SXR6.DE vs. PRAJ.DE
SXR6.DE (iShares MSCI Japan SRI UCITS ETF USD Acc) and PRAJ.DE (Amundi Prime Japan UCITS ETF) are both Japan Equities funds - SXR6.DE tracks the MSCI Japan SRI Select Reduced Fossil Fuels while PRAJ.DE tracks the Solactive GBS Japan Large & Mid Cap. Both are passively managed. Over the past 5 years, SXR6.DE returned 4.25%/yr vs 9.98%/yr for PRAJ.DE. Their correlation of 0.93 suggests significant overlap in exposure. SXR6.DE charges 0.20%/yr vs 0.05%/yr for PRAJ.DE.
Performance
SXR6.DE vs. PRAJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR6.DE achieves a 3.87% return, which is significantly lower than PRAJ.DE's 15.60% return.
SXR6.DE
- 1D
- -0.07%
- 1M
- 4.16%
- YTD
- 3.87%
- 6M
- 3.94%
- 1Y
- 11.34%
- 3Y*
- 6.07%
- 5Y*
- 4.25%
- 10Y*
- —
PRAJ.DE
- 1D
- -0.27%
- 1M
- 3.19%
- YTD
- 15.60%
- 6M
- 15.73%
- 1Y
- 30.22%
- 3Y*
- 15.18%
- 5Y*
- 9.98%
- 10Y*
- —
SXR6.DE vs. PRAJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SXR6.DE iShares MSCI Japan SRI UCITS ETF USD Acc | 3.87% | 6.58% | 9.11% | 9.64% | -13.84% | 9.84% | 4.78% |
PRAJ.DE Amundi Prime Japan UCITS ETF | 15.60% | 12.84% | 13.73% | 16.27% | -11.68% | 10.20% | 4.34% |
Correlation
The correlation between SXR6.DE and PRAJ.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 2020 | 0.93 |
The correlation between SXR6.DE and PRAJ.DE has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.
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Return for Risk
SXR6.DE vs. PRAJ.DE — Risk / Return Rank
SXR6.DE
PRAJ.DE
SXR6.DE vs. PRAJ.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 Prime Japan UCITS ETF (PRAJ.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.
| SXR6.DE | PRAJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.30 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 2.97 | -2.08 |
| Martin ratioReturn relative to average drawdown | 2.55 | 9.64 | -7.08 |
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
| SXR6.DE | PRAJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 1.57 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.60 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.51 | -0.21 |
Drawdowns
SXR6.DE vs. PRAJ.DE - Drawdown Comparison
The maximum SXR6.DE drawdown since its inception was -27.35%, smaller than the maximum PRAJ.DE drawdown of -29.64%. Use the drawdown chart below to compare losses from any high point for SXR6.DE and PRAJ.DE.
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Drawdown Indicators
| SXR6.DE | PRAJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.35% | -29.64% | +2.29% |
Max Drawdown (1Y)Largest decline over 1 year | -11.40% | -9.73% | -1.67% |
Max Drawdown (3Y)Largest decline over 3 years | -16.29% | -16.80% | +0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -21.32% | -18.65% | -2.67% |
Current DrawdownCurrent decline from peak | -1.85% | -0.27% | -1.58% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -6.07% | -1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.01% | 3.01% | +1.00% |
Volatility
SXR6.DE vs. PRAJ.DE - Volatility Comparison
iShares MSCI Japan SRI UCITS ETF USD Acc (SXR6.DE) has a higher volatility of 3.60% compared to Amundi Prime Japan UCITS ETF (PRAJ.DE) at 3.41%. This indicates that SXR6.DE's price experiences larger fluctuations and is considered to be riskier than PRAJ.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 | PRAJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 3.41% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 14.77% | 14.72% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.63% | 18.48% | +0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.54% | 16.53% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 17.88% | -1.11% |
SXR6.DE vs. PRAJ.DE - Expense Ratio Comparison
SXR6.DE has a 0.20% expense ratio, which is higher than PRAJ.DE'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%.
Dividends
SXR6.DE vs. PRAJ.DE - Dividend Comparison
Neither SXR6.DE nor PRAJ.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR6.DE and PRAJ.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PRAJ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRAJ.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for SXR6.DE.
SXR6.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels, while PRAJ.DE tracks Solactive GBS Japan Large & Mid Cap. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for SXR6.DE and 0.05% for PRAJ.DE.
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