FRCJ.DE vs. LYY4.DE
FRCJ.DE (UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis) and LYY4.DE (Amundi Japan TOPIX II UCITS ETF EUR Dist) are both Japan Equities funds - FRCJ.DE tracks the MSCI Japan SRI Low Carbon Select 5% Issuer Capped while LYY4.DE tracks the TOPIX®. Both are passively managed. Over the past 10 years, FRCJ.DE returned 7.71%/yr vs 8.45%/yr for LYY4.DE. Their correlation of 0.89 suggests significant overlap in exposure. FRCJ.DE charges 0.19%/yr vs 0.45%/yr for LYY4.DE.
Performance
FRCJ.DE vs. LYY4.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FRCJ.DE achieves a 16.62% return, which is significantly lower than LYY4.DE's 17.81% return. Over the past 10 years, FRCJ.DE has underperformed LYY4.DE with an annualized return of 7.71%, while LYY4.DE has yielded a comparatively higher 8.45% annualized return.
FRCJ.DE
- 1D
- -1.54%
- 1M
- 3.48%
- 6M
- 11.09%
- YTD
- 16.62%
- 1Y
- 35.68%
- 3Y*
- 15.30%
- 5Y*
- 7.85%
- 10Y*
- 7.71%
LYY4.DE
- 1D
- -1.00%
- 1M
- 1.86%
- 6M
- 11.80%
- YTD
- 17.81%
- 1Y
- 35.81%
- 3Y*
- 16.80%
- 5Y*
- 9.78%
- 10Y*
- 8.45%
FRCJ.DE vs. LYY4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRCJ.DE UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis | 16.62% | 13.40% | 13.07% | 10.16% | -14.97% | 4.12% | 9.94% | 28.93% | -12.80% | 8.84% |
LYY4.DE Amundi Japan TOPIX II UCITS ETF EUR Dist | 17.81% | 13.10% | 12.42% | 15.45% | -11.19% | 8.61% | 3.15% | 20.96% | -11.07% | 10.82% |
Correlation
The correlation between FRCJ.DE and LYY4.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2015 | 0.89 |
The correlation between FRCJ.DE and LYY4.DE has been stable across timeframes, ranging from 0.87 to 0.95 - a consistent structural relationship.
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Return for Risk
FRCJ.DE vs. LYY4.DE — Risk / Return Rank
FRCJ.DE
LYY4.DE
FRCJ.DE vs. LYY4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (FRCJ.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.
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.
| FRCJ.DE | LYY4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.36 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 3.71 | -0.31 |
| Martin ratioReturn relative to average drawdown | 11.61 | 12.30 | -0.69 |
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Drawdowns
FRCJ.DE vs. LYY4.DE - Drawdown Comparison
The maximum FRCJ.DE drawdown since its inception was -26.67%, smaller than the maximum LYY4.DE drawdown of -54.07%. Use the drawdown chart below to compare losses from any high point for FRCJ.DE and LYY4.DE.
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Drawdown Indicators
| FRCJ.DE | LYY4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.67% | -54.07% | +27.40% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -9.61% | -0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -16.98% | -15.82% | -1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | -19.34% | -2.70% |
Max Drawdown (10Y)Largest decline over 10 years | -26.67% | -28.62% | +1.95% |
Current DrawdownCurrent decline from peak | -2.05% | -2.08% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -14.28% | +7.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.90% | +0.17% |
Volatility
FRCJ.DE vs. LYY4.DE - Volatility Comparison
UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis (FRCJ.DE) has a higher volatility of 6.28% compared to Amundi Japan TOPIX II UCITS ETF EUR Dist (LYY4.DE) at 5.63%. This indicates that FRCJ.DE'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
| FRCJ.DE | LYY4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 5.63% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 15.06% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.00% | 18.44% | +0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.57% | 16.25% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 16.24% | +0.25% |
FRCJ.DE vs. LYY4.DE - Expense Ratio Comparison
FRCJ.DE has a 0.19% expense ratio, which is lower than LYY4.DE's 0.45% expense ratio.
Dividends
FRCJ.DE vs. LYY4.DE - Dividend Comparison
FRCJ.DE's dividend yield for the trailing twelve months is around 0.98%, more than LYY4.DE's 0.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRCJ.DE UBS ETF (LU) MSCI Japan Socially Responsible UCITS ETF (JPY) A-dis | 0.98% | 1.78% | 1.62% | 1.59% | 1.82% | 1.31% | 1.40% | 1.44% | 1.61% | 1.43% | 1.26% | 0.00% |
LYY4.DE Amundi Japan TOPIX II UCITS ETF EUR Dist | 0.60% | 0.71% | 0.74% | 1.24% | 1.89% | 1.34% | 1.14% | 1.94% | 1.86% | 1.44% | 1.98% | 1.80% |
Frequently Asked Questions
With a correlation of 0.91, FRCJ.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, FRCJ.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FRCJ.DE is cheaper with a 0.19% expense ratio, compared with 0.45% for LYY4.DE.
FRCJ.DE tracks MSCI Japan SRI Low Carbon Select 5% Issuer Capped, while LYY4.DE tracks TOPIX®. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.19% for FRCJ.DE and 0.45% for LYY4.DE.
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