EUN.L vs. LYY4.DE
EUN.L (iShares STOXX Europe 50 UCITS) and LYY4.DE (Amundi Japan TOPIX II UCITS ETF EUR Dist) are both exchange-traded funds - EUN.L is a Europe Equities fund tracking the MSCI Europe NR EUR, while LYY4.DE is a Japan Equities fund tracking the TOPIX®. Both are passively managed. Over the past 10 years, EUN.L returned 7.22%/yr vs 9.65%/yr for LYY4.DE. A 0.53 correlation means they provide meaningful diversification when combined. EUN.L charges 0.35%/yr vs 0.45%/yr for LYY4.DE.
Performance
EUN.L vs. LYY4.DE - Performance Comparison
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Different Trading Currencies
EUN.L is traded in GBp, while LYY4.DE is traded in EUR. To make them comparable, the LYY4.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, EUN.L achieves a 5.15% return, which is significantly lower than LYY4.DE's 14.25% return. Over the past 10 years, EUN.L has underperformed LYY4.DE with an annualized return of 7.22%, while LYY4.DE has yielded a comparatively higher 9.65% annualized return.
EUN.L
- 1D
- 0.84%
- 1M
- 0.04%
- YTD
- 5.15%
- 6M
- 7.47%
- 1Y
- 16.72%
- 3Y*
- 9.36%
- 5Y*
- 8.47%
- 10Y*
- 7.22%
LYY4.DE
- 1D
- -0.09%
- 1M
- 3.16%
- YTD
- 14.25%
- 6M
- 14.44%
- 1Y
- 32.59%
- 3Y*
- 14.99%
- 5Y*
- 9.63%
- 10Y*
- 9.65%
EUN.L vs. LYY4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUN.L iShares STOXX Europe 50 UCITS | 5.15% | 20.23% | 0.23% | 9.58% | 1.57% | 14.92% | -3.44% | 16.69% | -12.04% | 10.12% |
LYY4.DE Amundi Japan TOPIX II UCITS ETF EUR Dist | 14.25% | 18.99% | 7.52% | 12.45% | -5.38% | 0.56% | 8.97% | 14.68% | -9.82% | 15.55% |
Correlation
The correlation between EUN.L and LYY4.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jul 4, 2007 | 0.53 |
The correlation between EUN.L and LYY4.DE has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.
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Return for Risk
EUN.L vs. LYY4.DE — Risk / Return Rank
EUN.L
LYY4.DE
EUN.L vs. LYY4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 50 UCITS (EUN.L) and Amundi Japan TOPIX II UCITS ETF EUR Dist (LYY4.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.
| EUN.L | LYY4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.35 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | 3.00 | -1.47 |
| Martin ratioReturn relative to average drawdown | 5.12 | 9.65 | -4.53 |
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
| EUN.L | LYY4.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.81 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.62 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.60 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.32 | -0.12 |
Drawdowns
EUN.L vs. LYY4.DE - Drawdown Comparison
The maximum EUN.L drawdown since its inception was -47.49%, which is greater than LYY4.DE's maximum drawdown of -42.99%. Use the drawdown chart below to compare losses from any high point for EUN.L and LYY4.DE.
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Drawdown Indicators
| EUN.L | LYY4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.49% | -42.99% | -4.50% |
Max Drawdown (1Y)Largest decline over 1 year | -10.70% | -10.58% | -0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -13.31% | -13.95% | +0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -13.31% | -18.95% | +5.64% |
Max Drawdown (10Y)Largest decline over 10 years | -26.31% | -25.32% | -0.99% |
Current DrawdownCurrent decline from peak | -3.01% | -0.11% | -2.90% |
Average DrawdownAverage peak-to-trough decline | -10.64% | -7.69% | -2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.28% | -0.07% |
Volatility
EUN.L vs. LYY4.DE - Volatility Comparison
iShares STOXX Europe 50 UCITS (EUN.L) has a higher volatility of 4.24% compared to Amundi Japan TOPIX II UCITS ETF EUR Dist (LYY4.DE) at 3.11%. This indicates that EUN.L's price experiences larger fluctuations and is considered to be riskier than LYY4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUN.L | LYY4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 3.11% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 10.45% | 14.27% | -3.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.63% | 17.60% | -4.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.60% | 15.68% | -2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.83% | 16.18% | -1.35% |
EUN.L vs. LYY4.DE - Expense Ratio Comparison
EUN.L has a 0.35% expense ratio, which is lower than LYY4.DE's 0.45% expense ratio.
Dividends
EUN.L vs. LYY4.DE - Dividend Comparison
EUN.L's dividend yield for the trailing twelve months is around 0.02%, less than LYY4.DE's 0.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN.L iShares STOXX Europe 50 UCITS | 0.02% | 0.02% | 0.03% | 0.03% | 0.03% | 0.02% | 0.02% | 0.03% | 0.03% | 0.03% | 0.03% | 0.03% |
LYY4.DE Amundi Japan TOPIX II UCITS ETF EUR Dist | 0.62% | 0.71% | 0.74% | 1.24% | 1.88% | 1.34% | 1.14% | 1.94% | 1.86% | 1.44% | 1.98% | 1.80% |
Frequently Asked Questions
EUN.L and LYY4.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUN.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUN.L is cheaper with a 0.35% expense ratio, compared with 0.45% for LYY4.DE.
EUN.L is categorized as Europe Equities, while LYY4.DE is Japan Equities. EUN.L tracks MSCI Europe NR EUR, while LYY4.DE tracks TOPIX®. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.35% for EUN.L and 0.45% for LYY4.DE.
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