J1GR.DE vs. LSMC.DE
J1GR.DE (Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR) and LSMC.DE (Amundi MSCI Semiconductors ESG Screened UCITS ETF) are both exchange-traded funds - J1GR.DE is a Japan Equities fund tracking the MSCI Japan ESG Broad CTB Select, while LSMC.DE is a Semiconductors fund tracking the MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Both are passively managed. Over the past 10 years, J1GR.DE returned 8.57%/yr vs 28.49%/yr for LSMC.DE. A 0.51 correlation means they provide meaningful diversification when combined. Both charge a 0.45% expense ratio.
Performance
J1GR.DE vs. LSMC.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, J1GR.DE achieves a 16.49% return, which is significantly lower than LSMC.DE's 63.83% return. Over the past 10 years, J1GR.DE has underperformed LSMC.DE with an annualized return of 8.57%, while LSMC.DE has yielded a comparatively higher 28.49% 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%
LSMC.DE
- 1D
- -3.34%
- 1M
- 12.86%
- YTD
- 63.83%
- 6M
- 63.41%
- 1Y
- 126.99%
- 3Y*
- 62.06%
- 5Y*
- 36.20%
- 10Y*
- 28.49%
J1GR.DE vs. LSMC.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% |
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF | 63.83% | 32.60% | 66.54% | 74.46% | -34.66% | 37.56% | 23.03% | 39.73% | -5.73% | 12.36% |
Correlation
The correlation between J1GR.DE and LSMC.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2010 | 0.51 |
The correlation between J1GR.DE and LSMC.DE has been stable across timeframes, ranging from 0.45 to 0.52 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
J1GR.DE vs. LSMC.DE — Risk / Return Rank
J1GR.DE
LSMC.DE
J1GR.DE vs. LSMC.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 Semiconductors ESG Screened UCITS ETF (LSMC.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 | LSMC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.74 | ||
| Sortino ratioReturn per unit of downside risk | -2.25 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.59 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 10.37 | -7.77 |
| Martin ratioReturn relative to average drawdown | 8.77 | 32.83 | -24.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| J1GR.DE | LSMC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 4.27 | -2.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 1.15 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 1.09 | -0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.82 | -0.35 |
Drawdowns
J1GR.DE vs. LSMC.DE - Drawdown Comparison
The maximum J1GR.DE drawdown since its inception was -27.81%, smaller than the maximum LSMC.DE drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for J1GR.DE and LSMC.DE.
Loading charts...
Drawdown Indicators
| J1GR.DE | LSMC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.81% | -39.77% | +11.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.45% | -12.53% | +1.08% |
Max Drawdown (3Y)Largest decline over 3 years | -17.22% | -36.22% | +19.00% |
Max Drawdown (5Y)Largest decline over 5 years | -19.28% | -39.77% | +20.49% |
Max Drawdown (10Y)Largest decline over 10 years | -27.81% | -39.77% | +11.96% |
Current DrawdownCurrent decline from peak | -0.06% | -3.34% | +3.28% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -9.37% | +2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 3.96% | -0.56% |
Volatility
J1GR.DE vs. LSMC.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 Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a volatility of 11.23%. This indicates that J1GR.DE experiences smaller price fluctuations and is considered to be less risky than LSMC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| J1GR.DE | LSMC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 11.23% | -7.17% |
Volatility (6M)Calculated over the trailing 6-month period | 15.51% | 22.18% | -6.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.39% | 30.40% | -11.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.82% | 31.21% | -14.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 26.06% | -9.63% |
J1GR.DE vs. LSMC.DE - Expense Ratio Comparison
Both J1GR.DE and LSMC.DE have an expense ratio of 0.45%.
Dividends
J1GR.DE vs. LSMC.DE - Dividend Comparison
Neither J1GR.DE nor LSMC.DE has paid dividends to shareholders.
Frequently Asked Questions
J1GR.DE and LSMC.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.45% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
J1GR.DE and LSMC.DE have the same expense ratio: 0.45% per year.
J1GR.DE is categorized as Japan Equities, while LSMC.DE is Semiconductors. J1GR.DE tracks MSCI Japan ESG Broad CTB Select, while LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index.
Find the right allocation for J1GR.DE and LSMC.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer