SXR6.DE vs. JNHD.DE
SXR6.DE (iShares MSCI Japan SRI UCITS ETF USD Acc) and JNHD.DE (Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist)) are both Japan Equities funds - SXR6.DE tracks the MSCI Japan SRI Select Reduced Fossil Fuels while JNHD.DE tracks the MSCI Japan Index (EUR Hedged). Both are passively managed. Over the past 5 years, SXR6.DE returned 4.84%/yr vs 18.86%/yr for JNHD.DE. A 0.76 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
SXR6.DE vs. JNHD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR6.DE achieves a 8.85% return, which is significantly lower than JNHD.DE's 17.02% return.
SXR6.DE
- 1D
- -1.27%
- 1M
- 2.79%
- 6M
- 4.45%
- YTD
- 8.85%
- 1Y
- 19.05%
- 3Y*
- 9.21%
- 5Y*
- 4.84%
- 10Y*
- —
JNHD.DE
- 1D
- -2.37%
- 1M
- -4.29%
- 6M
- 9.62%
- YTD
- 17.02%
- 1Y
- 44.20%
- 3Y*
- 25.21%
- 5Y*
- 18.86%
- 10Y*
- —
SXR6.DE vs. JNHD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SXR6.DE iShares MSCI Japan SRI UCITS ETF USD Acc | 8.85% | 6.27% | 9.12% | 9.64% | -13.85% | 9.80% | 12.55% |
JNHD.DE Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) | 17.02% | 27.52% | 23.21% | 32.66% | -7.11% | 11.87% | 12.61% |
Correlation
The correlation between SXR6.DE and JNHD.DE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2020 | 0.76 |
The correlation between SXR6.DE and JNHD.DE has been stable across timeframes, ranging from 0.74 to 0.77 - a consistent structural relationship.
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Return for Risk
SXR6.DE vs. JNHD.DE — Risk / Return Rank
SXR6.DE
JNHD.DE
SXR6.DE vs. JNHD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan SRI UCITS ETF USD Acc (SXR6.DE) and Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) (JNHD.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.
| SXR6.DE | JNHD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.38 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 4.57 | -2.92 |
| Martin ratioReturn relative to average drawdown | 4.84 | 14.93 | -10.09 |
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Drawdowns
SXR6.DE vs. JNHD.DE - Drawdown Comparison
The maximum SXR6.DE drawdown since its inception was -27.37%, which is greater than JNHD.DE's maximum drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for SXR6.DE and JNHD.DE.
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Drawdown Indicators
| SXR6.DE | JNHD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.37% | -21.83% | -5.54% |
Max Drawdown (1Y)Largest decline over 1 year | -11.51% | -9.62% | -1.89% |
Max Drawdown (3Y)Largest decline over 3 years | -16.34% | -21.83% | +5.49% |
Max Drawdown (5Y)Largest decline over 5 years | -21.23% | -21.83% | +0.60% |
Current DrawdownCurrent decline from peak | -2.39% | -6.33% | +3.94% |
Average DrawdownAverage peak-to-trough decline | -7.04% | -4.16% | -2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 2.95% | +0.97% |
Volatility
SXR6.DE vs. JNHD.DE - Volatility Comparison
The current volatility for iShares MSCI Japan SRI UCITS ETF USD Acc (SXR6.DE) is 5.29%, while Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) (JNHD.DE) has a volatility of 6.92%. This indicates that SXR6.DE experiences smaller price fluctuations and is considered to be less risky than JNHD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXR6.DE | JNHD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 6.92% | -1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 16.49% | -1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.16% | 20.97% | -1.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 18.88% | -2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.87% | 18.41% | -1.54% |
SXR6.DE vs. JNHD.DE - Expense Ratio Comparison
Both SXR6.DE and JNHD.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SXR6.DE vs. JNHD.DE - Dividend Comparison
SXR6.DE has not paid dividends to shareholders, while JNHD.DE's dividend yield for the trailing twelve months is around 1.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JNHD.DE Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) | 1.55% | 1.82% | 1.85% | 1.72% | 2.52% | 1.83% | 0.78% |
SXR6.DE iShares MSCI Japan SRI UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SXR6.DE and JNHD.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SXR6.DE and JNHD.DE have the same expense ratio: 0.20% per year.
SXR6.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels, while JNHD.DE tracks MSCI Japan Index (EUR Hedged). They also come from different issuers: iShares and Amundi.
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