J1GR.DE vs. WTDX.DE
J1GR.DE (Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR) and WTDX.DE (WisdomTree Japan Equity UCITS ETF USD Hedged) are both Japan Equities funds - J1GR.DE tracks the MSCI Japan ESG Broad CTB Select while WTDX.DE tracks the WisdomTree Japan Hedged Equity UCITS Index. Both are passively managed. Over the past 10 years, J1GR.DE returned 8.57%/yr vs 17.65%/yr for WTDX.DE. Their correlation of 0.80 suggests significant overlap in exposure. J1GR.DE charges 0.45%/yr vs 0.48%/yr for WTDX.DE.
Performance
J1GR.DE vs. WTDX.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 lower than WTDX.DE's 21.75% return. Over the past 10 years, J1GR.DE has underperformed WTDX.DE with an annualized return of 8.57%, while WTDX.DE has yielded a comparatively higher 17.65% 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%
WTDX.DE
- 1D
- 0.17%
- 1M
- 5.69%
- YTD
- 21.75%
- 6M
- 23.89%
- 1Y
- 54.14%
- 3Y*
- 29.85%
- 5Y*
- 26.95%
- 10Y*
- 17.65%
J1GR.DE vs. WTDX.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% |
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 21.75% | 17.62% | 36.61% | 36.95% | 11.73% | 27.31% | -6.01% | 21.12% | -15.40% | 7.28% |
Correlation
The correlation between J1GR.DE and WTDX.DE is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since May 22, 2015 | 0.80 |
The correlation between J1GR.DE and WTDX.DE has been stable across timeframes, ranging from 0.74 to 0.80 - a consistent structural relationship.
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Return for Risk
J1GR.DE vs. WTDX.DE — Risk / Return Rank
J1GR.DE
WTDX.DE
J1GR.DE vs. WTDX.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 WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.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 | WTDX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.51 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 6.61 | -4.01 |
| Martin ratioReturn relative to average drawdown | 8.77 | 22.15 | -13.38 |
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 | WTDX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 2.79 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 1.37 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.88 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.59 | -0.13 |
Drawdowns
J1GR.DE vs. WTDX.DE - Drawdown Comparison
The maximum J1GR.DE drawdown since its inception was -27.81%, smaller than the maximum WTDX.DE drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for J1GR.DE and WTDX.DE.
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Drawdown Indicators
| J1GR.DE | WTDX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.81% | -34.50% | +6.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.45% | -8.09% | -3.36% |
Max Drawdown (3Y)Largest decline over 3 years | -17.22% | -23.63% | +6.41% |
Max Drawdown (5Y)Largest decline over 5 years | -19.28% | -23.63% | +4.35% |
Max Drawdown (10Y)Largest decline over 10 years | -27.81% | -32.85% | +5.04% |
Current DrawdownCurrent decline from peak | -0.06% | 0.00% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -7.95% | +0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 2.42% | +0.98% |
Volatility
J1GR.DE vs. WTDX.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 WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) at 3.75%. This indicates that J1GR.DE's price experiences larger fluctuations and is considered to be riskier than WTDX.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 | WTDX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 3.75% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 15.51% | 14.17% | +1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.39% | 19.25% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.82% | 19.43% | -2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 20.00% | -3.57% |
J1GR.DE vs. WTDX.DE - Expense Ratio Comparison
J1GR.DE has a 0.45% expense ratio, which is lower than WTDX.DE's 0.48% expense ratio.
Dividends
J1GR.DE vs. WTDX.DE - Dividend Comparison
J1GR.DE has not paid dividends to shareholders, while WTDX.DE's dividend yield for the trailing twelve months is around 1.20%.
| 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% |
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 1.20% | 1.52% | 1.39% | 1.83% | 2.16% | 1.26% | 1.88% | 1.80% | 1.82% | 1.07% | 1.73% | 0.05% |
Frequently Asked Questions
J1GR.DE and WTDX.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, J1GR.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
J1GR.DE is cheaper with a 0.45% expense ratio, compared with 0.48% for WTDX.DE.
J1GR.DE tracks MSCI Japan ESG Broad CTB Select, while WTDX.DE tracks WisdomTree Japan Hedged Equity UCITS Index. They also come from different issuers: Amundi and WisdomTree. Their fees differ too: 0.45% for J1GR.DE and 0.48% for WTDX.DE.
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