XDNY.DE vs. JSRI.DE
XDNY.DE (Xtrackers MSCI Japan ESG Screened UCITS ETF 1D) and JSRI.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis) are both Japan Equities funds - XDNY.DE tracks the MSCI Japan Select ESG Screened while JSRI.DE tracks the MSCI Japan SRI S-Series PAB 5% Capped. Both are passively managed. Over the past 5 years, XDNY.DE returned 9.26%/yr vs 2.34%/yr for JSRI.DE. Their correlation of 0.94 suggests significant overlap in exposure. XDNY.DE charges 0.15%/yr vs 0.25%/yr for JSRI.DE.
Performance
XDNY.DE vs. JSRI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDNY.DE achieves a 15.90% return, which is significantly higher than JSRI.DE's 7.00% return.
XDNY.DE
- 1D
- -0.44%
- 1M
- 6.25%
- YTD
- 15.90%
- 6M
- 15.64%
- 1Y
- 29.18%
- 3Y*
- 14.41%
- 5Y*
- 9.26%
- 10Y*
- 8.63%
JSRI.DE
- 1D
- -0.56%
- 1M
- 1.55%
- YTD
- 7.00%
- 6M
- 7.08%
- 1Y
- 11.44%
- 3Y*
- 2.63%
- 5Y*
- 2.34%
- 10Y*
- —
XDNY.DE vs. JSRI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XDNY.DE Xtrackers MSCI Japan ESG Screened UCITS ETF 1D | 15.90% | 11.68% | 12.72% | 16.12% | -12.80% | 9.09% | 4.75% | 22.34% | -8.89% |
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 XDNY.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 | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2018 | 0.94 |
The correlation between XDNY.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
XDNY.DE vs. JSRI.DE — Risk / Return Rank
XDNY.DE
JSRI.DE
XDNY.DE vs. JSRI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.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.
| XDNY.DE | JSRI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.12 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 0.98 | +1.86 |
| Martin ratioReturn relative to average drawdown | 9.22 | 2.86 | +6.36 |
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
| XDNY.DE | JSRI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 0.59 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.15 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.24 | +0.13 |
Drawdowns
XDNY.DE vs. JSRI.DE - Drawdown Comparison
The maximum XDNY.DE drawdown since its inception was -28.31%, 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 XDNY.DE and JSRI.DE.
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Drawdown Indicators
| XDNY.DE | JSRI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.31% | -26.30% | -2.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -10.41% | +0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -17.96% | -16.33% | -1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -19.82% | -22.37% | +2.55% |
Max Drawdown (10Y)Largest decline over 10 years | -28.31% | — | — |
Current DrawdownCurrent decline from peak | -0.44% | -2.61% | +2.17% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -9.43% | +2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 3.59% | -0.43% |
Volatility
XDNY.DE vs. JSRI.DE - Volatility Comparison
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.DE) and BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.DE) have volatilities of 3.45% and 3.40%, 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.
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Volatility by Period
| XDNY.DE | JSRI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 3.40% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 13.83% | +1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 17.46% | +1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 15.85% | +0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 16.77% | -0.23% |
XDNY.DE vs. JSRI.DE - Expense Ratio Comparison
XDNY.DE has a 0.15% 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
XDNY.DE vs. JSRI.DE - Dividend Comparison
XDNY.DE's dividend yield for the trailing twelve months is around 1.42%, less than JSRI.DE's 2.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
XDNY.DE Xtrackers MSCI Japan ESG Screened UCITS ETF 1D | 1.42% | 1.66% | 1.60% | 1.77% | 2.98% | 1.40% | 1.82% | 1.73% | 1.24% | 2.07% | 0.69% |
Frequently Asked Questions
XDNY.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, XDNY.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDNY.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for JSRI.DE.
XDNY.DE tracks MSCI Japan Select ESG Screened, while JSRI.DE tracks MSCI Japan SRI S-Series PAB 5% Capped. They also come from different issuers: Xtrackers and BNP Paribas. Their fees differ too: 0.15% for XDNY.DE and 0.25% for JSRI.DE.
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