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JP40.DE vs. XDJP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JP40.DE vs. XDJP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi JPX Nikkei 400 UCITS ETF EUR (JP40.DE) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE). The values are adjusted to include any dividend payments, if applicable.

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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 XDJP.DE's 32.10% return. Over the past 10 years, JP40.DE has underperformed XDJP.DE with an annualized return of 8.93%, while XDJP.DE has yielded a comparatively higher 12.04% annualized 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%

XDJP.DE

1D
-1.43%
1M
7.59%
YTD
32.10%
6M
30.23%
1Y
60.51%
3Y*
20.79%
5Y*
12.43%
10Y*
12.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JP40.DE vs. XDJP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%9.57%
XDJP.DE
Xtrackers Nikkei 225 UCITS ETF 1D
32.10%16.25%14.44%18.02%-15.30%3.32%14.02%24.82%-4.99%10.59%

Correlation

The correlation between JP40.DE and XDJP.DE is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2015

0.90

The correlation between JP40.DE and XDJP.DE shifts across timeframes, from 0.79 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

JP40.DE vs. XDJP.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JP40.DE
JP40.DE Risk / Return Rank: 5353
Overall Rank
JP40.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
JP40.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
JP40.DE Omega Ratio Rank: 5050
Omega Ratio Rank
JP40.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
JP40.DE Martin Ratio Rank: 5858
Martin Ratio Rank

XDJP.DE
XDJP.DE Risk / Return Rank: 7979
Overall Rank
XDJP.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XDJP.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
XDJP.DE Omega Ratio Rank: 7272
Omega Ratio Rank
XDJP.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
XDJP.DE Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JP40.DE vs. XDJP.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 Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.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.DEXDJP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

1.31

1.42

-0.11

Calmar ratioReturn relative to maximum drawdown

3.03

4.63

-1.59

Martin ratioReturn relative to average drawdown

10.04

13.98

-3.93

JP40.DE vs. XDJP.DE - Sharpe Ratio Comparison

The current JP40.DE Sharpe Ratio is 1.58, which is lower than the XDJP.DE Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of JP40.DE and XDJP.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JP40.DEXDJP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

2.53

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.66

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.67

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.66

-0.19

Drawdowns

JP40.DE vs. XDJP.DE - Drawdown Comparison

The maximum JP40.DE drawdown since its inception was -28.51%, roughly equal to the maximum XDJP.DE drawdown of -29.12%. Use the drawdown chart below to compare losses from any high point for JP40.DE and XDJP.DE.


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Drawdown Indicators


JP40.DEXDJP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.51%

-29.12%

+0.61%

Max Drawdown (1Y)

Largest decline over 1 year

-9.43%

-12.86%

+3.43%

Max Drawdown (3Y)

Largest decline over 3 years

-15.82%

-20.18%

+4.36%

Max Drawdown (5Y)

Largest decline over 5 years

-19.66%

-21.15%

+1.49%

Max Drawdown (10Y)

Largest decline over 10 years

-28.51%

-29.12%

+0.61%

Current Drawdown

Current decline from peak

-0.23%

-1.43%

+1.20%

Average Drawdown

Average peak-to-trough decline

-6.10%

-6.85%

+0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

4.26%

-1.41%

Volatility

JP40.DE vs. XDJP.DE - Volatility Comparison

The current volatility for Amundi JPX Nikkei 400 UCITS ETF EUR (JP40.DE) is 3.29%, while Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a volatility of 6.62%. This indicates that JP40.DE experiences smaller price fluctuations and is considered to be less risky than XDJP.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.DEXDJP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.29%

6.62%

-3.33%

Volatility (6M)

Calculated over the trailing 6-month period

14.70%

18.57%

-3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

18.10%

23.54%

-5.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.56%

18.59%

-2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.50%

17.76%

-1.26%

JP40.DE vs. XDJP.DE - Expense Ratio Comparison

JP40.DE has a 0.18% expense ratio, which is higher than XDJP.DE's 0.09% 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%.


Dividends

JP40.DE vs. XDJP.DE - Dividend Comparison

JP40.DE has not paid dividends to shareholders, while XDJP.DE's dividend yield for the trailing twelve months is around 1.03%.


PositionTTM20252024202320222021202020192018201720162015
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%
XDJP.DE
Xtrackers Nikkei 225 UCITS ETF 1D
1.03%1.36%1.38%1.59%2.60%1.16%1.14%1.11%1.28%0.75%0.89%0.16%

Frequently Asked Questions


JP40.DE and XDJP.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDJP.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDJP.DE is cheaper with a 0.09% expense ratio, compared with 0.18% for JP40.DE.

JP40.DE tracks JPX-Nikkei 400, while XDJP.DE tracks TOPIX TR JPY. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.18% for JP40.DE and 0.09% for XDJP.DE.

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