JP40.DE vs. AUM5.DE
JP40.DE (Amundi JPX Nikkei 400 UCITS ETF EUR) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - JP40.DE is a Japan Equities fund tracking the JPX-Nikkei 400, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, JP40.DE returned 8.93%/yr vs 15.11%/yr for AUM5.DE. A 0.64 correlation means they provide meaningful diversification when combined. JP40.DE charges 0.18%/yr vs 0.15%/yr for AUM5.DE.
Performance
JP40.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JP40.DE achieves a 16.15% return, which is significantly higher than AUM5.DE's 11.38% return. Over the past 10 years, JP40.DE has underperformed AUM5.DE with an annualized return of 8.93%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
JP40.DE
- 1D
- -0.23%
- 1M
- 2.36%
- YTD
- 16.15%
- 6M
- 16.10%
- 1Y
- 29.23%
- 3Y*
- 14.99%
- 5Y*
- 9.88%
- 10Y*
- 8.93%
AUM5.DE
- 1D
- -0.16%
- 1M
- 4.40%
- YTD
- 11.38%
- 6M
- 10.89%
- 1Y
- 25.63%
- 3Y*
- 18.95%
- 5Y*
- 14.88%
- 10Y*
- 15.11%
JP40.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JP40.DE Amundi JPX Nikkei 400 UCITS ETF EUR | 16.15% | 12.78% | 13.18% | 15.77% | -11.05% | 8.49% | 4.79% | 22.33% | -10.68% | 9.57% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 11.38% | 4.80% | 32.39% | 22.64% | -14.14% | 40.96% | 7.10% | 34.94% | -1.01% | 6.82% |
Correlation
The correlation between JP40.DE and AUM5.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2015 | 0.64 |
The correlation between JP40.DE and AUM5.DE shifts across timeframes, from 0.45 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JP40.DE vs. AUM5.DE — Risk / Return Rank
JP40.DE
AUM5.DE
JP40.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi JPX Nikkei 400 UCITS ETF EUR (JP40.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.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.
| JP40.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.41 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 3.57 | -0.54 |
| Martin ratioReturn relative to average drawdown | 10.04 | 12.74 | -2.70 |
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
| JP40.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 2.20 | -0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.97 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.93 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.96 | -0.50 |
Drawdowns
JP40.DE vs. AUM5.DE - Drawdown Comparison
The maximum JP40.DE drawdown since its inception was -28.51%, smaller than the maximum AUM5.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for JP40.DE and AUM5.DE.
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Drawdown Indicators
| JP40.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.51% | -33.66% | +5.15% |
Max Drawdown (1Y)Largest decline over 1 year | -9.43% | -7.15% | -2.28% |
Max Drawdown (3Y)Largest decline over 3 years | -15.82% | -23.30% | +7.48% |
Max Drawdown (5Y)Largest decline over 5 years | -19.66% | -23.30% | +3.64% |
Max Drawdown (10Y)Largest decline over 10 years | -28.51% | -33.66% | +5.15% |
Current DrawdownCurrent decline from peak | -0.23% | -0.46% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -6.10% | -4.00% | -2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 2.01% | +0.84% |
Volatility
JP40.DE vs. AUM5.DE - Volatility Comparison
Amundi JPX Nikkei 400 UCITS ETF EUR (JP40.DE) has a higher volatility of 3.29% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that JP40.DE's price experiences larger fluctuations and is considered to be riskier than AUM5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JP40.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.29% | 2.63% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 14.70% | 7.61% | +7.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 11.64% | +6.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.56% | 15.19% | +1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.50% | 16.07% | +0.43% |
JP40.DE vs. AUM5.DE - Expense Ratio Comparison
JP40.DE has a 0.18% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JP40.DE vs. AUM5.DE - Dividend Comparison
Neither JP40.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
JP40.DE and AUM5.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AUM5.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AUM5.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for JP40.DE.
JP40.DE is categorized as Japan Equities, while AUM5.DE is S&P 500. JP40.DE tracks JPX-Nikkei 400, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.18% for JP40.DE and 0.15% for AUM5.DE.
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