JP40.DE vs. SXR6.DE
JP40.DE (Amundi JPX Nikkei 400 UCITS ETF EUR) and SXR6.DE (iShares MSCI Japan SRI UCITS ETF USD Acc) are both Japan Equities funds - JP40.DE tracks the JPX-Nikkei 400 while SXR6.DE tracks the MSCI Japan SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, JP40.DE returned 9.88%/yr vs 4.25%/yr for SXR6.DE. Their correlation of 0.92 suggests significant overlap in exposure. JP40.DE charges 0.18%/yr vs 0.20%/yr for SXR6.DE.
Performance
JP40.DE vs. SXR6.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 SXR6.DE's 3.87% 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%
SXR6.DE
- 1D
- -0.07%
- 1M
- 4.16%
- YTD
- 3.87%
- 6M
- 3.94%
- 1Y
- 11.34%
- 3Y*
- 6.07%
- 5Y*
- 4.25%
- 10Y*
- —
JP40.DE vs. SXR6.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% | 4.82% |
SXR6.DE iShares MSCI Japan SRI UCITS ETF USD Acc | 3.87% | 6.58% | 9.11% | 9.64% | -13.84% | 9.84% | 6.35% | 26.72% | -10.33% | 3.99% |
Correlation
The correlation between JP40.DE and SXR6.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2017 | 0.92 |
The correlation between JP40.DE and SXR6.DE shifts across timeframes, from 0.80 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JP40.DE vs. SXR6.DE — Risk / Return Rank
JP40.DE
SXR6.DE
JP40.DE vs. SXR6.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 iShares MSCI Japan SRI UCITS ETF USD Acc (SXR6.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 | SXR6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.11 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 0.90 | +2.14 |
| Martin ratioReturn relative to average drawdown | 10.04 | 2.55 | +7.49 |
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 | SXR6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 0.55 | +1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.25 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.30 | +0.17 |
Drawdowns
JP40.DE vs. SXR6.DE - Drawdown Comparison
The maximum JP40.DE drawdown since its inception was -28.51%, roughly equal to the maximum SXR6.DE drawdown of -27.35%. Use the drawdown chart below to compare losses from any high point for JP40.DE and SXR6.DE.
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Drawdown Indicators
| JP40.DE | SXR6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.51% | -27.35% | -1.16% |
Max Drawdown (1Y)Largest decline over 1 year | -9.43% | -11.40% | +1.97% |
Max Drawdown (3Y)Largest decline over 3 years | -15.82% | -16.29% | +0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -19.66% | -21.32% | +1.66% |
Max Drawdown (10Y)Largest decline over 10 years | -28.51% | — | — |
Current DrawdownCurrent decline from peak | -0.23% | -1.85% | +1.62% |
Average DrawdownAverage peak-to-trough decline | -6.10% | -7.15% | +1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 4.01% | -1.16% |
Volatility
JP40.DE vs. SXR6.DE - Volatility Comparison
The current volatility for Amundi JPX Nikkei 400 UCITS ETF EUR (JP40.DE) is 3.29%, while iShares MSCI Japan SRI UCITS ETF USD Acc (SXR6.DE) has a volatility of 3.60%. This indicates that JP40.DE experiences smaller price fluctuations and is considered to be less risky than SXR6.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 | SXR6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.29% | 3.60% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 14.70% | 14.77% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 18.63% | -0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.56% | 16.54% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.50% | 16.77% | -0.27% |
JP40.DE vs. SXR6.DE - Expense Ratio Comparison
JP40.DE has a 0.18% expense ratio, which is lower than SXR6.DE's 0.20% expense ratio. Despite the difference, 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. SXR6.DE - Dividend Comparison
Neither JP40.DE nor SXR6.DE has paid dividends to shareholders.
Frequently Asked Questions
JP40.DE and SXR6.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JP40.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JP40.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for SXR6.DE.
JP40.DE tracks JPX-Nikkei 400, while SXR6.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for JP40.DE and 0.20% for SXR6.DE.
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