JP40.DE vs. WTIZ.DE
JP40.DE (Amundi JPX Nikkei 400 UCITS ETF EUR) and WTIZ.DE (WisdomTree Japan Equity UCITS ETF JPY Acc) are both Japan Equities funds - JP40.DE tracks the JPX-Nikkei 400 while WTIZ.DE tracks the WisdomTree Japan Equity. Both are passively managed. Over the past 5 years, JP40.DE returned 9.88%/yr vs 14.12%/yr for WTIZ.DE. Their correlation of 0.91 suggests significant overlap in exposure. JP40.DE charges 0.18%/yr vs 0.40%/yr for WTIZ.DE.
Performance
JP40.DE vs. WTIZ.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 lower than WTIZ.DE's 17.38% 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%
WTIZ.DE
- 1D
- 0.16%
- 1M
- 3.74%
- YTD
- 17.38%
- 6M
- 18.93%
- 1Y
- 34.34%
- 3Y*
- 19.46%
- 5Y*
- 14.12%
- 10Y*
- —
JP40.DE vs. WTIZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JP40.DE Amundi JPX Nikkei 400 UCITS ETF EUR | 16.15% | 12.78% | 13.18% | 15.77% | -11.05% | 8.49% | 11.68% |
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY Acc | 17.38% | 15.16% | 17.99% | 21.47% | -4.73% | 14.55% | 11.02% |
Correlation
The correlation between JP40.DE and WTIZ.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2020 | 0.91 |
The correlation between JP40.DE and WTIZ.DE has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.
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Return for Risk
JP40.DE vs. WTIZ.DE — Risk / Return Rank
JP40.DE
WTIZ.DE
JP40.DE vs. WTIZ.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 WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.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 | WTIZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.33 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 3.19 | -0.15 |
| Martin ratioReturn relative to average drawdown | 10.04 | 10.27 | -0.23 |
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 | WTIZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 1.79 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.82 | -0.23 |
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 | 0.91 | -0.45 |
Drawdowns
JP40.DE vs. WTIZ.DE - Drawdown Comparison
The maximum JP40.DE drawdown since its inception was -28.51%, which is greater than WTIZ.DE's maximum drawdown of -17.17%. Use the drawdown chart below to compare losses from any high point for JP40.DE and WTIZ.DE.
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Drawdown Indicators
| JP40.DE | WTIZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.51% | -17.17% | -11.34% |
Max Drawdown (1Y)Largest decline over 1 year | -9.43% | -10.49% | +1.06% |
Max Drawdown (3Y)Largest decline over 3 years | -15.82% | -17.17% | +1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -19.66% | -17.17% | -2.49% |
Max Drawdown (10Y)Largest decline over 10 years | -28.51% | — | — |
Current DrawdownCurrent decline from peak | -0.23% | -0.39% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -6.10% | -3.62% | -2.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 3.26% | -0.41% |
Volatility
JP40.DE vs. WTIZ.DE - Volatility Comparison
The current volatility for Amundi JPX Nikkei 400 UCITS ETF EUR (JP40.DE) is 3.29%, while WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) has a volatility of 3.61%. This indicates that JP40.DE experiences smaller price fluctuations and is considered to be less risky than WTIZ.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 | WTIZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.29% | 3.61% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 14.70% | 15.05% | -0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 18.70% | -0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.56% | 16.95% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.50% | 16.60% | -0.10% |
JP40.DE vs. WTIZ.DE - Expense Ratio Comparison
JP40.DE has a 0.18% expense ratio, which is lower than WTIZ.DE's 0.40% expense ratio.
Dividends
JP40.DE vs. WTIZ.DE - Dividend Comparison
Neither JP40.DE nor WTIZ.DE has paid dividends to shareholders.
Frequently Asked Questions
JP40.DE and WTIZ.DE have a correlation of 0.89, 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 0.40% for WTIZ.DE.
JP40.DE tracks JPX-Nikkei 400, while WTIZ.DE tracks WisdomTree Japan Equity. They also come from different issuers: Amundi and WisdomTree. Their fees differ too: 0.18% for JP40.DE and 0.40% for WTIZ.DE.
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