Best RV – Japan Equity funds
Ranking of the top 11 RV – Japan Equity funds by composite score (risk-adjusted return). Updated 31/05/2026.
ℹ️ Methodology: period and indicators
All indicators are computed over the last 3 years of prices, with daily data. The risk-free rate used is 2.0%.
Score formula (risk-adjusted return):
0.15·R² + 0.15·Sortino* + 0.2·DD* + 0.2·CAGR_excess* + 0.1·Volatility_inv* + 0.2·Ulcer_inv*
* Components normalized to the analyzed set of funds (best in set = 1, worst = 0). The drawdown term is 1 − (MaxDD / 50.0%)2, clamped to [0,1]. Volatility and Ulcer are inverted (less = better).
A higher score means better relative behavior within the analyzed set, not an investment recommendation.
🏆 Ranking
| # | ISIN | Name | Score | R² | Total Ret. | Annual Ret. | Volatility | Sharpe | Sortino | Max Drawdown | Calmar |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | LU0194438841 | BNP Paribas Japan Small Cap EUR | 0.698 | 0.908 | 149.79% | 38.78% | 19.96% | 1.84 | 1.74 | 19.66% | 1.97 |
| 2 | IE00B4NF1620 | JAPAN STRAT VAL FUND AH EUR | 0.675 | 0.913 | 120.58% | 33.17% | 20.31% | 1.53 | 1.52 | 19.42% | 1.71 |
| 3 | IE00B5648R31 | Man GLG Japan CoreAlpha Equity Class D H EUR | 0.673 | 0.887 | 123.79% | 33.87% | 20.33% | 1.57 | 1.52 | 19.40% | 1.75 |
| 4 | LU1769942233 | DWS CROCI JAPAN LCH ACC EUR | 0.651 | 0.890 | 82.60% | 24.60% | 19.67% | 1.15 | 1.07 | 19.36% | 1.27 |
| 5 | ES0156673008 | Gesiuris Japan Deep Value Fund FI | 0.640 | 0.905 | 74.75% | 20.10% | 16.19% | 1.12 | 1.01 | 21.02% | 0.96 |
| 6 | LU0413543058 | JAPAN ADVANTAGE FUND A AC EUR | 0.638 | 0.842 | 77.69% | 20.50% | 19.27% | 0.96 | 0.96 | 16.32% | 1.26 |
| 7 | LU1797817605 | M&G (Lux) Japan Smaller Companies Fund USD C-H Acc | 0.622 | 0.836 | 84.10% | 24.26% | 21.08% | 1.06 | 0.92 | 21.77% | 1.11 |
| 8 | LU0255399239 | BlackRock Japan Flexible Equity Fund A2 EUR Hedged | 0.616 | 0.859 | 98.91% | 26.59% | 21.91% | 1.12 | 1.13 | 23.91% | 1.11 |
| 9 | LU2778908793 | Arcus Japan C Acc EUR Hedged | 0.615 | 0.837 | 46.08% | 22.43% | 22.05% | 0.93 | 0.83 | 21.01% | 1.07 |
| 10 | IE00BYX5NH74 | Fidelity MSCI Japan Index Fund P-ACC-EUR (hedged) | 0.610 | 0.864 | 107.48% | 26.82% | 21.77% | 1.14 | 1.07 | 26.50% | 1.01 |
| 11 | LU0931681356 | GAM Multistock - Japan Special Situations USD Bh Hedged | 0.581 | 0.691 | 63.74% | 19.33% | 21.73% | 0.80 | 0.75 | 21.62% | 0.89 |