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AMEA.DE vs. XDJP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMEA.DE vs. XDJP.DE - Performance Comparison

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

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Returns By Period

In the year-to-date period, AMEA.DE achieves a 23.16% return, which is significantly lower than XDJP.DE's 29.05% return. Over the past 10 years, AMEA.DE has underperformed XDJP.DE with an annualized return of 9.38%, while XDJP.DE has yielded a comparatively higher 11.22% annualized return.


AMEA.DE

1D
1.55%
1M
-9.94%
6M
15.40%
YTD
23.16%
1Y
37.53%
3Y*
20.56%
5Y*
7.81%
10Y*
9.38%
ALL TIME*
9.35%

XDJP.DE

1D
1.72%
1M
-9.12%
6M
22.45%
YTD
29.05%
1Y
56.08%
3Y*
21.12%
5Y*
12.37%
10Y*
11.22%
ALL TIME*
12.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
AMEA.DE
Amundi MSCI Emerging Markets Asia UCITS ETF EUR
23.16%18.02%18.95%3.13%-15.22%1.46%15.62%22.11%-12.33%25.52%
XDJP.DE
Xtrackers Nikkei 225 UCITS ETF 1D
29.05%16.25%14.41%18.07%-15.32%3.32%14.05%24.79%-4.99%10.61%

Correlation

The correlation between AMEA.DE and XDJP.DE is 0.73, 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

0.73

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

0.60

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

0.57

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

0.62

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2013

0.63

The correlation between AMEA.DE and XDJP.DE shifts across timeframes, from 0.57 (5 years) to 0.73 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

AMEA.DE
AMEA.DE Risk / Return Rank: 7070
Overall Rank
AMEA.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
AMEA.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
AMEA.DE Omega Ratio Rank: 6969
Omega Ratio Rank
AMEA.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
AMEA.DE Martin Ratio Rank: 7070
Martin Ratio Rank

XDJP.DE
XDJP.DE Risk / Return Rank: 8686
Overall Rank
XDJP.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XDJP.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
XDJP.DE Omega Ratio Rank: 8181
Omega Ratio Rank
XDJP.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
XDJP.DE Martin Ratio Rank: 8383
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Markets Asia UCITS ETF EUR (AMEA.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.

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.


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

-0.49

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.30

1.36

-0.05

Calmar ratioReturn relative to maximum drawdown

2.83

4.35

-1.52

Martin ratioReturn relative to average drawdown

9.19

12.09

-2.90

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

The current AMEA.DE Sharpe Ratio is 1.68, which is comparable to the XDJP.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of AMEA.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.


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Drawdowns

AMEA.DE vs. XDJP.DE - Drawdown Comparison

The maximum AMEA.DE drawdown since its inception was -35.43%, 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 AMEA.DE and XDJP.DE.


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Drawdown Indicators


AMEA.DEXDJP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.43%

-29.12%

-6.31%

Max Drawdown (1Y)

Largest decline over 1 year

-13.20%

-12.83%

-0.37%

Max Drawdown (3Y)

Largest decline over 3 years

-20.46%

-20.16%

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-27.47%

-21.14%

-6.33%

Max Drawdown (10Y)

Largest decline over 10 years

-33.29%

-29.12%

-4.17%

Current Drawdown

Current decline from peak

-11.86%

-10.59%

-1.27%

Average Drawdown

Average peak-to-trough decline

-10.78%

-6.77%

-4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

4.62%

-0.55%

Volatility

AMEA.DE vs. XDJP.DE - Volatility Comparison

Amundi MSCI Emerging Markets Asia UCITS ETF EUR (AMEA.DE) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) have volatilities of 10.01% and 9.65%, 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


AMEA.DEXDJP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.01%

9.65%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

19.59%

20.81%

-1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

22.25%

25.74%

-3.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.90%

19.16%

-0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.20%

18.01%

+1.19%

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

AMEA.DE has a 0.20% expense ratio, which is higher than XDJP.DE's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AMEA.DE vs. XDJP.DE - Dividend Comparison

AMEA.DE has not paid dividends to shareholders, while XDJP.DE's dividend yield for the trailing twelve months is around 1.06%.


PositionTTM20252024202320222021202020192018201720162015
AMEA.DE
Amundi MSCI Emerging Markets Asia 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
1.06%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


AMEA.DE and XDJP.DE have a correlation of 0.73, 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 0.20% for AMEA.DE.

AMEA.DE is categorized as Asia Pacific Equities, while XDJP.DE is Japan Equities. AMEA.DE tracks MSCI Emerging Markets Asia, while XDJP.DE tracks TOPIX TR JPY. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.20% for AMEA.DE and 0.09% for XDJP.DE.

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