SODJ.DE vs. JSRI.DE
SODJ.DE (iShares MSCI Japan Screened UCITS ETF USD (Dist)) and JSRI.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis) are both Japan Equities funds - SODJ.DE tracks the MSCI Japan Screened Index while JSRI.DE tracks the MSCI Japan SRI S-Series PAB 5% Capped. Both are passively managed. Over the past 5 years, SODJ.DE returned 9.95%/yr vs 3.05%/yr for JSRI.DE. Their correlation of 0.93 suggests significant overlap in exposure. SODJ.DE charges 0.15%/yr vs 0.25%/yr for JSRI.DE.
Performance
SODJ.DE vs. JSRI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SODJ.DE achieves a 19.83% return, which is significantly higher than JSRI.DE's 15.66% return.
SODJ.DE
- 1D
- -0.93%
- 1M
- 0.91%
- 6M
- 13.29%
- YTD
- 19.83%
- 1Y
- 38.84%
- 3Y*
- 17.00%
- 5Y*
- 9.95%
- 10Y*
- —
JSRI.DE
- 1D
- -1.24%
- 1M
- 5.85%
- 6M
- 11.11%
- YTD
- 15.66%
- 1Y
- 25.79%
- 3Y*
- 7.07%
- 5Y*
- 3.05%
- 10Y*
- —
SODJ.DE vs. JSRI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 19.83% | 11.64% | 13.20% | 15.83% | -12.75% | 9.54% | 6.05% | 23.50% | -21.34% |
JSRI.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis | 15.66% | 3.78% | 1.17% | 8.14% | -16.21% | 6.00% | 9.70% | 26.13% | -11.30% |
Correlation
The correlation between SODJ.DE and JSRI.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.93 |
The correlation between SODJ.DE and JSRI.DE has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.
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Return for Risk
SODJ.DE vs. JSRI.DE — Risk / Return Rank
SODJ.DE
JSRI.DE
SODJ.DE vs. JSRI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.DE) and BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.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.
| SODJ.DE | JSRI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.26 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 2.47 | +1.18 |
| Martin ratioReturn relative to average drawdown | 11.99 | 7.45 | +4.54 |
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Drawdowns
SODJ.DE vs. JSRI.DE - Drawdown Comparison
The maximum SODJ.DE drawdown since its inception was -28.10%, which is greater than JSRI.DE's maximum drawdown of -26.30%. Use the drawdown chart below to compare losses from any high point for SODJ.DE and JSRI.DE.
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Drawdown Indicators
| SODJ.DE | JSRI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.10% | -26.30% | -1.80% |
Max Drawdown (1Y)Largest decline over 1 year | -10.58% | -10.39% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -17.20% | -15.39% | -1.81% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -24.07% | +4.81% |
Current DrawdownCurrent decline from peak | -3.76% | -1.24% | -2.52% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -9.89% | +2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.45% | -0.22% |
Volatility
SODJ.DE vs. JSRI.DE - Volatility Comparison
iShares MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.DE) has a higher volatility of 6.73% compared to BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.DE) at 5.34%. This indicates that SODJ.DE's price experiences larger fluctuations and is considered to be riskier than JSRI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SODJ.DE | JSRI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.73% | 5.34% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 16.20% | 14.21% | +1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.01% | 18.01% | +2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.96% | 15.86% | +1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 16.73% | +1.49% |
SODJ.DE vs. JSRI.DE - Expense Ratio Comparison
SODJ.DE has a 0.15% expense ratio, which is lower than JSRI.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
SODJ.DE vs. JSRI.DE - Dividend Comparison
SODJ.DE's dividend yield for the trailing twelve months is around 1.47%, less than JSRI.DE's 2.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
JSRI.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis | 2.26% | 1.91% | 1.85% | 2.21% | 2.87% | 1.70% | 2.06% | 2.03% |
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 1.47% | 1.69% | 1.86% | 1.80% | 2.21% | 1.61% | 1.60% | 1.80% |
Frequently Asked Questions
SODJ.DE and JSRI.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SODJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SODJ.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for JSRI.DE.
SODJ.DE tracks MSCI Japan Screened Index, while JSRI.DE tracks MSCI Japan SRI S-Series PAB 5% Capped. They also come from different issuers: iShares and BNP Paribas. Their fees differ too: 0.15% for SODJ.DE and 0.25% for JSRI.DE.
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