J1GR.DE vs. LYYB.DE
J1GR.DE (Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR) and LYYB.DE (Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist) are both exchange-traded funds - J1GR.DE is a Japan Equities fund tracking the MSCI Japan ESG Broad CTB Select, while LYYB.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Broad Select. Both are passively managed. Over the past 10 years, J1GR.DE returned 8.57%/yr vs 14.30%/yr for LYYB.DE. A 0.62 correlation means they provide meaningful diversification when combined. J1GR.DE charges 0.45%/yr vs 0.09%/yr for LYYB.DE.
Performance
J1GR.DE vs. LYYB.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 LYYB.DE's 10.39% return. Over the past 10 years, J1GR.DE has underperformed LYYB.DE with an annualized return of 8.57%, while LYYB.DE has yielded a comparatively higher 14.30% 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%
LYYB.DE
- 1D
- -0.05%
- 1M
- 4.52%
- YTD
- 10.39%
- 6M
- 9.65%
- 1Y
- 23.05%
- 3Y*
- 17.52%
- 5Y*
- 13.05%
- 10Y*
- 14.30%
J1GR.DE vs. LYYB.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% |
LYYB.DE Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist | 10.39% | 2.83% | 31.27% | 22.21% | -17.02% | 38.79% | 9.55% | 34.69% | -1.22% | 6.95% |
Correlation
The correlation between J1GR.DE and LYYB.DE is 0.52, 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 | 0.52 |
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 Feb 25, 2010 | 0.62 |
The correlation between J1GR.DE and LYYB.DE shifts across timeframes, from 0.52 (1 year) to 0.63 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
J1GR.DE vs. LYYB.DE — Risk / Return Rank
J1GR.DE
LYYB.DE
J1GR.DE vs. LYYB.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 USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.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 | LYYB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.36 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 2.79 | -0.19 |
| Martin ratioReturn relative to average drawdown | 8.77 | 9.46 | -0.69 |
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 | LYYB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 1.93 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.83 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.87 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.62 | -0.16 |
Drawdowns
J1GR.DE vs. LYYB.DE - Drawdown Comparison
The maximum J1GR.DE drawdown since its inception was -27.81%, smaller than the maximum LYYB.DE drawdown of -53.38%. Use the drawdown chart below to compare losses from any high point for J1GR.DE and LYYB.DE.
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Drawdown Indicators
| J1GR.DE | LYYB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.81% | -53.38% | +25.57% |
Max Drawdown (1Y)Largest decline over 1 year | -11.45% | -8.32% | -3.13% |
Max Drawdown (3Y)Largest decline over 3 years | -17.22% | -24.11% | +6.89% |
Max Drawdown (5Y)Largest decline over 5 years | -19.28% | -24.11% | +4.83% |
Max Drawdown (10Y)Largest decline over 10 years | -27.81% | -34.12% | +6.31% |
Current DrawdownCurrent decline from peak | -0.06% | -0.38% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -9.21% | +1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 2.45% | +0.95% |
Volatility
J1GR.DE vs. LYYB.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 MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.DE) at 2.66%. This indicates that J1GR.DE's price experiences larger fluctuations and is considered to be riskier than LYYB.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 | LYYB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 2.66% | +1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 15.51% | 7.84% | +7.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.39% | 11.99% | +7.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.82% | 15.62% | +1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 16.31% | +0.12% |
J1GR.DE vs. LYYB.DE - Expense Ratio Comparison
J1GR.DE has a 0.45% expense ratio, which is higher than LYYB.DE's 0.09% expense ratio.
Dividends
J1GR.DE vs. LYYB.DE - Dividend Comparison
J1GR.DE has not paid dividends to shareholders, while LYYB.DE's dividend yield for the trailing twelve months is around 0.81%.
| 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% |
LYYB.DE Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist | 0.81% | 0.99% | 0.78% | 0.00% | 1.12% | 0.95% | 1.31% | 1.14% | 1.81% | 1.64% | 1.88% | 2.03% |
Frequently Asked Questions
J1GR.DE and LYYB.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYYB.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYYB.DE is cheaper with a 0.09% expense ratio, compared with 0.45% for J1GR.DE.
J1GR.DE is categorized as Japan Equities, while LYYB.DE is Large Cap Blend Equities. J1GR.DE tracks MSCI Japan ESG Broad CTB Select, while LYYB.DE tracks MSCI USA ESG Broad Select. Their fees differ too: 0.45% for J1GR.DE and 0.09% for LYYB.DE.
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