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EUNN.DE vs. LYY4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNN.DE vs. LYY4.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) and Amundi Japan TOPIX II UCITS ETF EUR Dist (LYY4.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, EUNN.DE achieves a 16.53% return, which is significantly higher than LYY4.DE's 15.21% return. Both investments have delivered pretty close results over the past 10 years, with EUNN.DE having a 9.05% annualized return and LYY4.DE not far behind at 8.60%.


EUNN.DE

1D
-0.27%
1M
3.50%
YTD
16.53%
6M
16.81%
1Y
31.22%
3Y*
15.47%
5Y*
9.85%
10Y*
9.05%

LYY4.DE

1D
-0.17%
1M
3.08%
YTD
15.21%
6M
15.56%
1Y
29.25%
3Y*
14.84%
5Y*
9.48%
10Y*
8.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNN.DE vs. LYY4.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNN.DE
iShares Core MSCI Japan IMI UCITS ETF
16.53%13.46%12.90%15.16%-11.47%9.25%4.10%22.24%-10.32%10.42%
LYY4.DE
Amundi Japan TOPIX II UCITS ETF EUR Dist
15.21%13.10%12.42%14.70%-10.26%8.20%3.15%20.97%-11.07%10.82%

Correlation

The correlation between EUNN.DE and LYY4.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

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

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2009

0.95

The correlation between EUNN.DE and LYY4.DE has been stable across timeframes, ranging from 0.95 to 0.99 - a consistent structural relationship.

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Return for Risk

EUNN.DE vs. LYY4.DE — Risk / Return Rank

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

EUNN.DE
EUNN.DE Risk / Return Rank: 5656
Overall Rank
EUNN.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EUNN.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
EUNN.DE Omega Ratio Rank: 5353
Omega Ratio Rank
EUNN.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
EUNN.DE Martin Ratio Rank: 6060
Martin Ratio Rank

LYY4.DE
LYY4.DE Risk / Return Rank: 5353
Overall Rank
LYY4.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
LYY4.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
LYY4.DE Omega Ratio Rank: 5050
Omega Ratio Rank
LYY4.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
LYY4.DE Martin Ratio Rank: 5656
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.

EUNN.DE vs. LYY4.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) 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.


EUNN.DELYY4.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.32

1.31

+0.02

Calmar ratioReturn relative to maximum drawdown

3.14

2.95

+0.19

Martin ratioReturn relative to average drawdown

10.51

9.67

+0.85

EUNN.DE vs. LYY4.DE - Sharpe Ratio Comparison

The current EUNN.DE Sharpe Ratio is 1.67, which is comparable to the LYY4.DE Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of EUNN.DE and LYY4.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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Sharpe Ratios by Period


EUNN.DELYY4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

1.59

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.59

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.53

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.25

+0.28

Drawdowns

EUNN.DE vs. LYY4.DE - Drawdown Comparison

The maximum EUNN.DE drawdown since its inception was -28.55%, smaller than the maximum LYY4.DE drawdown of -54.07%. Use the drawdown chart below to compare losses from any high point for EUNN.DE and LYY4.DE.


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Drawdown Indicators


EUNN.DELYY4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.55%

-54.07%

+25.52%

Max Drawdown (1Y)

Largest decline over 1 year

-9.58%

-9.61%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-15.81%

-15.82%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-19.41%

-19.34%

-0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-28.55%

-28.62%

+0.07%

Current Drawdown

Current decline from peak

-0.27%

-0.17%

-0.10%

Average Drawdown

Average peak-to-trough decline

-6.85%

-14.30%

+7.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

2.93%

-0.07%

Volatility

EUNN.DE vs. LYY4.DE - Volatility Comparison

iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) and Amundi Japan TOPIX II UCITS ETF EUR Dist (LYY4.DE) have volatilities of 3.16% and 3.04%, 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


EUNN.DELYY4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

3.04%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

14.53%

14.29%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

17.97%

17.82%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.04%

16.25%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

16.33%

-0.25%

EUNN.DE vs. LYY4.DE - Expense Ratio Comparison

EUNN.DE has a 0.12% expense ratio, which is lower than LYY4.DE's 0.45% expense ratio.


Dividends

EUNN.DE vs. LYY4.DE - Dividend Comparison

EUNN.DE has not paid dividends to shareholders, while LYY4.DE's dividend yield for the trailing twelve months is around 0.62%.


PositionTTM20252024202320222021202020192018201720162015
EUNN.DE
iShares Core MSCI Japan IMI UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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


With a correlation of 0.99, EUNN.DE and LYY4.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, EUNN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNN.DE is cheaper with a 0.12% expense ratio, compared with 0.45% for LYY4.DE.

EUNN.DE tracks MSCI Japan IMI, while LYY4.DE tracks TOPIX®. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.12% for EUNN.DE and 0.45% for LYY4.DE.

Portfolio Optimizer

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