AMDUF vs. HPJS.L

Last updated Jul 11, 2026

AMDUF (Amundi SA) is a stock, while HPJS.L (HSBC MSCI Japan Climate Paris Aligned UCITS ETF) is Japan Equities fund tracking the TOPIX TR JPY. Over the past 3 years, AMDUF returned 11.48%/yr vs 11.09%/yr for HPJS.L. At a 0.05 correlation, their price movements are largely independent.

Performance

AMDUF vs. HPJS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi SA (AMDUF) and HSBC MSCI Japan Climate Paris Aligned UCITS ETF (HPJS.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

AMDUF is traded in USD, while HPJS.L is traded in GBP. To make them comparable, the HPJS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AMDUF achieves a 3.33% return, which is significantly lower than HPJS.L's 8.66% return.

AMDUF

• 1D: 0.00%
• 1M: 0.00%
• 6M: 0.00%
• YTD: 3.33%
• 1Y: 3.41%
• 3Y*: 11.48%
• 5Y*: 0.07%
• 10Y*: —

HPJS.L

• 1D: 2.60%
• 1M: 1.35%
• 6M: 3.97%
• YTD: 8.66%
• 1Y: 24.85%
• 3Y*: 11.09%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AMDUF vs. HPJS.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
AMDUF Amundi SA	3.33%	25.73%	19.31%	-4.64%	-32.67%	0.84%
HPJS.L HSBC MSCI Japan Climate Paris Aligned UCITS ETF	8.66%	23.67%	-3.15%	15.70%	-24.09%	-26.44%

Correlation

The correlation between AMDUF and HPJS.L is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.03
Correlation (All Time) Calculated using the full available price history since Nov 10, 2021	0.05

Return for Risk

AMDUF vs. HPJS.L — Risk / Return Rank

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

AMDUF

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

HPJS.L

HPJS.L Risk / Return Rank: 27
HPJS.L Sharpe Ratio Rank: 20
HPJS.L Sortino Ratio Rank: 26
HPJS.L Omega Ratio Rank: 50
HPJS.L Calmar Ratio Rank: 24
HPJS.L Martin Ratio Rank: 17

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.

AMDUF vs. HPJS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi SA (AMDUF) and HSBC MSCI Japan Climate Paris Aligned UCITS ETF (HPJS.L). 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.

	AMDUF	HPJS.L	Difference
Sharpe ratio: Return per unit of total volatility	1.03	0.51	+0.53
Sortino ratio: Return per unit of downside risk	—	1.14	—
Omega ratio: Gain probability vs. loss probability	—	1.22	—
Calmar ratio: Return relative to maximum drawdown	—	0.84	—
Martin ratio: Return relative to average drawdown	—	1.30	—

AMDUF vs. HPJS.L - Sharpe Ratio Comparison

The current AMDUF Sharpe Ratio is 1.03, which is higher than the HPJS.L Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of AMDUF and HPJS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AMDUF vs. HPJS.L - Drawdown Comparison

The maximum AMDUF drawdown since its inception was -53.45%, which is greater than HPJS.L's maximum drawdown of -50.89%. Use the drawdown chart below to compare losses from any high point for AMDUF and HPJS.L.

Drawdown Indicators

	AMDUF	HPJS.L	Difference
Max Drawdown Largest peak-to-trough decline	-53.45%	-50.89%	-2.56%
Max Drawdown (1Y) Largest decline over 1 year	0.00%	-28.00%	+28.00%
Max Drawdown (3Y) Largest decline over 3 years	-15.11%	-28.00%	+12.89%
Max Drawdown (5Y) Largest decline over 5 years	-53.45%	—	—
Current Drawdown Current decline from peak	-7.54%	-18.23%	+10.69%
Average Drawdown Average peak-to-trough decline	-19.48%	-35.53%	+16.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.00%	18.18%	-18.18%

Volatility

AMDUF vs. HPJS.L - Volatility Comparison

The current volatility for Amundi SA (AMDUF) is 0.00%, while HSBC MSCI Japan Climate Paris Aligned UCITS ETF (HPJS.L) has a volatility of 7.97%. This indicates that AMDUF experiences smaller price fluctuations and is considered to be less risky than HPJS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AMDUF	HPJS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	7.97%	-7.97%
Volatility (6M) Calculated over the trailing 6-month period	0.00%	18.00%	-18.00%
Volatility (1Y) Calculated over the trailing 1-year period	3.35%	46.49%	-43.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.53%	28.94%	-0.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.12%	28.94%	-0.82%

Dividends

AMDUF vs. HPJS.L - Dividend Comparison

Neither AMDUF nor HPJS.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both AMDUF and HPJS.L in my portfolio?

AMDUF and HPJS.L have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.