SJPA.L vs. PRIJ.L
Compare and contrast key facts about iShares Core MSCI Japan IMI UCITS ETF (SJPA.L) and Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L).
SJPA.L and PRIJ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SJPA.L is a passively managed fund by iShares that tracks the performance of the TOPIX TR JPY. It was launched on Sep 25, 2009. PRIJ.L is a passively managed fund by Amundi Luxembourg S.A. that tracks the performance of the TOPIX TR JPY. It was launched on Jan 30, 2019. Both SJPA.L and PRIJ.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SJPA.L or PRIJ.L.
Key characteristics
| SJPA.L | PRIJ.L | |
|---|---|---|
| YTD Return | 7.58% | 8.20% |
| 1Y Return | 12.00% | 12.33% |
| 3Y Return (Ann) | 2.98% | 3.50% |
| 5Y Return (Ann) | 4.67% | 5.32% |
| Sharpe Ratio | 0.79 | 0.79 |
| Sortino Ratio | 1.12 | 1.12 |
| Omega Ratio | 1.16 | 1.16 |
| Calmar Ratio | 0.98 | 0.98 |
| Martin Ratio | 2.86 | 2.81 |
| Ulcer Index | 4.21% | 4.37% |
| Daily Std Dev | 15.16% | 15.46% |
| Max Drawdown | -24.73% | -24.45% |
| Current Drawdown | -3.77% | -4.15% |
Correlation
The correlation between SJPA.L and PRIJ.L is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SJPA.L vs. PRIJ.L - Performance Comparison
In the year-to-date period, SJPA.L achieves a 7.58% return, which is significantly lower than PRIJ.L's 8.20% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SJPA.L vs. PRIJ.L - Expense Ratio Comparison
SJPA.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%.
Risk-Adjusted Performance
SJPA.L vs. PRIJ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Japan IMI UCITS ETF (SJPA.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.
Dividends
SJPA.L vs. PRIJ.L - Dividend Comparison
SJPA.L has not paid dividends to shareholders, while PRIJ.L's dividend yield for the trailing twelve months is around 1.75%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
SJPA.L iShares Core MSCI Japan IMI UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRIJ.L Amundi Prime Japan UCITS ETF DR (D) | 1.75% | 1.89% | 2.17% | 1.82% | 1.71% | 1.89% |
Drawdowns
SJPA.L vs. PRIJ.L - Drawdown Comparison
The maximum SJPA.L drawdown since its inception was -24.73%, roughly equal to the maximum PRIJ.L drawdown of -24.45%. Use the drawdown chart below to compare losses from any high point for SJPA.L and PRIJ.L. For additional features, visit the drawdowns tool.
Volatility
SJPA.L vs. PRIJ.L - Volatility Comparison
iShares Core MSCI Japan IMI UCITS ETF (SJPA.L) and Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) have volatilities of 4.40% and 4.36%, 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.