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SUJA.L vs. PRIJ.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SUJA.LPRIJ.L
YTD Return3.90%7.87%
1Y Return6.83%13.49%
3Y Return (Ann)1.87%5.68%
5Y Return (Ann)4.86%6.57%
Sharpe Ratio0.521.01
Daily Std Dev13.10%13.35%
Max Drawdown-23.81%-24.45%
Current Drawdown-5.28%-4.45%

Correlation

-0.50.00.51.00.9

The correlation between SUJA.L and PRIJ.L is 0.94, 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

SUJA.L vs. PRIJ.L - Performance Comparison

In the year-to-date period, SUJA.L achieves a 3.90% return, which is significantly lower than PRIJ.L's 7.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


30.00%35.00%40.00%45.00%50.00%2024FebruaryMarchAprilMayJune
34.06%
43.11%
SUJA.L
PRIJ.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares MSCI Japan SRI UCITS ETF USD (Acc)

Amundi Prime Japan UCITS ETF DR (D)

SUJA.L vs. PRIJ.L - Expense Ratio Comparison

SUJA.L has a 0.20% 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%.


SUJA.L
iShares MSCI Japan SRI UCITS ETF USD (Acc)
Expense ratio chart for SUJA.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for PRIJ.L: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

SUJA.L vs. PRIJ.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan SRI UCITS ETF USD (Acc) (SUJA.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.


SUJA.L
Sharpe ratio
The chart of Sharpe ratio for SUJA.L, currently valued at 0.44, compared to the broader market0.002.004.006.000.44
Sortino ratio
The chart of Sortino ratio for SUJA.L, currently valued at 0.70, compared to the broader market0.005.0010.000.70
Omega ratio
The chart of Omega ratio for SUJA.L, currently valued at 1.08, compared to the broader market1.002.003.001.08
Calmar ratio
The chart of Calmar ratio for SUJA.L, currently valued at 0.24, compared to the broader market0.005.0010.0015.0020.000.24
Martin ratio
The chart of Martin ratio for SUJA.L, currently valued at 1.31, compared to the broader market0.0050.00100.00150.001.31
PRIJ.L
Sharpe ratio
The chart of Sharpe ratio for PRIJ.L, currently valued at 0.88, compared to the broader market0.002.004.006.000.88
Sortino ratio
The chart of Sortino ratio for PRIJ.L, currently valued at 1.30, compared to the broader market0.005.0010.001.30
Omega ratio
The chart of Omega ratio for PRIJ.L, currently valued at 1.16, compared to the broader market1.002.003.001.16
Calmar ratio
The chart of Calmar ratio for PRIJ.L, currently valued at 0.70, compared to the broader market0.005.0010.0015.0020.000.70
Martin ratio
The chart of Martin ratio for PRIJ.L, currently valued at 2.96, compared to the broader market0.0050.00100.00150.002.96

SUJA.L vs. PRIJ.L - Sharpe Ratio Comparison

The current SUJA.L Sharpe Ratio is 0.52, which is lower than the PRIJ.L Sharpe Ratio of 1.01. The chart below compares the 12-month rolling Sharpe Ratio of SUJA.L and PRIJ.L.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002024FebruaryMarchAprilMayJune
0.44
0.88
SUJA.L
PRIJ.L

Dividends

SUJA.L vs. PRIJ.L - Dividend Comparison

SUJA.L has not paid dividends to shareholders, while PRIJ.L's dividend yield for the trailing twelve months is around 0.02%.


TTM20232022202120202019
SUJA.L
iShares MSCI Japan SRI UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%
PRIJ.L
Amundi Prime Japan UCITS ETF DR (D)
0.02%0.02%0.02%0.02%0.02%0.02%

Drawdowns

SUJA.L vs. PRIJ.L - Drawdown Comparison

The maximum SUJA.L drawdown since its inception was -23.81%, roughly equal to the maximum PRIJ.L drawdown of -24.45%. Use the drawdown chart below to compare losses from any high point for SUJA.L and PRIJ.L. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-13.13%
-4.98%
SUJA.L
PRIJ.L

Volatility

SUJA.L vs. PRIJ.L - Volatility Comparison

iShares MSCI Japan SRI UCITS ETF USD (Acc) (SUJA.L) and Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) have volatilities of 4.02% and 4.05%, 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.


2.00%3.00%4.00%5.00%6.00%2024FebruaryMarchAprilMayJune
4.02%
4.05%
SUJA.L
PRIJ.L