J1GR.DE vs. AUM5.DE
J1GR.DE (Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - J1GR.DE is a Japan Equities fund tracking the MSCI Japan ESG Broad CTB Select, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, J1GR.DE returned 8.57%/yr vs 15.11%/yr for AUM5.DE. A 0.63 correlation means they provide meaningful diversification when combined. J1GR.DE charges 0.45%/yr vs 0.15%/yr for AUM5.DE.
Performance
J1GR.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, J1GR.DE achieves a 16.49% return, which is significantly higher than AUM5.DE's 11.38% return. Over the past 10 years, J1GR.DE has underperformed AUM5.DE with an annualized return of 8.57%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
J1GR.DE
- 1D
- -0.06%
- 1M
- 4.23%
- YTD
- 16.49%
- 6M
- 16.45%
- 1Y
- 31.08%
- 3Y*
- 13.87%
- 5Y*
- 8.97%
- 10Y*
- 8.57%
AUM5.DE
- 1D
- -0.16%
- 1M
- 4.40%
- YTD
- 11.38%
- 6M
- 10.89%
- 1Y
- 25.63%
- 3Y*
- 18.95%
- 5Y*
- 14.88%
- 10Y*
- 15.11%
J1GR.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
J1GR.DE Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR | 16.49% | 11.73% | 11.30% | 14.89% | -12.68% | 9.69% | 4.87% | 22.18% | -10.16% | 9.06% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 11.38% | 4.80% | 32.39% | 22.64% | -14.14% | 40.96% | 7.10% | 34.94% | -1.01% | 6.82% |
Correlation
The correlation between J1GR.DE and AUM5.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.63 |
The correlation between J1GR.DE and AUM5.DE shifts across timeframes, from 0.53 (3 years) to 0.63 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
J1GR.DE vs. AUM5.DE — Risk / Return Rank
J1GR.DE
AUM5.DE
J1GR.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR (J1GR.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.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.
| J1GR.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.41 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 3.57 | -0.97 |
| Martin ratioReturn relative to average drawdown | 8.77 | 12.74 | -3.97 |
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
| J1GR.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 2.20 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.97 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.93 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.96 | -0.50 |
Drawdowns
J1GR.DE vs. AUM5.DE - Drawdown Comparison
The maximum J1GR.DE drawdown since its inception was -27.81%, smaller than the maximum AUM5.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for J1GR.DE and AUM5.DE.
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Drawdown Indicators
| J1GR.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.81% | -33.66% | +5.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.45% | -7.15% | -4.30% |
Max Drawdown (3Y)Largest decline over 3 years | -17.22% | -23.30% | +6.08% |
Max Drawdown (5Y)Largest decline over 5 years | -19.28% | -23.30% | +4.02% |
Max Drawdown (10Y)Largest decline over 10 years | -27.81% | -33.66% | +5.85% |
Current DrawdownCurrent decline from peak | -0.06% | -0.46% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -4.00% | -3.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 2.01% | +1.39% |
Volatility
J1GR.DE vs. AUM5.DE - Volatility Comparison
Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR (J1GR.DE) has a higher volatility of 4.06% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that J1GR.DE's price experiences larger fluctuations and is considered to be riskier than AUM5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| J1GR.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 2.63% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 15.51% | 7.61% | +7.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.39% | 11.64% | +7.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.82% | 15.19% | +1.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 16.07% | +0.36% |
J1GR.DE vs. AUM5.DE - Expense Ratio Comparison
J1GR.DE has a 0.45% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Dividends
J1GR.DE vs. AUM5.DE - Dividend Comparison
Neither J1GR.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
J1GR.DE and AUM5.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AUM5.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AUM5.DE is cheaper with a 0.15% expense ratio, compared with 0.45% for J1GR.DE.
J1GR.DE is categorized as Japan Equities, while AUM5.DE is S&P 500. J1GR.DE tracks MSCI Japan ESG Broad CTB Select, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.45% for J1GR.DE and 0.15% for AUM5.DE.
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