JP40.DE vs. EUN.L
Compare and contrast key facts about Amundi JPX Nikkei 400 UCITS ETF EUR (JP40.DE) and iShares STOXX Europe 50 UCITS (EUN.L).
JP40.DE and EUN.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JP40.DE is a passively managed fund by Amundi that tracks the performance of the JPX-Nikkei 400. It was launched on Mar 22, 2018. EUN.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Apr 3, 2000. Both JP40.DE and EUN.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JP40.DE or EUN.L.
Key characteristics
| JP40.DE | EUN.L | |
|---|---|---|
| YTD Return | 14.60% | 2.93% |
| 1Y Return | 20.13% | 8.69% |
| 3Y Return (Ann) | 4.83% | 6.40% |
| 5Y Return (Ann) | 6.30% | 7.27% |
| Sharpe Ratio | 1.15 | 0.81 |
| Sortino Ratio | 1.60 | 1.19 |
| Omega Ratio | 1.23 | 1.14 |
| Calmar Ratio | 1.58 | 0.98 |
| Martin Ratio | 6.91 | 2.94 |
| Ulcer Index | 2.94% | 2.78% |
| Daily Std Dev | 17.55% | 10.15% |
| Max Drawdown | -28.51% | -45.11% |
| Current Drawdown | -0.15% | -7.70% |
Correlation
The correlation between JP40.DE and EUN.L is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
JP40.DE vs. EUN.L - Performance Comparison
In the year-to-date period, JP40.DE achieves a 14.60% return, which is significantly higher than EUN.L's 2.93% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JP40.DE vs. EUN.L - Expense Ratio Comparison
JP40.DE has a 0.18% expense ratio, which is lower than EUN.L's 0.35% expense ratio.
Risk-Adjusted Performance
JP40.DE vs. EUN.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi JPX Nikkei 400 UCITS ETF EUR (JP40.DE) and iShares STOXX Europe 50 UCITS (EUN.L). 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.
Dividends
JP40.DE vs. EUN.L - Dividend Comparison
JP40.DE has not paid dividends to shareholders, while EUN.L's dividend yield for the trailing twelve months is around 2.79%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JP40.DE Amundi JPX Nikkei 400 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% |
EUN.L iShares STOXX Europe 50 UCITS | 2.79% | 2.54% | 2.51% | 2.27% | 2.39% | 3.08% | 3.47% | 3.17% | 3.17% | 2.99% | 2.87% | 2.81% |
Drawdowns
JP40.DE vs. EUN.L - Drawdown Comparison
The maximum JP40.DE drawdown since its inception was -28.51%, smaller than the maximum EUN.L drawdown of -45.11%. Use the drawdown chart below to compare losses from any high point for JP40.DE and EUN.L. For additional features, visit the drawdowns tool.
Volatility
JP40.DE vs. EUN.L - Volatility Comparison
Amundi JPX Nikkei 400 UCITS ETF EUR (JP40.DE) and iShares STOXX Europe 50 UCITS (EUN.L) have volatilities of 4.16% and 4.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.