SC0I.DE vs. PR1J.DE

Last updated Jul 18, 2026

SC0I.DE (Invesco MSCI Japan UCITS ETF) and PR1J.DE (Amundi Prime Japan UCITS ETF DR (D)) are both Japan Equities funds - SC0I.DE tracks the MSCI Japan while PR1J.DE tracks the Solactive GBS Japan Large & Mid Cap. Both are passively managed. Over the past 5 years, SC0I.DE returned 9.37%/yr vs 9.64%/yr for PR1J.DE. With a 0.98 correlation, they move nearly in lockstep. SC0I.DE charges 0.19%/yr vs 0.05%/yr for PR1J.DE.

Performance

SC0I.DE vs. PR1J.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco MSCI Japan UCITS ETF (SC0I.DE) and Amundi Prime Japan UCITS ETF DR (D) (PR1J.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with SC0I.DE having a 14.80% return and PR1J.DE slightly lower at 14.68%.

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%

PR1J.DE

• 1D: -2.32%
• 1M: -3.26%
• 6M: 7.69%
• YTD: 14.68%
• 1Y: 31.42%
• 3Y*: 15.49%
• 5Y*: 9.64%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0I.DE vs. PR1J.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SC0I.DE Invesco MSCI Japan UCITS ETF	14.80%	12.31%	13.65%	16.36%	-12.51%	9.85%	5.13%	15.36%
PR1J.DE Amundi Prime Japan UCITS ETF DR (D)	14.68%	12.92%	13.38%	16.35%	-11.58%	10.23%	5.10%	-99.07%

Correlation

The correlation between SC0I.DE and PR1J.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.98
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (All Time) Calculated using the full available price history since Jan 30, 2019	0.98

The correlation between SC0I.DE and PR1J.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

Return for Risk

SC0I.DE vs. PR1J.DE — Risk / Return Rank

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

SC0I.DE

SC0I.DE Risk / Return Rank: 70
SC0I.DE Sharpe Ratio Rank: 65
SC0I.DE Sortino Ratio Rank: 68
SC0I.DE Omega Ratio Rank: 66
SC0I.DE Calmar Ratio Rank: 80
SC0I.DE Martin Ratio Rank: 73

PR1J.DE

PR1J.DE Risk / Return Rank: 68
PR1J.DE Sharpe Ratio Rank: 62
PR1J.DE Sortino Ratio Rank: 64
PR1J.DE Omega Ratio Rank: 64
PR1J.DE Calmar Ratio Rank: 78
PR1J.DE Martin Ratio Rank: 72

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.

SC0I.DE vs. PR1J.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 Prime Japan UCITS ETF DR (D) (PR1J.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	PR1J.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.61	1.58	+0.03
Sortino ratio: Return per unit of downside risk	2.37	2.30	+0.06
Omega ratio: Gain probability vs. loss probability	1.30	1.30	0.00
Calmar ratio: Return relative to maximum drawdown	3.11	3.04	+0.07
Martin ratio: Return relative to average drawdown	9.87	9.87	0.00

SC0I.DE vs. PR1J.DE - Sharpe Ratio Comparison

The current SC0I.DE Sharpe Ratio is 1.61, which is comparable to the PR1J.DE Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of SC0I.DE and PR1J.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SC0I.DE vs. PR1J.DE - Drawdown Comparison

The maximum SC0I.DE drawdown since its inception was -41.87%, smaller than the maximum PR1J.DE drawdown of -99.34%. Use the drawdown chart below to compare losses from any high point for SC0I.DE and PR1J.DE.

Drawdown Indicators

	SC0I.DE	PR1J.DE	Difference
Max Drawdown Largest peak-to-trough decline	-41.87%	-99.34%	+57.47%
Max Drawdown (1Y) Largest decline over 1 year	-10.24%	-10.29%	+0.05%
Max Drawdown (3Y) Largest decline over 3 years	-16.83%	-16.25%	-0.58%
Max Drawdown (5Y) Largest decline over 5 years	-19.11%	-18.66%	-0.45%
Max Drawdown (10Y) Largest decline over 10 years	-28.00%	—	—
Current Drawdown Current decline from peak	-7.18%	-98.44%	+91.26%
Average Drawdown Average peak-to-trough decline	-13.49%	-97.50%	+84.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.23%	3.18%	+0.05%

Volatility

SC0I.DE vs. PR1J.DE - Volatility Comparison

Invesco MSCI Japan UCITS ETF (SC0I.DE) has a higher volatility of 6.75% compared to Amundi Prime Japan UCITS ETF DR (D) (PR1J.DE) at 6.22%. This indicates that SC0I.DE's price experiences larger fluctuations and is considered to be riskier than PR1J.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SC0I.DE	PR1J.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.75%	6.22%	+0.53%
Volatility (6M) Calculated over the trailing 6-month period	16.47%	16.12%	+0.35%
Volatility (1Y) Calculated over the trailing 1-year period	19.87%	19.87%	0.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.92%	16.70%	+0.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.35%	40.16%	-22.81%

SC0I.DE vs. PR1J.DE - Expense Ratio Comparison

SC0I.DE has a 0.19% expense ratio, which is higher than PR1J.DE'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

SC0I.DE vs. PR1J.DE - Dividend Comparison

SC0I.DE has not paid dividends to shareholders, while PR1J.DE's dividend yield for the trailing twelve months is around 1.53%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
PR1J.DE Amundi Prime Japan UCITS ETF DR (D)	1.53%	1.75%	1.91%	1.90%	2.21%	1.80%	1.73%	1.87%
SC0I.DE Invesco MSCI Japan UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SC0I.DE and PR1J.DE in my portfolio?

With a correlation of 0.96, SC0I.DE and PR1J.DE 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.

Which ETF is better, SC0I.DE or PR1J.DE?

On fees, PR1J.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SC0I.DE or PR1J.DE?

PR1J.DE is cheaper with a 0.05% expense ratio, compared with 0.19% for SC0I.DE.

What is the main difference between SC0I.DE and PR1J.DE?

SC0I.DE tracks MSCI Japan, while PR1J.DE tracks Solactive GBS Japan Large & Mid Cap. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.19% for SC0I.DE and 0.05% for PR1J.DE.