JP40.DE vs. SXR8.DE
Compare and contrast key facts about Amundi JPX Nikkei 400 UCITS ETF EUR (JP40.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).
JP40.DE and SXR8.DE 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. SXR8.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010. Both JP40.DE and SXR8.DE 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 SXR8.DE.
Key characteristics
| JP40.DE | SXR8.DE | |
|---|---|---|
| YTD Return | 14.60% | 31.62% |
| 1Y Return | 20.13% | 39.26% |
| 3Y Return (Ann) | 4.83% | 12.57% |
| 5Y Return (Ann) | 6.30% | 16.31% |
| Sharpe Ratio | 1.15 | 3.13 |
| Sortino Ratio | 1.60 | 4.24 |
| Omega Ratio | 1.23 | 1.65 |
| Calmar Ratio | 1.58 | 4.52 |
| Martin Ratio | 6.91 | 20.09 |
| Ulcer Index | 2.94% | 1.86% |
| Daily Std Dev | 17.55% | 11.89% |
| Max Drawdown | -28.51% | -33.78% |
| Current Drawdown | -0.15% | 0.00% |
Correlation
The correlation between JP40.DE and SXR8.DE is 0.47, 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. SXR8.DE - Performance Comparison
In the year-to-date period, JP40.DE achieves a 14.60% return, which is significantly lower than SXR8.DE's 31.62% 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. SXR8.DE - Expense Ratio Comparison
JP40.DE has a 0.18% expense ratio, which is higher than SXR8.DE's 0.12% 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%.
Risk-Adjusted Performance
JP40.DE vs. SXR8.DE - 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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.
Dividends
JP40.DE vs. SXR8.DE - Dividend Comparison
Neither JP40.DE nor SXR8.DE has paid dividends to shareholders.
Drawdowns
JP40.DE vs. SXR8.DE - Drawdown Comparison
The maximum JP40.DE drawdown since its inception was -28.51%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for JP40.DE and SXR8.DE. For additional features, visit the drawdowns tool.
Volatility
JP40.DE vs. SXR8.DE - Volatility Comparison
Amundi JPX Nikkei 400 UCITS ETF EUR (JP40.DE) has a higher volatility of 4.16% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.53%. This indicates that JP40.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.