JP40.DE vs. SXRZ.DE
Compare and contrast key facts about Amundi JPX Nikkei 400 UCITS ETF EUR (JP40.DE) and iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.DE).
JP40.DE and SXRZ.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. SXRZ.DE is a passively managed fund by iShares that tracks the performance of the Nikkei 225®. It was launched on Jan 25, 2010. Both JP40.DE and SXRZ.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.
Performance
JP40.DE vs. SXRZ.DE - Performance Comparison
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JP40.DE vs. SXRZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JP40.DE Amundi JPX Nikkei 400 UCITS ETF EUR | 7.80% | 12.78% | 13.18% | 15.77% | -11.05% | 8.49% | 4.79% | 22.33% | -10.68% | 9.57% |
SXRZ.DE iShares Nikkei 225 UCITS ETF (Acc) | 5.59% | 15.71% | 13.83% | 17.70% | -15.73% | 3.03% | 13.44% | 24.31% | -5.20% | 10.07% |
Returns By Period
In the year-to-date period, JP40.DE achieves a 7.80% return, which is significantly higher than SXRZ.DE's 5.59% return. Over the past 10 years, JP40.DE has underperformed SXRZ.DE with an annualized return of 8.82%, while SXRZ.DE has yielded a comparatively higher 9.89% annualized return.
JP40.DE
- 1D
- -1.87%
- 1M
- 0.63%
- YTD
- 7.80%
- 6M
- 12.51%
- 1Y
- 24.08%
- 3Y*
- 14.78%
- 5Y*
- 7.67%
- 10Y*
- 8.82%
SXRZ.DE
- 1D
- 2.28%
- 1M
- -2.17%
- YTD
- 5.59%
- 6M
- 11.42%
- 1Y
- 33.03%
- 3Y*
- 15.31%
- 5Y*
- 6.20%
- 10Y*
- 9.89%
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JP40.DE vs. SXRZ.DE - Expense Ratio Comparison
JP40.DE has a 0.18% expense ratio, which is lower than SXRZ.DE's 0.48% expense ratio.
Return for Risk
JP40.DE vs. SXRZ.DE — Risk / Return Rank
JP40.DE
SXRZ.DE
JP40.DE vs. SXRZ.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 Nikkei 225 UCITS ETF (Acc) (SXRZ.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 | SXRZ.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 1.42 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.79 | 2.07 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.26 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.18 | 3.03 | +0.16 |
Martin ratioReturn relative to average drawdown | 10.69 | 9.23 | +1.46 |
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 | SXRZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 1.42 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.34 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.56 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.50 | -0.07 |
Correlation
The correlation between JP40.DE and SXRZ.DE is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JP40.DE vs. SXRZ.DE - Dividend Comparison
Neither JP40.DE nor SXRZ.DE has paid dividends to shareholders.
Drawdowns
JP40.DE vs. SXRZ.DE - Drawdown Comparison
The maximum JP40.DE drawdown since its inception was -28.51%, roughly equal to the maximum SXRZ.DE drawdown of -29.90%. Use the drawdown chart below to compare losses from any high point for JP40.DE and SXRZ.DE.
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Drawdown Indicators
| JP40.DE | SXRZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.51% | -29.90% | +1.39% |
Max Drawdown (1Y)Largest decline over 1 year | -9.43% | -12.92% | +3.49% |
Max Drawdown (5Y)Largest decline over 5 years | -19.66% | -21.46% | +1.80% |
Max Drawdown (10Y)Largest decline over 10 years | -28.51% | -29.90% | +1.39% |
Current DrawdownCurrent decline from peak | -5.83% | -9.85% | +4.02% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -7.32% | +1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 4.23% | -1.42% |
Volatility
JP40.DE vs. SXRZ.DE - Volatility Comparison
Amundi JPX Nikkei 400 UCITS ETF EUR (JP40.DE) has a higher volatility of 8.60% compared to iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.DE) at 7.59%. This indicates that JP40.DE's price experiences larger fluctuations and is considered to be riskier than SXRZ.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 | SXRZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.60% | 7.59% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 14.45% | 17.14% | -2.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.47% | 23.10% | -3.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.44% | 17.97% | -1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.56% | 17.55% | -0.99% |