XDNE.DE vs. JSRI.DE
XDNE.DE (Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc)) and JSRI.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis) are both Japan Equities funds - XDNE.DE tracks the MSCI Japan Select Screened Index (EUR Hedged) while JSRI.DE tracks the MSCI Japan SRI S-Series PAB 5% Capped. Both are passively managed. Over the past 5 years, XDNE.DE returned 19.01%/yr vs 2.80%/yr for JSRI.DE. A 0.77 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
XDNE.DE vs. JSRI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDNE.DE achieves a 21.20% return, which is significantly higher than JSRI.DE's 14.44% return.
XDNE.DE
- 1D
- 1.85%
- 1M
- 2.84%
- 6M
- 20.84%
- YTD
- 21.20%
- 1Y
- 47.69%
- 3Y*
- 25.07%
- 5Y*
- 19.01%
- 10Y*
- 14.58%
JSRI.DE
- 1D
- 1.11%
- 1M
- 6.33%
- 6M
- 14.29%
- YTD
- 14.44%
- 1Y
- 20.94%
- 3Y*
- 6.31%
- 5Y*
- 2.80%
- 10Y*
- —
XDNE.DE vs. JSRI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XDNE.DE Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) | 21.20% | 25.99% | 21.86% | 32.65% | -6.33% | 11.20% | 6.98% | 17.57% | -13.34% |
JSRI.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis | 14.44% | 3.78% | 1.17% | 8.14% | -16.21% | 6.00% | 9.70% | 26.13% | -8.20% |
Correlation
The correlation between XDNE.DE and JSRI.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2018 | 0.77 |
The correlation between XDNE.DE and JSRI.DE has been stable across timeframes, ranging from 0.73 to 0.79 - a consistent structural relationship.
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Return for Risk
XDNE.DE vs. JSRI.DE — Risk / Return Rank
XDNE.DE
JSRI.DE
XDNE.DE vs. JSRI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.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.
| XDNE.DE | JSRI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.14 | ||
| Sortino ratioReturn per unit of downside risk | +1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.22 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 4.77 | 2.01 | +2.76 |
| Martin ratioReturn relative to average drawdown | 16.39 | 6.03 | +10.36 |
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Drawdowns
XDNE.DE vs. JSRI.DE - Drawdown Comparison
The maximum XDNE.DE drawdown since its inception was -35.20%, 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 XDNE.DE and JSRI.DE.
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Drawdown Indicators
| XDNE.DE | JSRI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.20% | -26.30% | -8.90% |
Max Drawdown (1Y)Largest decline over 1 year | -9.96% | -10.39% | +0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -21.73% | -15.39% | -6.34% |
Max Drawdown (5Y)Largest decline over 5 years | -21.73% | -24.07% | +2.34% |
Max Drawdown (10Y)Largest decline over 10 years | -35.20% | — | — |
Current DrawdownCurrent decline from peak | -2.41% | 0.00% | -2.41% |
Average DrawdownAverage peak-to-trough decline | -8.29% | -9.93% | +1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 3.45% | -0.55% |
Volatility
XDNE.DE vs. JSRI.DE - Volatility Comparison
Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.DE) has a higher volatility of 7.30% compared to BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.DE) at 4.88%. This indicates that XDNE.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
| XDNE.DE | JSRI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 4.88% | +2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 16.31% | 14.15% | +2.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.60% | 17.81% | +2.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.69% | 15.85% | +2.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.53% | 16.73% | +1.80% |
XDNE.DE vs. JSRI.DE - Expense Ratio Comparison
Both XDNE.DE and JSRI.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XDNE.DE vs. JSRI.DE - Dividend Comparison
XDNE.DE has not paid dividends to shareholders, while JSRI.DE's dividend yield for the trailing twelve months is around 2.28%.
| 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 | 2.28% | 1.91% | 1.85% | 2.21% | 2.87% | 1.70% | 2.06% | 2.03% |
XDNE.DE Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDNE.DE and JSRI.DE have a correlation of 0.79, 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 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XDNE.DE and JSRI.DE have the same expense ratio: 0.25% per year.
XDNE.DE tracks MSCI Japan Select Screened Index (EUR Hedged), while JSRI.DE tracks MSCI Japan SRI S-Series PAB 5% Capped. They also come from different issuers: Xtrackers and BNP Paribas.
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