amundi Prime Japan UCITS ETF DR (D) (PR1J.DE) and Vanguard FTSE Japan UCITS ETF Accumulating (VJPA.DE) have volatilities of 3.43% and 3.34%, 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.


Loading charts...

Volatility by Period


PR1J.DEVJPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.43%

3.34%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

15.05%

14.61%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

18.93%

18.16%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.50%

16.16%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.41%

16.16%

+1.25%

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

PR1J.DE has a 0.05% expense ratio, which is lower than VJPA.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

PR1J.DE vs. VJPA.DE - Dividend Comparison

PR1J.DE's dividend yield for the trailing twelve months is around 1.51%, while VJPA.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
PR1J.DE
Amundi Prime Japan UCITS ETF DR (D)
1.51%1.75%1.91%1.90%2.21%1.79%1.73%1.88%
VJPA.DE
Vanguard FTSE Japan UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, PR1J.DE and VJPA.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 0.15% for VJPA.DE.

PR1J.DE tracks Solactive GBS Japan Large & Mid Cap, while VJPA.DE tracks FTSE Japan. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.05% for PR1J.DE and 0.15% for VJPA.DE.

Portfolio Optimizer

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

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

Open Portfolio Optimizer