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IQQJ.DE vs. TTPX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQJ.DE vs. TTPX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Japan UCITS ETF (Dist) (IQQJ.DE) and Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc) (TTPX.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, IQQJ.DE achieves a 13.77% return, which is significantly lower than TTPX.DE's 16.32% return. Over the past 10 years, IQQJ.DE has underperformed TTPX.DE with an annualized return of 8.24%, while TTPX.DE has yielded a comparatively higher 13.40% annualized return.


IQQJ.DE

1D
-2.46%
1M
-4.52%
6M
7.48%
YTD
13.77%
1Y
30.89%
3Y*
15.06%
5Y*
9.08%
10Y*
8.24%

TTPX.DE

1D
-2.26%
1M
-2.69%
6M
9.26%
YTD
16.32%
1Y
41.95%
3Y*
24.66%
5Y*
18.70%
10Y*
13.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQJ.DE vs. TTPX.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQJ.DE
iShares MSCI Japan UCITS ETF (Dist)
13.77%12.73%13.56%15.99%-12.77%9.56%4.73%21.89%-10.13%8.86%
TTPX.DE
Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc)
16.32%27.49%21.75%32.48%-4.73%10.61%5.85%16.07%-17.94%20.25%

Correlation

The correlation between IQQJ.DE and TTPX.DE is 0.93, 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

0.93

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

0.87

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

0.82

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

0.83

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2013

0.86

The correlation between IQQJ.DE and TTPX.DE shifts across timeframes, from 0.82 (5 years) to 0.93 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IQQJ.DE vs. TTPX.DE — Risk / Return Rank

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

IQQJ.DE
IQQJ.DE Risk / Return Rank: 6767
Overall Rank
IQQJ.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IQQJ.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
IQQJ.DE Omega Ratio Rank: 6363
Omega Ratio Rank
IQQJ.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
IQQJ.DE Martin Ratio Rank: 7171
Martin Ratio Rank

TTPX.DE
TTPX.DE Risk / Return Rank: 8888
Overall Rank
TTPX.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
TTPX.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
TTPX.DE Omega Ratio Rank: 8585
Omega Ratio Rank
TTPX.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
TTPX.DE Martin Ratio Rank: 8989
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.

IQQJ.DE vs. TTPX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan UCITS ETF (Dist) (IQQJ.DE) and Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc) (TTPX.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.


IQQJ.DETTPX.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.29

1.39

-0.10

Calmar ratioReturn relative to maximum drawdown

3.03

4.26

-1.23

Martin ratioReturn relative to average drawdown

9.67

14.65

-4.98

IQQJ.DE vs. TTPX.DE - Sharpe Ratio Comparison

The current IQQJ.DE Sharpe Ratio is 1.56, which is comparable to the TTPX.DE Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of IQQJ.DE and TTPX.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

IQQJ.DE vs. TTPX.DE - Drawdown Comparison

The maximum IQQJ.DE drawdown since its inception was -52.48%, which is greater than TTPX.DE's maximum drawdown of -36.52%. Use the drawdown chart below to compare losses from any high point for IQQJ.DE and TTPX.DE.


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Drawdown Indicators


IQQJ.DETTPX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.48%

-36.52%

-15.96%

Max Drawdown (1Y)

Largest decline over 1 year

-10.15%

-9.80%

-0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-16.72%

-20.65%

+3.93%

Max Drawdown (5Y)

Largest decline over 5 years

-19.38%

-20.65%

+1.27%

Max Drawdown (10Y)

Largest decline over 10 years

-28.05%

-36.52%

+8.47%

Current Drawdown

Current decline from peak

-7.21%

-4.33%

-2.88%

Average Drawdown

Average peak-to-trough decline

-16.15%

-7.80%

-8.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

2.86%

+0.33%

Volatility

IQQJ.DE vs. TTPX.DE - Volatility Comparison

iShares MSCI Japan UCITS ETF (Dist) (IQQJ.DE) has a higher volatility of 6.72% compared to Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc) (TTPX.DE) at 6.03%. This indicates that IQQJ.DE's price experiences larger fluctuations and is considered to be riskier than TTPX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQJ.DETTPX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

6.03%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

16.29%

15.54%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

19.83%

19.47%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

18.09%

-1.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.45%

18.15%

-1.70%

IQQJ.DE vs. TTPX.DE - Expense Ratio Comparison

IQQJ.DE has a 0.12% expense ratio, which is lower than TTPX.DE's 0.48% expense ratio.


Dividends

IQQJ.DE vs. TTPX.DE - Dividend Comparison

IQQJ.DE's dividend yield for the trailing twelve months is around 0.83%, while TTPX.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
IQQJ.DE
iShares MSCI Japan UCITS ETF (Dist)
0.83%1.79%1.48%1.42%1.76%1.16%1.40%1.41%1.44%1.23%
TTPX.DE
Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, IQQJ.DE and TTPX.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, 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 0.48% for TTPX.DE.

IQQJ.DE tracks MSCI Japan, while TTPX.DE tracks TOPIX Index (EUR Hedged). They also come from different issuers: iShares and Amundi. Their fees differ too: 0.12% for IQQJ.DE and 0.48% for TTPX.DE.

Portfolio Optimizer

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