QUEJ.DE vs. SGAJ.DE
QUEJ.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) and SGAJ.DE (iShares MSCI Japan ESG Screened UCITS ETF USD (Acc)) are both Japan Equities funds - QUEJ.DE tracks the MSCI Japan SRI S-Series PAB 5% Capped while SGAJ.DE tracks the MSCI Japan ESG Screened. Both are passively managed. Over the past 3 years, QUEJ.DE returned 2.69%/yr vs 15.05%/yr for SGAJ.DE. Their correlation of 0.92 suggests significant overlap in exposure. QUEJ.DE charges 0.25%/yr vs 0.15%/yr for SGAJ.DE.
Performance
QUEJ.DE vs. SGAJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QUEJ.DE achieves a 7.21% return, which is significantly lower than SGAJ.DE's 17.45% return.
QUEJ.DE
- 1D
- -0.49%
- 1M
- 1.71%
- YTD
- 7.21%
- 6M
- 7.26%
- 1Y
- 11.63%
- 3Y*
- 2.69%
- 5Y*
- —
- 10Y*
- —
SGAJ.DE
- 1D
- -0.33%
- 1M
- 4.03%
- YTD
- 17.45%
- 6M
- 17.53%
- 1Y
- 31.96%
- 3Y*
- 15.05%
- 5Y*
- 9.71%
- 10Y*
- —
QUEJ.DE vs. SGAJ.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% |
SGAJ.DE iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) | 17.45% | 11.73% | 13.07% | 16.02% | -8.41% |
Correlation
The correlation between QUEJ.DE and SGAJ.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2022 | 0.92 |
The correlation between QUEJ.DE and SGAJ.DE has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
QUEJ.DE vs. SGAJ.DE — Risk / Return Rank
QUEJ.DE
SGAJ.DE
QUEJ.DE vs. SGAJ.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 iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGAJ.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 | SGAJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.31 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 2.96 | -1.96 |
| Martin ratioReturn relative to average drawdown | 2.91 | 9.77 | -6.86 |
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 | SGAJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 1.62 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.55 | -0.46 |
Drawdowns
QUEJ.DE vs. SGAJ.DE - Drawdown Comparison
The maximum QUEJ.DE drawdown since its inception was -15.02%, smaller than the maximum SGAJ.DE drawdown of -28.20%. Use the drawdown chart below to compare losses from any high point for QUEJ.DE and SGAJ.DE.
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Drawdown Indicators
| QUEJ.DE | SGAJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.02% | -28.20% | +13.18% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -10.37% | -0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -13.94% | -17.14% | +3.20% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.32% | — |
Current DrawdownCurrent decline from peak | -2.50% | -0.33% | -2.17% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -5.79% | -0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 3.15% | +0.45% |
Volatility
QUEJ.DE vs. SGAJ.DE - Volatility Comparison
BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (QUEJ.DE) and iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGAJ.DE) have volatilities of 3.38% and 3.44%, 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 | SGAJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 3.44% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 13.72% | 15.00% | -1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.39% | 18.93% | -1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.36% | 16.69% | -1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.36% | 17.41% | -2.05% |
QUEJ.DE vs. SGAJ.DE - Expense Ratio Comparison
QUEJ.DE has a 0.25% expense ratio, which is higher than SGAJ.DE's 0.15% 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%.
Dividends
QUEJ.DE vs. SGAJ.DE - Dividend Comparison
Neither QUEJ.DE nor SGAJ.DE has paid dividends to shareholders.
Frequently Asked Questions
QUEJ.DE and SGAJ.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGAJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAJ.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for QUEJ.DE.
QUEJ.DE tracks MSCI Japan SRI S-Series PAB 5% Capped, while SGAJ.DE tracks MSCI Japan ESG Screened. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.25% for QUEJ.DE and 0.15% for SGAJ.DE.
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