SXR5.DE vs. JSRI.DE
SXR5.DE (iShares MSCI Japan UCITS ETF USD (Acc)) and JSRI.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis) are both Japan Equities funds - SXR5.DE tracks the MSCI Japan while JSRI.DE tracks the MSCI Japan SRI S-Series PAB 5% Capped. Both are passively managed. Over the past 5 years, SXR5.DE returned 9.94%/yr vs 2.34%/yr for JSRI.DE. Their correlation of 0.94 suggests significant overlap in exposure. SXR5.DE charges 0.12%/yr vs 0.25%/yr for JSRI.DE.
Performance
SXR5.DE vs. JSRI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR5.DE achieves a 16.96% return, which is significantly higher than JSRI.DE's 7.00% return.
SXR5.DE
- 1D
- -0.36%
- 1M
- 6.13%
- YTD
- 16.96%
- 6M
- 16.92%
- 1Y
- 30.95%
- 3Y*
- 15.53%
- 5Y*
- 9.94%
- 10Y*
- 9.05%
JSRI.DE
- 1D
- -0.56%
- 1M
- 3.33%
- YTD
- 7.00%
- 6M
- 6.81%
- 1Y
- 10.29%
- 3Y*
- 2.63%
- 5Y*
- 2.34%
- 10Y*
- —
SXR5.DE vs. JSRI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SXR5.DE iShares MSCI Japan UCITS ETF USD (Acc) | 16.96% | 12.72% | 13.72% | 16.13% | -12.71% | 9.55% | 4.95% | 22.00% | -8.19% |
JSRI.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis | 7.00% | 3.81% | 1.12% | 10.63% | -16.21% | 6.00% | 9.71% | 26.10% | -8.97% |
Correlation
The correlation between SXR5.DE and JSRI.DE is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2018 | 0.94 |
The correlation between SXR5.DE and JSRI.DE has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
SXR5.DE vs. JSRI.DE — Risk / Return Rank
SXR5.DE
JSRI.DE
SXR5.DE vs. JSRI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan UCITS ETF USD (Acc) (SXR5.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.
| SXR5.DE | JSRI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.04 | ||
| Sortino ratioReturn per unit of downside risk | +1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.12 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 0.98 | +2.06 |
| Martin ratioReturn relative to average drawdown | 9.81 | 2.86 | +6.95 |
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
| SXR5.DE | JSRI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 0.59 | +1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.15 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.24 | +0.23 |
Drawdowns
SXR5.DE vs. JSRI.DE - Drawdown Comparison
The maximum SXR5.DE drawdown since its inception was -28.03%, 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 SXR5.DE and JSRI.DE.
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Drawdown Indicators
| SXR5.DE | JSRI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.03% | -26.30% | -1.73% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -10.41% | +0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -17.16% | -16.33% | -0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | -22.37% | +3.07% |
Max Drawdown (10Y)Largest decline over 10 years | -28.03% | — | — |
Current DrawdownCurrent decline from peak | -0.36% | -2.61% | +2.25% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -9.43% | +2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 3.59% | -0.44% |
Volatility
SXR5.DE vs. JSRI.DE - Volatility Comparison
iShares MSCI Japan UCITS ETF USD (Acc) (SXR5.DE) has a higher volatility of 3.67% compared to BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.DE) at 3.40%. This indicates that SXR5.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
| SXR5.DE | JSRI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 3.40% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 15.22% | 13.83% | +1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.90% | 17.46% | +1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.63% | 15.85% | +0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 16.77% | -0.36% |
SXR5.DE vs. JSRI.DE - Expense Ratio Comparison
SXR5.DE has a 0.12% 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
SXR5.DE vs. JSRI.DE - Dividend Comparison
SXR5.DE has not paid dividends to shareholders, while JSRI.DE's dividend yield for the trailing twelve months is around 2.44%.
| 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 | 2.44% | 1.91% | 1.85% | 4.41% | 2.87% | 1.71% | 2.06% | 2.03% |
SXR5.DE iShares MSCI Japan UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SXR5.DE and JSRI.DE have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR5.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR5.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for JSRI.DE.
SXR5.DE tracks MSCI Japan, 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: 0.12% for SXR5.DE and 0.25% for JSRI.DE.
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