SC0I.DE vs. JARI.DE
SC0I.DE (Invesco MSCI Japan UCITS ETF) and JARI.DE (Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C)) are both Japan Equities funds - SC0I.DE tracks the MSCI Japan while JARI.DE tracks the TOPIX TR JPY. Both are passively managed. Over the past 5 years, SC0I.DE returned 9.37%/yr vs 2.41%/yr for JARI.DE. Their correlation of 0.90 suggests significant overlap in exposure. SC0I.DE charges 0.19%/yr vs 0.18%/yr for JARI.DE.
Performance
SC0I.DE vs. JARI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0I.DE achieves a 14.80% return, which is significantly higher than JARI.DE's 9.89% return.
SC0I.DE
- 1D
- -2.54%
- 1M
- -4.40%
- 6M
- 7.55%
- YTD
- 14.80%
- 1Y
- 32.01%
- 3Y*
- 15.32%
- 5Y*
- 9.37%
- 10Y*
- 8.52%
JARI.DE
- 1D
- 0.00%
- 1M
- 3.84%
- 6M
- 6.19%
- YTD
- 9.89%
- 1Y
- 20.19%
- 3Y*
- 5.33%
- 5Y*
- 2.41%
- 10Y*
- —
SC0I.DE vs. JARI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SC0I.DE Invesco MSCI Japan UCITS ETF | 14.80% | 12.31% | 13.65% | 16.36% | -12.51% | 9.85% | 11.24% |
JARI.DE Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) | 9.89% | 5.73% | 2.11% | 6.93% | -15.65% | 8.08% | 13.45% |
Correlation
The correlation between SC0I.DE and JARI.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2020 | 0.90 |
The correlation between SC0I.DE and JARI.DE has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.
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Return for Risk
SC0I.DE vs. JARI.DE — Risk / Return Rank
SC0I.DE
JARI.DE
SC0I.DE vs. JARI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Japan UCITS ETF (SC0I.DE) and Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.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.
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.
| SC0I.DE | JARI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.21 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 1.99 | +1.12 |
| Martin ratioReturn relative to average drawdown | 9.87 | 5.84 | +4.03 |
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Drawdowns
SC0I.DE vs. JARI.DE - Drawdown Comparison
The maximum SC0I.DE drawdown since its inception was -41.87%, which is greater than JARI.DE's maximum drawdown of -23.16%. Use the drawdown chart below to compare losses from any high point for SC0I.DE and JARI.DE.
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Drawdown Indicators
| SC0I.DE | JARI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.87% | -23.16% | -18.71% |
Max Drawdown (1Y)Largest decline over 1 year | -10.24% | -10.21% | -0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -16.83% | -15.32% | -1.51% |
Max Drawdown (5Y)Largest decline over 5 years | -19.11% | -23.16% | +4.05% |
Max Drawdown (10Y)Largest decline over 10 years | -28.00% | — | — |
Current DrawdownCurrent decline from peak | -7.18% | -1.14% | -6.04% |
Average DrawdownAverage peak-to-trough decline | -13.49% | -11.30% | -2.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.47% | -0.24% |
Volatility
SC0I.DE vs. JARI.DE - Volatility Comparison
Invesco MSCI Japan UCITS ETF (SC0I.DE) has a higher volatility of 6.75% compared to Amundi Index MSCI Japan SRI PAB UCITS ETF DR (C) (JARI.DE) at 4.77%. This indicates that SC0I.DE's price experiences larger fluctuations and is considered to be riskier than JARI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC0I.DE | JARI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 4.77% | +1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 16.47% | 14.28% | +2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.87% | 18.04% | +1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 16.09% | +0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.35% | 16.16% | +1.19% |
SC0I.DE vs. JARI.DE - Expense Ratio Comparison
SC0I.DE has a 0.19% expense ratio, which is higher than JARI.DE's 0.18% 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
SC0I.DE vs. JARI.DE - Dividend Comparison
Neither SC0I.DE nor JARI.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0I.DE and JARI.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JARI.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JARI.DE is cheaper with a 0.18% expense ratio, compared with 0.19% for SC0I.DE.
SC0I.DE tracks MSCI Japan, while JARI.DE tracks TOPIX TR JPY. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.19% for SC0I.DE and 0.18% for JARI.DE.
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