SGAJ.DE vs. PRAJ.DE
SGAJ.DE (iShares MSCI Japan ESG Screened UCITS ETF USD (Acc)) and PRAJ.DE (Amundi Prime Japan UCITS ETF) are both Japan Equities funds - SGAJ.DE tracks the MSCI Japan ESG Screened while PRAJ.DE tracks the Solactive GBS Japan Large & Mid Cap. Both are passively managed. Over the past 5 years, SGAJ.DE returned 9.71%/yr vs 9.98%/yr for PRAJ.DE. With a 0.98 correlation, they move nearly in lockstep. SGAJ.DE charges 0.15%/yr vs 0.05%/yr for PRAJ.DE.
Performance
SGAJ.DE vs. PRAJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SGAJ.DE achieves a 17.45% return, which is significantly higher than PRAJ.DE's 15.60% return.
SGAJ.DE
- 1D
- -0.33%
- 1M
- 6.57%
- YTD
- 17.45%
- 6M
- 17.20%
- 1Y
- 30.86%
- 3Y*
- 15.05%
- 5Y*
- 9.71%
- 10Y*
- —
PRAJ.DE
- 1D
- -0.27%
- 1M
- 3.19%
- YTD
- 15.60%
- 6M
- 15.73%
- 1Y
- 30.22%
- 3Y*
- 15.18%
- 5Y*
- 9.98%
- 10Y*
- —
SGAJ.DE vs. PRAJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SGAJ.DE iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) | 17.45% | 11.73% | 13.07% | 16.02% | -12.85% | 9.72% | 4.98% |
PRAJ.DE Amundi Prime Japan UCITS ETF | 15.60% | 12.84% | 13.73% | 16.27% | -11.68% | 10.20% | 4.34% |
Correlation
The correlation between SGAJ.DE and PRAJ.DE is 0.98 - 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 | 0.98 |
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 29, 2020 | 0.98 |
The correlation between SGAJ.DE and PRAJ.DE has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.
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Return for Risk
SGAJ.DE vs. PRAJ.DE — Risk / Return Rank
SGAJ.DE
PRAJ.DE
SGAJ.DE vs. PRAJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGAJ.DE) and Amundi Prime Japan UCITS ETF (PRAJ.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.
| SGAJ.DE | PRAJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.30 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.96 | 2.97 | -0.01 |
| Martin ratioReturn relative to average drawdown | 9.77 | 9.64 | +0.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGAJ.DE | PRAJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 1.57 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.60 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.51 | +0.04 |
Drawdowns
SGAJ.DE vs. PRAJ.DE - Drawdown Comparison
The maximum SGAJ.DE drawdown since its inception was -28.20%, roughly equal to the maximum PRAJ.DE drawdown of -29.64%. Use the drawdown chart below to compare losses from any high point for SGAJ.DE and PRAJ.DE.
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Drawdown Indicators
| SGAJ.DE | PRAJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.20% | -29.64% | +1.44% |
Max Drawdown (1Y)Largest decline over 1 year | -10.37% | -9.73% | -0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -17.14% | -16.80% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -19.32% | -18.65% | -0.67% |
Current DrawdownCurrent decline from peak | -0.33% | -0.27% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -5.79% | -6.07% | +0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 3.01% | +0.14% |
Volatility
SGAJ.DE vs. PRAJ.DE - Volatility Comparison
iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGAJ.DE) and Amundi Prime Japan UCITS ETF (PRAJ.DE) have volatilities of 3.44% and 3.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGAJ.DE | PRAJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 3.41% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 15.00% | 14.72% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.93% | 18.48% | +0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.69% | 16.53% | +0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.41% | 17.88% | -0.47% |
SGAJ.DE vs. PRAJ.DE - Expense Ratio Comparison
SGAJ.DE has a 0.15% expense ratio, which is higher than PRAJ.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
SGAJ.DE vs. PRAJ.DE - Dividend Comparison
Neither SGAJ.DE nor PRAJ.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.98, SGAJ.DE and PRAJ.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.
On fees, PRAJ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRAJ.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for SGAJ.DE.
SGAJ.DE tracks MSCI Japan ESG Screened, while PRAJ.DE tracks Solactive GBS Japan Large & Mid Cap. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for SGAJ.DE and 0.05% for PRAJ.DE.
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