J1GR.DE vs. LYY4.DE
J1GR.DE (Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR) and LYY4.DE (Amundi Japan TOPIX II UCITS ETF EUR Dist) are both Japan Equities funds from Amundi - J1GR.DE tracks the MSCI Japan ESG Broad CTB Select while LYY4.DE tracks the TOPIX®. Both are passively managed. Over the past 10 years, J1GR.DE returned 8.57%/yr vs 8.60%/yr for LYY4.DE. With a 0.96 correlation, they move nearly in lockstep. Both charge a 0.45% expense ratio.
Performance
J1GR.DE vs. LYY4.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 LYY4.DE's 15.21% return. Both investments have delivered pretty close results over the past 10 years, with J1GR.DE having a 8.57% annualized return and LYY4.DE not far ahead at 8.60%.
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%
LYY4.DE
- 1D
- -0.17%
- 1M
- 3.08%
- YTD
- 15.21%
- 6M
- 15.56%
- 1Y
- 29.25%
- 3Y*
- 14.84%
- 5Y*
- 9.48%
- 10Y*
- 8.60%
J1GR.DE vs. LYY4.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% |
LYY4.DE Amundi Japan TOPIX II UCITS ETF EUR Dist | 15.21% | 13.10% | 12.42% | 14.70% | -10.26% | 8.20% | 3.15% | 20.97% | -11.07% | 10.82% |
Correlation
The correlation between J1GR.DE and LYY4.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2010 | 0.96 |
The correlation between J1GR.DE and LYY4.DE has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.
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Return for Risk
J1GR.DE vs. LYY4.DE — Risk / Return Rank
J1GR.DE
LYY4.DE
J1GR.DE vs. LYY4.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 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.
| J1GR.DE | LYY4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.31 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 2.95 | -0.35 |
| Martin ratioReturn relative to average drawdown | 8.77 | 9.67 | -0.89 |
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 | LYY4.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 1.59 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.59 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.53 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.25 | +0.21 |
Drawdowns
J1GR.DE vs. LYY4.DE - Drawdown Comparison
The maximum J1GR.DE drawdown since its inception was -27.81%, smaller than the maximum LYY4.DE drawdown of -54.07%. Use the drawdown chart below to compare losses from any high point for J1GR.DE and LYY4.DE.
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Drawdown Indicators
| J1GR.DE | LYY4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.81% | -54.07% | +26.26% |
Max Drawdown (1Y)Largest decline over 1 year | -11.45% | -9.61% | -1.84% |
Max Drawdown (3Y)Largest decline over 3 years | -17.22% | -15.82% | -1.40% |
Max Drawdown (5Y)Largest decline over 5 years | -19.28% | -19.34% | +0.06% |
Max Drawdown (10Y)Largest decline over 10 years | -27.81% | -28.62% | +0.81% |
Current DrawdownCurrent decline from peak | -0.06% | -0.17% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -14.30% | +6.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 2.93% | +0.47% |
Volatility
J1GR.DE vs. LYY4.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 Japan TOPIX II UCITS ETF EUR Dist (LYY4.DE) at 3.04%. This indicates that J1GR.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
| J1GR.DE | LYY4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 3.04% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 15.51% | 14.29% | +1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.39% | 17.82% | +1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.82% | 16.25% | +0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 16.33% | +0.10% |
J1GR.DE vs. LYY4.DE - Expense Ratio Comparison
Both J1GR.DE and LYY4.DE have an expense ratio of 0.45%.
Dividends
J1GR.DE vs. LYY4.DE - Dividend Comparison
J1GR.DE has not paid dividends to shareholders, while LYY4.DE's dividend yield for the trailing twelve months is around 0.62%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
J1GR.DE Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LYY4.DE Amundi Japan TOPIX II UCITS ETF EUR Dist | 0.62% | 0.71% | 0.74% | 1.24% | 1.88% | 1.34% | 1.14% | 1.94% | 1.86% | 1.44% | 1.98% | 1.80% |
Frequently Asked Questions
With a correlation of 0.94, J1GR.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.
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 LYY4.DE have the same expense ratio: 0.45% per year.
J1GR.DE tracks MSCI Japan ESG Broad CTB Select, while LYY4.DE tracks TOPIX®.
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