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SAJP.L vs. JARI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SAJP.L vs. JARI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Japan Screened UCITS ETF USD (Acc) (SAJP.L) and Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SAJP.L is traded in USD, while JARI.L is traded in GBp. To make them comparable, the JARI.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SAJP.L achieves a 16.26% return, which is significantly higher than JARI.L's 7.85% return.


SAJP.L

1D
-1.17%
1M
-1.57%
6M
10.14%
YTD
16.26%
1Y
35.58%
3Y*
17.39%
5Y*
9.04%
10Y*

JARI.L

1D
-0.75%
1M
4.30%
6M
3.97%
YTD
7.85%
1Y
20.66%
3Y*
6.48%
5Y*
1.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAJP.L vs. JARI.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SAJP.L
iShares MSCI Japan Screened UCITS ETF USD (Acc)
16.26%25.26%6.44%20.16%-17.41%0.61%14.35%
JARI.L
Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C)
7.85%18.35%-3.91%10.54%-20.32%-28.83%20.42%

Correlation

The correlation between SAJP.L and JARI.L is 0.85, 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

0.85

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

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2020

0.86

The correlation between SAJP.L and JARI.L has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.

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Return for Risk

SAJP.L vs. JARI.L — Risk / Return Rank

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

SAJP.L
SAJP.L Risk / Return Rank: 6363
Overall Rank
SAJP.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SAJP.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
SAJP.L Omega Ratio Rank: 6161
Omega Ratio Rank
SAJP.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
SAJP.L Martin Ratio Rank: 6363
Martin Ratio Rank

JARI.L
JARI.L Risk / Return Rank: 3737
Overall Rank
JARI.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
JARI.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
JARI.L Omega Ratio Rank: 3434
Omega Ratio Rank
JARI.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
JARI.L Martin Ratio Rank: 3939
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.

SAJP.L vs. JARI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Screened UCITS ETF USD (Acc) (SAJP.L) and Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.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.


SAJP.LJARI.LDifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+0.80

Omega ratioGain probability vs. loss probability

1.30

1.20

+0.10

Calmar ratioReturn relative to maximum drawdown

2.75

1.69

+1.06

Martin ratioReturn relative to average drawdown

8.96

4.69

+4.27

SAJP.L vs. JARI.L - Sharpe Ratio Comparison

The current SAJP.L Sharpe Ratio is 1.63, which is higher than the JARI.L Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of SAJP.L and JARI.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

SAJP.L vs. JARI.L - Drawdown Comparison

The maximum SAJP.L drawdown since its inception was -32.71%, smaller than the maximum JARI.L drawdown of -52.48%. Use the drawdown chart below to compare losses from any high point for SAJP.L and JARI.L.


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Drawdown Indicators


SAJP.LJARI.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.71%

-52.48%

+19.77%

Max Drawdown (1Y)

Largest decline over 1 year

-12.88%

-12.14%

-0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-14.47%

-15.93%

+1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-32.71%

-35.12%

+2.41%

Current Drawdown

Current decline from peak

-4.79%

-28.28%

+23.49%

Average Drawdown

Average peak-to-trough decline

-7.95%

-37.33%

+29.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

4.40%

-0.44%

Volatility

SAJP.L vs. JARI.L - Volatility Comparison

iShares MSCI Japan Screened UCITS ETF USD (Acc) (SAJP.L) has a higher volatility of 7.13% compared to Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.L) at 5.67%. This indicates that SAJP.L's price experiences larger fluctuations and is considered to be riskier than JARI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAJP.LJARI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

5.67%

+1.46%

Volatility (6M)

Calculated over the trailing 6-month period

18.12%

15.58%

+2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

21.79%

19.46%

+2.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.55%

17.45%

+1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.92%

21.64%

-2.72%

SAJP.L vs. JARI.L - Expense Ratio Comparison

SAJP.L has a 0.15% expense ratio, which is lower than JARI.L's 0.18% 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%.


Dividends

SAJP.L vs. JARI.L - Dividend Comparison

Neither SAJP.L nor JARI.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SAJP.L and JARI.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SAJP.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SAJP.L is cheaper with a 0.15% expense ratio, compared with 0.18% for JARI.L.

SAJP.L tracks iShares MSCI Japan Screened UCITS ETF USD (Acc), while JARI.L tracks TOPIX TR JPY. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for SAJP.L and 0.18% for JARI.L.

Portfolio Optimizer

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