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S400.L vs. PAJS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

S400.L vs. PAJS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco JPX-Nikkei 400 UCITS ETF (S400.L) and Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc (PAJS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, S400.L achieves a 17.28% return, which is significantly lower than PAJS.L's 10,993.51% return.


S400.L

1D
-0.19%
1M
2.30%
YTD
17.28%
6M
17.45%
1Y
34.75%
3Y*
17.00%
5Y*
10.18%
10Y*
9.54%

PAJS.L

1D
0.88%
1M
10,285.35%
YTD
10,993.51%
6M
11,041.64%
1Y
22.77%
3Y*
9.64%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

S400.L vs. PAJS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
S400.L
Invesco JPX-Nikkei 400 UCITS ETF
17.28%17.62%8.31%13.66%-5.83%-1.17%
PAJS.L
Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc
10,993.51%-98.87%0.76%8.67%-13.67%-28.63%

Correlation

The correlation between S400.L and PAJS.L is 0.80, 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

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2021

0.90

The correlation between S400.L and PAJS.L has been stable across timeframes, ranging from 0.80 to 0.90 - a consistent structural relationship.

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Return for Risk

S400.L vs. PAJS.L — Risk / Return Rank

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

S400.L
S400.L Risk / Return Rank: 6969
Overall Rank
S400.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
S400.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
S400.L Omega Ratio Rank: 7070
Omega Ratio Rank
S400.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
S400.L Martin Ratio Rank: 6767
Martin Ratio Rank

PAJS.L
PAJS.L Risk / Return Rank: 4646
Overall Rank
PAJS.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
PAJS.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
PAJS.L Omega Ratio Rank: 100100
Omega Ratio Rank
PAJS.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
PAJS.L Martin Ratio Rank: 1111
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.

S400.L vs. PAJS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco JPX-Nikkei 400 UCITS ETF (S400.L) and Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc (PAJS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


S400.LPAJS.LDifference
Sharpe ratioReturn per unit of total volatility

+1.93

Sortino ratioReturn per unit of downside risk

-280.30

Omega ratioGain probability vs. loss probability

1.36

90.13

-88.76

Calmar ratioReturn relative to maximum drawdown

3.31

0.24

+3.07

Martin ratioReturn relative to average drawdown

10.56

0.49

+10.07

S400.L vs. PAJS.L - Sharpe Ratio Comparison

The current S400.L Sharpe Ratio is 1.93, which is higher than the PAJS.L Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of S400.L and PAJS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

S400.L vs. PAJS.L - Drawdown Comparison

The maximum S400.L drawdown since its inception was -46.21%, smaller than the maximum PAJS.L drawdown of -99.32%. Use the drawdown chart below to compare losses from any high point for S400.L and PAJS.L.


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Drawdown Indicators


S400.LPAJS.LDifference

Max Drawdown

Largest peak-to-trough decline

-46.21%

-99.32%

+53.11%

Max Drawdown (1Y)

Largest decline over 1 year

-10.45%

-99.06%

+88.61%

Max Drawdown (3Y)

Largest decline over 3 years

-12.83%

-99.06%

+86.23%

Max Drawdown (5Y)

Largest decline over 5 years

-19.34%

Max Drawdown (10Y)

Largest decline over 10 years

-24.69%

Current Drawdown

Current decline from peak

-2.75%

-15.24%

+12.49%

Average Drawdown

Average peak-to-trough decline

-11.76%

-35.94%

+24.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

48.77%

-45.50%

Volatility

S400.L vs. PAJS.L - Volatility Comparison

The current volatility for Invesco JPX-Nikkei 400 UCITS ETF (S400.L) is 5.58%, while Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc (PAJS.L) has a volatility of 460.66%. This indicates that S400.L experiences smaller price fluctuations and is considered to be less risky than PAJS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


S400.LPAJS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

460.66%

-455.08%

Volatility (6M)

Calculated over the trailing 6-month period

14.90%

1,306.92%

-1,292.02%

Volatility (1Y)

Calculated over the trailing 1-year period

17.93%

27,873.16%

-27,855.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.57%

13,198.79%

-13,183.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.70%

13,198.79%

-13,183.09%

S400.L vs. PAJS.L - Expense Ratio Comparison

Both S400.L and PAJS.L have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

S400.L vs. PAJS.L - Dividend Comparison

Neither S400.L nor PAJS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


S400.L and PAJS.L have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.19% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

S400.L and PAJS.L have the same expense ratio: 0.19% per year.

Both ETFs track TOPIX TR JPY.

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