SAJP.L vs. PRIJ.L
SAJP.L (iShares MSCI Japan Screened UCITS ETF USD (Acc)) and PRIJ.L (Amundi Prime Japan UCITS ETF DR (D)) are both Japan Equities funds - SAJP.L tracks the iShares MSCI Japan Screened UCITS ETF USD (Acc) while PRIJ.L tracks the TOPIX TR JPY. Both are passively managed. Over the past 5 years, SAJP.L returned 9.04%/yr vs 9.75%/yr for PRIJ.L. Their correlation of 0.91 suggests significant overlap in exposure. SAJP.L charges 0.15%/yr vs 0.05%/yr for PRIJ.L.
Performance
SAJP.L vs. PRIJ.L - Performance Comparison
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Different Trading Currencies
SAJP.L is traded in USD, while PRIJ.L is traded in GBp. To make them comparable, the PRIJ.L values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with SAJP.L having a 16.26% return and PRIJ.L slightly lower at 16.14%.
SAJP.L
- 1D
- -1.17%
- 1M
- -1.57%
- 6M
- 10.14%
- YTD
- 16.26%
- 1Y
- 35.58%
- 3Y*
- 17.39%
- 5Y*
- 9.04%
- 10Y*
- —
PRIJ.L
- 1D
- -0.67%
- 1M
- 0.57%
- 6M
- 10.41%
- YTD
- 16.14%
- 1Y
- 35.61%
- 3Y*
- 18.07%
- 5Y*
- 9.75%
- 10Y*
- —
SAJP.L vs. PRIJ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SAJP.L iShares MSCI Japan Screened UCITS ETF USD (Acc) | 16.26% | 25.26% | 6.44% | 20.16% | -17.41% | 0.61% | 17.09% | 11.82% |
PRIJ.L Amundi Prime Japan UCITS ETF DR (D) | 16.14% | 26.69% | 7.20% | 19.78% | -16.36% | 1.56% | 15.67% | 11.10% |
Correlation
The correlation between SAJP.L and PRIJ.L is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2019 | 0.91 |
The correlation between SAJP.L and PRIJ.L has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
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Return for Risk
SAJP.L vs. PRIJ.L — Risk / Return Rank
SAJP.L
PRIJ.L
SAJP.L vs. PRIJ.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 Prime Japan UCITS ETF DR (D) (PRIJ.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.L | PRIJ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.32 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 2.70 | +0.05 |
| Martin ratioReturn relative to average drawdown | 8.96 | 8.87 | +0.09 |
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Drawdowns
SAJP.L vs. PRIJ.L - Drawdown Comparison
The maximum SAJP.L drawdown since its inception was -32.71%, roughly equal to the maximum PRIJ.L drawdown of -32.13%. Use the drawdown chart below to compare losses from any high point for SAJP.L and PRIJ.L.
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Drawdown Indicators
| SAJP.L | PRIJ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.71% | -32.13% | -0.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.88% | -13.14% | +0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -14.47% | -13.37% | -1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -32.71% | -32.13% | -0.58% |
Current DrawdownCurrent decline from peak | -4.79% | -2.16% | -2.63% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -7.80% | -0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 4.00% | -0.04% |
Volatility
SAJP.L vs. PRIJ.L - Volatility Comparison
iShares MSCI Japan Screened UCITS ETF USD (Acc) (SAJP.L) has a higher volatility of 7.13% compared to Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) at 5.80%. This indicates that SAJP.L's price experiences larger fluctuations and is considered to be riskier than PRIJ.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.L | PRIJ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 5.80% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 18.12% | 16.89% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.79% | 20.76% | +1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.55% | 17.94% | +0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.92% | 18.39% | +0.53% |
SAJP.L vs. PRIJ.L - Expense Ratio Comparison
SAJP.L has a 0.15% expense ratio, which is higher than PRIJ.L's 0.05% 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
SAJP.L vs. PRIJ.L - Dividend Comparison
SAJP.L has not paid dividends to shareholders, while PRIJ.L's dividend yield for the trailing twelve months is around 1.53%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
PRIJ.L Amundi Prime Japan UCITS ETF DR (D) | 1.53% | 1.76% | 1.89% | 1.89% | 2.17% | 1.81% | 1.71% | 1.89% |
SAJP.L iShares MSCI Japan Screened UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.94, SAJP.L and PRIJ.L 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.
On fees, PRIJ.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRIJ.L is cheaper with a 0.05% expense ratio, compared with 0.15% for SAJP.L.
SAJP.L tracks iShares MSCI Japan Screened UCITS ETF USD (Acc), while PRIJ.L tracks TOPIX TR JPY. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for SAJP.L and 0.05% for PRIJ.L.
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