J1GR.DE vs. LEAD.DE
J1GR.DE (Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR) and LEAD.DE (Amundi MSCI Europe ESG Leaders UCITS ETF Acc) are both exchange-traded funds - J1GR.DE is a Japan Equities fund tracking the MSCI Japan ESG Broad CTB Select, while LEAD.DE is a Europe Equities fund tracking the MSCI Europe ESG Leaders. Both are passively managed. Over the past 5 years, J1GR.DE returned 8.97%/yr vs 8.61%/yr for LEAD.DE. A 0.56 correlation means they provide meaningful diversification when combined. J1GR.DE charges 0.45%/yr vs 0.20%/yr for LEAD.DE.
Performance
J1GR.DE vs. LEAD.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 LEAD.DE's 9.44% 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%
LEAD.DE
- 1D
- 0.54%
- 1M
- 2.53%
- YTD
- 9.44%
- 6M
- 11.63%
- 1Y
- 16.67%
- 3Y*
- 11.72%
- 5Y*
- 8.61%
- 10Y*
- —
J1GR.DE vs. LEAD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% | 0.93% |
LEAD.DE Amundi MSCI Europe ESG Leaders UCITS ETF Acc | 9.44% | 13.89% | 6.93% | 16.25% | -11.84% | 24.71% | 1.30% |
Correlation
The correlation between J1GR.DE and LEAD.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2020 | 0.56 |
The correlation between J1GR.DE and LEAD.DE has been stable across timeframes, ranging from 0.55 to 0.59 - a consistent structural relationship.
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Return for Risk
J1GR.DE vs. LEAD.DE — Risk / Return Rank
J1GR.DE
LEAD.DE
J1GR.DE vs. LEAD.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 MSCI Europe ESG Leaders UCITS ETF Acc (LEAD.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 | LEAD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.23 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 1.61 | +0.99 |
| Martin ratioReturn relative to average drawdown | 8.77 | 6.00 | +2.78 |
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 | LEAD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 1.22 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.58 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.72 | -0.26 |
Drawdowns
J1GR.DE vs. LEAD.DE - Drawdown Comparison
The maximum J1GR.DE drawdown since its inception was -27.81%, which is greater than LEAD.DE's maximum drawdown of -21.53%. Use the drawdown chart below to compare losses from any high point for J1GR.DE and LEAD.DE.
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Drawdown Indicators
| J1GR.DE | LEAD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.81% | -21.53% | -6.28% |
Max Drawdown (1Y)Largest decline over 1 year | -11.45% | -10.43% | -1.02% |
Max Drawdown (3Y)Largest decline over 3 years | -17.22% | -16.59% | -0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -19.28% | -21.53% | +2.25% |
Max Drawdown (10Y)Largest decline over 10 years | -27.81% | — | — |
Current DrawdownCurrent decline from peak | -0.06% | -1.11% | +1.05% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -4.13% | -3.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 2.81% | +0.59% |
Volatility
J1GR.DE vs. LEAD.DE - Volatility Comparison
The current volatility for Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR (J1GR.DE) is 4.06%, while Amundi MSCI Europe ESG Leaders UCITS ETF Acc (LEAD.DE) has a volatility of 4.67%. This indicates that J1GR.DE experiences smaller price fluctuations and is considered to be less risky than LEAD.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 | LEAD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 4.67% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 15.51% | 11.36% | +4.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.39% | 13.78% | +5.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.82% | 14.65% | +2.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 14.47% | +1.96% |
J1GR.DE vs. LEAD.DE - Expense Ratio Comparison
J1GR.DE has a 0.45% expense ratio, which is higher than LEAD.DE's 0.20% expense ratio.
Dividends
J1GR.DE vs. LEAD.DE - Dividend Comparison
Neither J1GR.DE nor LEAD.DE has paid dividends to shareholders.
Frequently Asked Questions
J1GR.DE and LEAD.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LEAD.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LEAD.DE is cheaper with a 0.20% expense ratio, compared with 0.45% for J1GR.DE.
J1GR.DE is categorized as Japan Equities, while LEAD.DE is Europe Equities. J1GR.DE tracks MSCI Japan ESG Broad CTB Select, while LEAD.DE tracks MSCI Europe ESG Leaders. Their fees differ too: 0.45% for J1GR.DE and 0.20% for LEAD.DE.
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