PortfoliosLab logoPortfoliosLab logo
ACU2.DE vs. XDJP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACU2.DE vs. XDJP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ACU2.DE achieves a 13.23% return, which is significantly lower than XDJP.DE's 32.10% return. Over the past 10 years, ACU2.DE has outperformed XDJP.DE with an annualized return of 14.18%, while XDJP.DE has yielded a comparatively lower 12.04% annualized return.


ACU2.DE

1D
0.31%
1M
6.00%
YTD
13.23%
6M
13.20%
1Y
25.76%
3Y*
16.67%
5Y*
12.95%
10Y*
14.18%

XDJP.DE

1D
-1.43%
1M
7.59%
YTD
32.10%
6M
30.23%
1Y
60.51%
3Y*
20.79%
5Y*
12.43%
10Y*
12.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACU2.DE vs. XDJP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACU2.DE
Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR
13.23%1.61%26.66%22.75%-15.77%38.66%9.40%34.49%-1.28%6.75%
XDJP.DE
Xtrackers Nikkei 225 UCITS ETF 1D
32.10%16.25%14.44%18.02%-15.30%3.32%14.02%24.82%-4.99%10.59%

Correlation

The correlation between ACU2.DE and XDJP.DE is 0.64, 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

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2013

0.69

The correlation between ACU2.DE and XDJP.DE has been stable across timeframes, ranging from 0.62 to 0.69 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ACU2.DE vs. XDJP.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACU2.DE
ACU2.DE Risk / Return Rank: 5757
Overall Rank
ACU2.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ACU2.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
ACU2.DE Omega Ratio Rank: 5959
Omega Ratio Rank
ACU2.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
ACU2.DE Martin Ratio Rank: 5252
Martin Ratio Rank

XDJP.DE
XDJP.DE Risk / Return Rank: 7979
Overall Rank
XDJP.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XDJP.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
XDJP.DE Omega Ratio Rank: 7272
Omega Ratio Rank
XDJP.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
XDJP.DE Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACU2.DE vs. XDJP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.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.


ACU2.DEXDJP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.89

Omega ratioGain probability vs. loss probability

1.36

1.42

-0.07

Calmar ratioReturn relative to maximum drawdown

2.56

4.63

-2.07

Martin ratioReturn relative to average drawdown

8.85

13.98

-5.13

ACU2.DE vs. XDJP.DE - Sharpe Ratio Comparison

The current ACU2.DE Sharpe Ratio is 2.00, which is comparable to the XDJP.DE Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of ACU2.DE and XDJP.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ACU2.DEXDJP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

2.53

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.66

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.67

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.66

+0.24

Drawdowns

ACU2.DE vs. XDJP.DE - Drawdown Comparison

The maximum ACU2.DE drawdown since its inception was -34.31%, which is greater than XDJP.DE's maximum drawdown of -29.12%. Use the drawdown chart below to compare losses from any high point for ACU2.DE and XDJP.DE.


Loading charts...

Drawdown Indicators


ACU2.DEXDJP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.31%

-29.12%

-5.19%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

-12.86%

+2.91%

Max Drawdown (3Y)

Largest decline over 3 years

-23.98%

-20.18%

-3.80%

Max Drawdown (5Y)

Largest decline over 5 years

-23.98%

-21.15%

-2.83%

Max Drawdown (10Y)

Largest decline over 10 years

-34.31%

-29.12%

-5.19%

Current Drawdown

Current decline from peak

0.00%

-1.43%

+1.43%

Average Drawdown

Average peak-to-trough decline

-4.32%

-6.85%

+2.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

4.26%

-1.38%

Volatility

ACU2.DE vs. XDJP.DE - Volatility Comparison

The current volatility for Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) is 3.21%, while Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a volatility of 6.62%. This indicates that ACU2.DE experiences smaller price fluctuations and is considered to be less risky than XDJP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ACU2.DEXDJP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

6.62%

-3.41%

Volatility (6M)

Calculated over the trailing 6-month period

8.92%

18.57%

-9.65%

Volatility (1Y)

Calculated over the trailing 1-year period

12.76%

23.54%

-10.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.47%

18.59%

-3.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.24%

17.76%

-1.52%

ACU2.DE vs. XDJP.DE - Expense Ratio Comparison

ACU2.DE has a 0.35% expense ratio, which is higher than XDJP.DE's 0.09% expense ratio.


Dividends

ACU2.DE vs. XDJP.DE - Dividend Comparison

ACU2.DE has not paid dividends to shareholders, while XDJP.DE's dividend yield for the trailing twelve months is around 1.03%.


PositionTTM20252024202320222021202020192018201720162015
ACU2.DE
Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDJP.DE
Xtrackers Nikkei 225 UCITS ETF 1D
1.03%1.36%1.38%1.59%2.60%1.16%1.14%1.11%1.28%0.75%0.89%0.16%

Frequently Asked Questions


ACU2.DE and XDJP.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDJP.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDJP.DE is cheaper with a 0.09% expense ratio, compared with 0.35% for ACU2.DE.

ACU2.DE is categorized as Large Cap Blend Equities, while XDJP.DE is Japan Equities. ACU2.DE tracks MSCI USA ESG Leaders Select 5% Issuer Capped, while XDJP.DE tracks TOPIX TR JPY. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.35% for ACU2.DE and 0.09% for XDJP.DE.

Portfolio Optimizer

Find the right allocation for ACU2.DE and XDJP.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer