QUEJ.DE vs. ZPDJ.DE
QUEJ.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) and ZPDJ.DE (SPDR MSCI Japan UCITS ETF) are both Japan Equities funds - QUEJ.DE tracks the MSCI Japan SRI S-Series PAB 5% Capped while ZPDJ.DE tracks the MSCI Japan. Both are passively managed. Over the past 3 years, QUEJ.DE returned 2.69%/yr vs 15.52%/yr for ZPDJ.DE. Their correlation of 0.92 suggests significant overlap in exposure. QUEJ.DE charges 0.25%/yr vs 0.12%/yr for ZPDJ.DE.
Performance
QUEJ.DE vs. ZPDJ.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 ZPDJ.DE's 16.79% return.
QUEJ.DE
- 1D
- -0.49%
- 1M
- 3.91%
- YTD
- 7.21%
- 6M
- 6.97%
- 1Y
- 10.48%
- 3Y*
- 2.69%
- 5Y*
- —
- 10Y*
- —
ZPDJ.DE
- 1D
- -0.45%
- 1M
- 6.00%
- YTD
- 16.79%
- 6M
- 16.66%
- 1Y
- 30.67%
- 3Y*
- 15.52%
- 5Y*
- 10.06%
- 10Y*
- 9.18%
QUEJ.DE vs. ZPDJ.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% |
ZPDJ.DE SPDR MSCI Japan UCITS ETF | 16.79% | 12.60% | 13.75% | 16.51% | -8.26% |
Correlation
The correlation between QUEJ.DE and ZPDJ.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2022 | 0.92 |
The correlation between QUEJ.DE and ZPDJ.DE has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
QUEJ.DE vs. ZPDJ.DE — Risk / Return Rank
QUEJ.DE
ZPDJ.DE
QUEJ.DE vs. ZPDJ.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 SPDR MSCI Japan UCITS ETF (ZPDJ.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 | ZPDJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.32 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 3.06 | -2.06 |
| Martin ratioReturn relative to average drawdown | 2.91 | 9.86 | -6.95 |
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 | ZPDJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 1.64 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.60 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.44 | -0.35 |
Drawdowns
QUEJ.DE vs. ZPDJ.DE - Drawdown Comparison
The maximum QUEJ.DE drawdown since its inception was -15.02%, smaller than the maximum ZPDJ.DE drawdown of -28.06%. Use the drawdown chart below to compare losses from any high point for QUEJ.DE and ZPDJ.DE.
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Drawdown Indicators
| QUEJ.DE | ZPDJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.02% | -28.06% | +13.04% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -9.98% | -0.47% |
Max Drawdown (3Y)Largest decline over 3 years | -13.94% | -16.90% | +2.96% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.10% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.06% | — |
Current DrawdownCurrent decline from peak | -2.50% | -0.45% | -2.05% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -5.93% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 3.10% | +0.50% |
Volatility
QUEJ.DE vs. ZPDJ.DE - Volatility Comparison
The current volatility for BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (QUEJ.DE) is 3.38%, while SPDR MSCI Japan UCITS ETF (ZPDJ.DE) has a volatility of 3.60%. This indicates that QUEJ.DE experiences smaller price fluctuations and is considered to be less risky than ZPDJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUEJ.DE | ZPDJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 3.60% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 13.72% | 14.86% | -1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.39% | 18.62% | -1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.36% | 16.57% | -1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.36% | 16.40% | -1.04% |
QUEJ.DE vs. ZPDJ.DE - Expense Ratio Comparison
QUEJ.DE has a 0.25% expense ratio, which is higher than ZPDJ.DE's 0.12% 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. ZPDJ.DE - Dividend Comparison
Neither QUEJ.DE nor ZPDJ.DE has paid dividends to shareholders.
Frequently Asked Questions
QUEJ.DE and ZPDJ.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDJ.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDJ.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for QUEJ.DE.
QUEJ.DE tracks MSCI Japan SRI S-Series PAB 5% Capped, while ZPDJ.DE tracks MSCI Japan. They also come from different issuers: BNP Paribas and State Street. Their fees differ too: 0.25% for QUEJ.DE and 0.12% for ZPDJ.DE.
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