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PRAJ.DE vs. JSRI.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRAJ.DE vs. JSRI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Japan UCITS ETF (PRAJ.DE) and BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.DE). The values are adjusted to include any dividend payments, if applicable.

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PRAJ.DE vs. JSRI.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PRAJ.DE
Amundi Prime Japan UCITS ETF
8.37%12.84%13.73%16.27%-11.68%10.20%4.34%
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%8.44%

Returns By Period

In the year-to-date period, PRAJ.DE achieves a 8.37% return, which is significantly higher than JSRI.DE's 5.10% return.


PRAJ.DE

1D
4.72%
1M
-2.52%
YTD
8.37%
6M
13.34%
1Y
24.36%
3Y*
15.10%
5Y*
8.12%
10Y*

JSRI.DE

1D
3.87%
1M
-2.37%
YTD
5.10%
6M
6.87%
1Y
8.00%
3Y*
5.16%
5Y*
1.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRAJ.DE vs. JSRI.DE - Expense Ratio Comparison

PRAJ.DE has a 0.05% expense ratio, which is lower than JSRI.DE's 0.25% 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%.


Return for Risk

PRAJ.DE vs. JSRI.DE — Risk / Return Rank

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

PRAJ.DE
PRAJ.DE Risk / Return Rank: 6969
Overall Rank
PRAJ.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PRAJ.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
PRAJ.DE Omega Ratio Rank: 6161
Omega Ratio Rank
PRAJ.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
PRAJ.DE Martin Ratio Rank: 7474
Martin Ratio Rank

JSRI.DE
JSRI.DE Risk / Return Rank: 2525
Overall Rank
JSRI.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
JSRI.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
JSRI.DE Omega Ratio Rank: 2222
Omega Ratio Rank
JSRI.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
JSRI.DE Martin Ratio Rank: 2727
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.

PRAJ.DE vs. JSRI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Japan UCITS ETF (PRAJ.DE) and BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.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.


PRAJ.DEJSRI.DEDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.44

+0.77

Sortino ratio

Return per unit of downside risk

1.74

0.75

+0.99

Omega ratio

Gain probability vs. loss probability

1.24

1.09

+0.15

Calmar ratio

Return relative to maximum drawdown

2.65

0.92

+1.73

Martin ratio

Return relative to average drawdown

8.71

2.56

+6.15

PRAJ.DE vs. JSRI.DE - Sharpe Ratio Comparison

The current PRAJ.DE Sharpe Ratio is 1.20, which is higher than the JSRI.DE Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of PRAJ.DE and JSRI.DE, 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


PRAJ.DEJSRI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.44

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.07

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.24

+0.23

Correlation

The correlation between PRAJ.DE and JSRI.DE is 0.93, 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

PRAJ.DE vs. JSRI.DE - Dividend Comparison

PRAJ.DE has not paid dividends to shareholders, while JSRI.DE's dividend yield for the trailing twelve months is around 1.82%.


TTM2025202420232022202120202019
PRAJ.DE
Amundi Prime Japan UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

PRAJ.DE vs. JSRI.DE - Drawdown Comparison

The maximum PRAJ.DE drawdown since its inception was -29.64%, which is greater than JSRI.DE's maximum drawdown of -26.30%. Use the drawdown chart below to compare losses from any high point for PRAJ.DE and JSRI.DE.


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Drawdown Indicators


PRAJ.DEJSRI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.64%

-26.30%

-3.34%

Max Drawdown (1Y)

Largest decline over 1 year

-11.02%

-10.41%

-0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-18.65%

-22.37%

+3.72%

Current Drawdown

Current decline from peak

-4.61%

-4.35%

-0.26%

Average Drawdown

Average peak-to-trough decline

-6.16%

-9.53%

+3.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

3.75%

-0.79%

Volatility

PRAJ.DE vs. JSRI.DE - Volatility Comparison

Amundi Prime Japan UCITS ETF (PRAJ.DE) has a higher volatility of 8.72% compared to BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.DE) at 7.89%. This indicates that PRAJ.DE's price experiences larger fluctuations and is considered to be riskier than JSRI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRAJ.DEJSRI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.72%

7.89%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

14.55%

13.73%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

20.14%

18.29%

+1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.38%

15.80%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.84%

16.75%

+1.09%