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PRIJ.L vs. SJPA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRIJ.L vs. SJPA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) and iShares Core MSCI Japan IMI UCITS ETF (SJPA.L). The values are adjusted to include any dividend payments, if applicable.

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PRIJ.L vs. SJPA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PRIJ.L
Amundi Prime Japan UCITS ETF DR (D)
8.37%15.76%9.02%13.77%-6.35%2.49%12.24%13.32%
SJPA.L
iShares Core MSCI Japan IMI UCITS ETF
9.33%18.19%8.36%12.76%-6.21%1.62%11.03%13.17%

Returns By Period

In the year-to-date period, PRIJ.L achieves a 8.37% return, which is significantly lower than SJPA.L's 9.33% return.


PRIJ.L

1D
4.17%
1M
-4.45%
YTD
8.37%
6M
11.37%
1Y
26.95%
3Y*
14.13%
5Y*
8.18%
10Y*

SJPA.L

1D
4.55%
1M
-2.67%
YTD
9.33%
6M
14.11%
1Y
30.33%
3Y*
14.87%
5Y*
8.33%
10Y*
9.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRIJ.L vs. SJPA.L - Expense Ratio Comparison

PRIJ.L has a 0.05% expense ratio, which is lower than SJPA.L'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%.


Return for Risk

PRIJ.L vs. SJPA.L — Risk / Return Rank

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

PRIJ.L
PRIJ.L Risk / Return Rank: 7474
Overall Rank
PRIJ.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
PRIJ.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
PRIJ.L Omega Ratio Rank: 6868
Omega Ratio Rank
PRIJ.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
PRIJ.L Martin Ratio Rank: 7676
Martin Ratio Rank

SJPA.L
SJPA.L Risk / Return Rank: 8383
Overall Rank
SJPA.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SJPA.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
SJPA.L Omega Ratio Rank: 8080
Omega Ratio Rank
SJPA.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
SJPA.L Martin Ratio Rank: 8686
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.

PRIJ.L vs. SJPA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) and iShares Core MSCI Japan IMI UCITS ETF (SJPA.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.


PRIJ.LSJPA.LDifference

Sharpe ratio

Return per unit of total volatility

1.40

1.62

-0.23

Sortino ratio

Return per unit of downside risk

1.99

2.26

-0.27

Omega ratio

Gain probability vs. loss probability

1.26

1.32

-0.06

Calmar ratio

Return relative to maximum drawdown

2.29

2.92

-0.63

Martin ratio

Return relative to average drawdown

8.83

10.85

-2.03

PRIJ.L vs. SJPA.L - Sharpe Ratio Comparison

The current PRIJ.L Sharpe Ratio is 1.40, which is comparable to the SJPA.L Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of PRIJ.L and SJPA.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


PRIJ.LSJPA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.62

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.55

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.55

+0.02

Correlation

The correlation between PRIJ.L and SJPA.L is 0.95, 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

PRIJ.L vs. SJPA.L - Dividend Comparison

Neither PRIJ.L nor SJPA.L has paid dividends to shareholders.


TTM2025202420232022202120202019
PRIJ.L
Amundi Prime Japan UCITS ETF DR (D)
0.00%0.00%1.89%1.89%2.17%1.82%1.71%1.89%
SJPA.L
iShares Core MSCI Japan IMI UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PRIJ.L vs. SJPA.L - Drawdown Comparison

The maximum PRIJ.L drawdown since its inception was -24.45%, roughly equal to the maximum SJPA.L drawdown of -24.73%. Use the drawdown chart below to compare losses from any high point for PRIJ.L and SJPA.L.


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Drawdown Indicators


PRIJ.LSJPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.45%

-24.73%

+0.28%

Max Drawdown (1Y)

Largest decline over 1 year

-12.24%

-10.71%

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-18.15%

-18.93%

+0.78%

Max Drawdown (10Y)

Largest decline over 10 years

-24.73%

Current Drawdown

Current decline from peak

-5.62%

-5.19%

-0.43%

Average Drawdown

Average peak-to-trough decline

-5.05%

-6.72%

+1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.88%

+0.29%

Volatility

PRIJ.L vs. SJPA.L - Volatility Comparison

The current volatility for Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) is 8.10%, while iShares Core MSCI Japan IMI UCITS ETF (SJPA.L) has a volatility of 8.57%. This indicates that PRIJ.L experiences smaller price fluctuations and is considered to be less risky than SJPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRIJ.LSJPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.10%

8.57%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

15.04%

14.11%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

19.21%

18.61%

+0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.52%

15.24%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.62%

15.68%

+0.94%