AMEW.DE vs. IQQJ.DE
AMEW.DE (Amundi MSCI World UCITS ETF EUR) and IQQJ.DE (iShares MSCI Japan UCITS ETF (Dist)) are both exchange-traded funds - AMEW.DE is a Global Equities fund tracking the MSCI World, while IQQJ.DE is a Japan Equities fund tracking the MSCI Japan. Both are passively managed. Over the past 10 years, AMEW.DE returned 12.59%/yr vs 8.94%/yr for IQQJ.DE. A 0.69 correlation means they provide meaningful diversification when combined. AMEW.DE charges 0.38%/yr vs 0.12%/yr for IQQJ.DE.
Performance
AMEW.DE vs. IQQJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AMEW.DE achieves a 10.74% return, which is significantly lower than IQQJ.DE's 16.83% return. Over the past 10 years, AMEW.DE has outperformed IQQJ.DE with an annualized return of 12.59%, while IQQJ.DE has yielded a comparatively lower 8.94% annualized return.
AMEW.DE
- 1D
- -0.03%
- 1M
- 4.92%
- YTD
- 10.74%
- 6M
- 11.18%
- 1Y
- 23.45%
- 3Y*
- 17.26%
- 5Y*
- 12.62%
- 10Y*
- 12.59%
IQQJ.DE
- 1D
- -14.69%
- 1M
- 5.85%
- YTD
- 16.83%
- 6M
- 16.70%
- 1Y
- 30.57%
- 3Y*
- 15.45%
- 5Y*
- 9.84%
- 10Y*
- 8.94%
AMEW.DE vs. IQQJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMEW.DE Amundi MSCI World UCITS ETF EUR | 10.74% | 7.42% | 25.77% | 19.94% | -13.88% | 32.66% | 5.32% | 31.10% | -5.22% | 7.54% |
IQQJ.DE iShares MSCI Japan UCITS ETF (Dist) | 16.83% | 12.69% | 13.58% | 16.03% | -12.77% | 9.53% | 4.77% | 21.88% | -10.11% | 8.81% |
Correlation
The correlation between AMEW.DE and IQQJ.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2012 | 0.69 |
The correlation between AMEW.DE and IQQJ.DE shifts across timeframes, from 0.59 (1 year) to 0.70 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
AMEW.DE vs. IQQJ.DE — Risk / Return Rank
AMEW.DE
IQQJ.DE
AMEW.DE vs. IQQJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World UCITS ETF EUR (AMEW.DE) and iShares MSCI Japan UCITS ETF (Dist) (IQQJ.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.
| AMEW.DE | IQQJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.23 | ||
| Sortino ratioReturn per unit of downside risk | +1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.28 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.54 | 2.07 | +1.46 |
| Martin ratioReturn relative to average drawdown | 13.99 | 9.16 | +4.82 |
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
| AMEW.DE | IQQJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 0.87 | +1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.46 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.47 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.28 | +0.59 |
Drawdowns
AMEW.DE vs. IQQJ.DE - Drawdown Comparison
The maximum AMEW.DE drawdown since its inception was -33.73%, smaller than the maximum IQQJ.DE drawdown of -54.99%. Use the drawdown chart below to compare losses from any high point for AMEW.DE and IQQJ.DE.
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Drawdown Indicators
| AMEW.DE | IQQJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.73% | -54.99% | +21.26% |
Max Drawdown (1Y)Largest decline over 1 year | -6.61% | -14.69% | +8.08% |
Max Drawdown (3Y)Largest decline over 3 years | -21.69% | -16.72% | -4.97% |
Max Drawdown (5Y)Largest decline over 5 years | -21.69% | -19.40% | -2.29% |
Max Drawdown (10Y)Largest decline over 10 years | -33.73% | -28.02% | -5.71% |
Current DrawdownCurrent decline from peak | -0.31% | -14.69% | +14.38% |
Average DrawdownAverage peak-to-trough decline | -4.29% | -16.84% | +12.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | 3.33% | -1.66% |
Volatility
AMEW.DE vs. IQQJ.DE - Volatility Comparison
The current volatility for Amundi MSCI World UCITS ETF EUR (AMEW.DE) is 2.60%, while iShares MSCI Japan UCITS ETF (Dist) (IQQJ.DE) has a volatility of 30.30%. This indicates that AMEW.DE experiences smaller price fluctuations and is considered to be less risky than IQQJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMEW.DE | IQQJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | 30.30% | -27.70% |
Volatility (6M)Calculated over the trailing 6-month period | 7.64% | 33.04% | -25.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.11% | 34.82% | -23.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.16% | 21.13% | -6.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.03% | 18.82% | -3.79% |
AMEW.DE vs. IQQJ.DE - Expense Ratio Comparison
AMEW.DE has a 0.38% expense ratio, which is higher than IQQJ.DE's 0.12% expense ratio.
Dividends
AMEW.DE vs. IQQJ.DE - Dividend Comparison
AMEW.DE has not paid dividends to shareholders, while IQQJ.DE's dividend yield for the trailing twelve months is around 1.52%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMEW.DE Amundi MSCI World 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% |
IQQJ.DE iShares MSCI Japan UCITS ETF (Dist) | 1.52% | 1.79% | 1.48% | 1.42% | 1.76% | 1.16% | 1.40% | 1.41% | 1.44% | 1.23% | 1.21% | 0.57% |
Frequently Asked Questions
AMEW.DE and IQQJ.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IQQJ.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IQQJ.DE is cheaper with a 0.12% expense ratio, compared with 0.38% for AMEW.DE.
AMEW.DE is categorized as Global Equities, while IQQJ.DE is Japan Equities. AMEW.DE tracks MSCI World, while IQQJ.DE tracks MSCI Japan. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.38% for AMEW.DE and 0.12% for IQQJ.DE.
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