QUEJ.DE vs. JSRI.DE
QUEJ.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) and JSRI.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis) are both Japan Equities funds from BNP Paribas tracking the MSCI Japan SRI S-Series PAB 5% Capped. Both are passively managed. Over the past 3 years, QUEJ.DE returned 2.69%/yr vs 2.63%/yr for JSRI.DE. With a 0.99 correlation, they move nearly in lockstep. Both charge a 0.25% expense ratio.
Performance
QUEJ.DE vs. JSRI.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with QUEJ.DE having a 7.21% return and JSRI.DE slightly lower at 7.00%.
QUEJ.DE
- 1D
- -0.49%
- 1M
- 1.71%
- YTD
- 7.21%
- 6M
- 7.26%
- 1Y
- 11.63%
- 3Y*
- 2.69%
- 5Y*
- —
- 10Y*
- —
JSRI.DE
- 1D
- -0.56%
- 1M
- 1.55%
- YTD
- 7.00%
- 6M
- 7.08%
- 1Y
- 11.44%
- 3Y*
- 2.63%
- 5Y*
- 2.34%
- 10Y*
- —
QUEJ.DE vs. JSRI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QUEJ.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc | 7.21% | 3.79% | 1.15% | 8.13% | -12.67% |
JSRI.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis | 7.00% | 3.81% | 1.12% | 10.63% | -12.77% |
Correlation
The correlation between QUEJ.DE and JSRI.DE is 1.00 - 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 | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2022 | 0.99 |
The correlation between QUEJ.DE and JSRI.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.
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Return for Risk
QUEJ.DE vs. JSRI.DE — Risk / Return Rank
QUEJ.DE
JSRI.DE
QUEJ.DE vs. JSRI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (QUEJ.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.
| QUEJ.DE | JSRI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.12 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 0.98 | +0.01 |
| Martin ratioReturn relative to average drawdown | 2.91 | 2.86 | +0.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QUEJ.DE | JSRI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 0.59 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.15 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.24 | -0.15 |
Drawdowns
QUEJ.DE vs. JSRI.DE - Drawdown Comparison
The maximum QUEJ.DE drawdown since its inception was -15.02%, smaller than the maximum JSRI.DE drawdown of -26.30%. Use the drawdown chart below to compare losses from any high point for QUEJ.DE and JSRI.DE.
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Drawdown Indicators
| QUEJ.DE | JSRI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.02% | -26.30% | +11.28% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -10.41% | -0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -13.94% | -16.33% | +2.39% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.37% | — |
Current DrawdownCurrent decline from peak | -2.50% | -2.61% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -9.43% | +3.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 3.59% | +0.01% |
Volatility
QUEJ.DE vs. JSRI.DE - Volatility Comparison
BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (QUEJ.DE) and BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.DE) have volatilities of 3.38% and 3.40%, 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.
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Volatility by Period
| QUEJ.DE | JSRI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 3.40% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 13.72% | 13.83% | -0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.39% | 17.46% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.36% | 15.85% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.36% | 16.77% | -1.41% |
QUEJ.DE vs. JSRI.DE - Expense Ratio Comparison
Both QUEJ.DE and JSRI.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
QUEJ.DE vs. JSRI.DE - Dividend Comparison
QUEJ.DE has not paid dividends to shareholders, while JSRI.DE's dividend yield for the trailing twelve months is around 2.44%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
JSRI.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis | 2.44% | 1.91% | 1.85% | 4.41% | 2.87% | 1.71% | 2.06% | 2.03% |
QUEJ.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 1.00, QUEJ.DE and JSRI.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.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
QUEJ.DE and JSRI.DE have the same expense ratio: 0.25% per year.
Both ETFs track MSCI Japan SRI S-Series PAB 5% Capped.
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