SC0I.DE vs. QUEJ.DE
SC0I.DE (Invesco MSCI Japan UCITS ETF) and QUEJ.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) are both Japan Equities funds - SC0I.DE tracks the MSCI Japan while QUEJ.DE tracks the MSCI Japan SRI S-Series PAB 5% Capped. Both are passively managed. Over the past 3 years, SC0I.DE returned 15.32%/yr vs 6.80%/yr for QUEJ.DE. Their correlation of 0.90 suggests significant overlap in exposure. SC0I.DE charges 0.19%/yr vs 0.25%/yr for QUEJ.DE.
Performance
SC0I.DE vs. QUEJ.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 lower than QUEJ.DE's 15.94% 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%
QUEJ.DE
- 1D
- 0.00%
- 1M
- 4.19%
- 6M
- 11.31%
- YTD
- 15.94%
- 1Y
- 24.02%
- 3Y*
- 6.80%
- 5Y*
- —
- 10Y*
- —
SC0I.DE vs. QUEJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SC0I.DE Invesco MSCI Japan UCITS ETF | 14.80% | 12.31% | 13.65% | 16.36% | -9.02% |
QUEJ.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc | 15.94% | 3.79% | 1.15% | 8.13% | -12.21% |
Correlation
The correlation between SC0I.DE and QUEJ.DE is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2022 | 0.90 |
The correlation between SC0I.DE and QUEJ.DE has been stable across timeframes, ranging from 0.83 to 0.90 - a consistent structural relationship.
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Return for Risk
SC0I.DE vs. QUEJ.DE — Risk / Return Rank
SC0I.DE
QUEJ.DE
SC0I.DE vs. QUEJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Japan UCITS ETF (SC0I.DE) and BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (QUEJ.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 | QUEJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.25 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 2.31 | +0.80 |
| Martin ratioReturn relative to average drawdown | 9.87 | 6.99 | +2.88 |
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Drawdowns
SC0I.DE vs. QUEJ.DE - Drawdown Comparison
The maximum SC0I.DE drawdown since its inception was -41.87%, which is greater than QUEJ.DE's maximum drawdown of -15.02%. Use the drawdown chart below to compare losses from any high point for SC0I.DE and QUEJ.DE.
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Drawdown Indicators
| SC0I.DE | QUEJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.87% | -15.02% | -26.85% |
Max Drawdown (1Y)Largest decline over 1 year | -10.24% | -10.45% | +0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -16.83% | -13.94% | -2.89% |
Max Drawdown (5Y)Largest decline over 5 years | -19.11% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -28.00% | — | — |
Current DrawdownCurrent decline from peak | -7.18% | -1.10% | -6.08% |
Average DrawdownAverage peak-to-trough decline | -13.49% | -6.19% | -7.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.45% | -0.22% |
Volatility
SC0I.DE vs. QUEJ.DE - Volatility Comparison
Invesco MSCI Japan UCITS ETF (SC0I.DE) has a higher volatility of 6.75% compared to BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (QUEJ.DE) at 4.85%. This indicates that SC0I.DE's price experiences larger fluctuations and is considered to be riskier than QUEJ.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 | QUEJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 4.85% | +1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 16.47% | 14.08% | +2.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.87% | 17.97% | +1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 15.39% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.35% | 15.39% | +1.96% |
SC0I.DE vs. QUEJ.DE - Expense Ratio Comparison
SC0I.DE has a 0.19% expense ratio, which is lower than QUEJ.DE's 0.25% 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
SC0I.DE vs. QUEJ.DE - Dividend Comparison
Neither SC0I.DE nor QUEJ.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0I.DE and QUEJ.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0I.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0I.DE is cheaper with a 0.19% expense ratio, compared with 0.25% for QUEJ.DE.
SC0I.DE tracks MSCI Japan, while QUEJ.DE tracks MSCI Japan SRI S-Series PAB 5% Capped. They also come from different issuers: Invesco and BNP Paribas. Their fees differ too: 0.19% for SC0I.DE and 0.25% for QUEJ.DE.
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