JPNE.DE vs. IUS4.DE
JPNE.DE (Amundi MSCI Japan SRI Climate Paris Aligned UCITS ETF DR EUR Hedged (Dist)) and IUS4.DE (iShares MSCI Japan Small Cap UCITS ETF (Dist)) are both Japan Equities funds - JPNE.DE tracks the MSCI Japan SRI Filtered PAB Index (EUR Hedged) while IUS4.DE tracks the MSCI Japan Small Cap. Both are passively managed. Over the past 5 years, JPNE.DE returned 10.75%/yr vs 9.32%/yr for IUS4.DE. A 0.58 correlation means they provide meaningful diversification when combined. JPNE.DE charges 0.20%/yr vs 0.58%/yr for IUS4.DE.
Performance
JPNE.DE vs. IUS4.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JPNE.DE achieves a 10.86% return, which is significantly lower than IUS4.DE's 22.03% return.
JPNE.DE
- 1D
- 1.45%
- 1M
- 5.30%
- 6M
- 10.57%
- YTD
- 10.86%
- 1Y
- 29.49%
- 3Y*
- 13.43%
- 5Y*
- 10.75%
- 10Y*
- —
IUS4.DE
- 1D
- 1.33%
- 1M
- 5.89%
- 6M
- 22.20%
- YTD
- 22.03%
- 1Y
- 35.43%
- 3Y*
- 17.66%
- 5Y*
- 9.32%
- 10Y*
- 8.02%
JPNE.DE vs. IUS4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JPNE.DE Amundi MSCI Japan SRI Climate Paris Aligned UCITS ETF DR EUR Hedged (Dist) | 10.86% | 19.27% | 10.65% | 22.81% | -10.54% | 11.39% | 6.72% | 8.16% |
IUS4.DE iShares MSCI Japan Small Cap UCITS ETF (Dist) | 22.03% | 15.97% | 9.46% | 9.42% | -7.68% | 5.35% | -2.08% | 6.82% |
Correlation
The correlation between JPNE.DE and IUS4.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2019 | 0.58 |
The correlation between JPNE.DE and IUS4.DE has been stable across timeframes, ranging from 0.58 to 0.66 - a consistent structural relationship.
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Return for Risk
JPNE.DE vs. IUS4.DE — Risk / Return Rank
JPNE.DE
IUS4.DE
JPNE.DE vs. IUS4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Japan SRI Climate Paris Aligned UCITS ETF DR EUR Hedged (Dist) (JPNE.DE) and iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JPNE.DE | IUS4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.39 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 3.49 | -0.49 |
| Martin ratioReturn relative to average drawdown | 9.44 | 12.11 | -2.67 |
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Drawdowns
JPNE.DE vs. IUS4.DE - Drawdown Comparison
The maximum JPNE.DE drawdown since its inception was -18.29%, smaller than the maximum IUS4.DE drawdown of -51.61%. Use the drawdown chart below to compare losses from any high point for JPNE.DE and IUS4.DE.
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Drawdown Indicators
| JPNE.DE | IUS4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.29% | -51.61% | +33.32% |
Max Drawdown (1Y)Largest decline over 1 year | -9.80% | -10.11% | +0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -17.75% | -12.92% | -4.83% |
Max Drawdown (5Y)Largest decline over 5 years | -18.06% | -21.46% | +3.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.62% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -15.04% | +9.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.92% | +0.20% |
Volatility
JPNE.DE vs. IUS4.DE - Volatility Comparison
Amundi MSCI Japan SRI Climate Paris Aligned UCITS ETF DR EUR Hedged (Dist) (JPNE.DE) has a higher volatility of 4.98% compared to iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE) at 4.14%. This indicates that JPNE.DE's price experiences larger fluctuations and is considered to be riskier than IUS4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPNE.DE | IUS4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 4.14% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 14.01% | 13.78% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.38% | 16.26% | +2.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.49% | 14.98% | +2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 15.92% | +1.42% |
JPNE.DE vs. IUS4.DE - Expense Ratio Comparison
JPNE.DE has a 0.20% expense ratio, which is lower than IUS4.DE's 0.58% expense ratio.
Dividends
JPNE.DE vs. IUS4.DE - Dividend Comparison
JPNE.DE's dividend yield for the trailing twelve months is around 1.24%, less than IUS4.DE's 1.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUS4.DE iShares MSCI Japan Small Cap UCITS ETF (Dist) | 1.58% | 1.88% | 1.70% | 1.77% | 2.10% | 1.47% | 1.60% | 1.45% | 1.41% | 1.31% | 1.15% | 0.70% |
JPNE.DE Amundi MSCI Japan SRI Climate Paris Aligned UCITS ETF DR EUR Hedged (Dist) | 1.24% | 1.37% | 1.37% | 1.34% | 1.62% | 1.92% | 1.88% | 0.93% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JPNE.DE and IUS4.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPNE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPNE.DE is cheaper with a 0.20% expense ratio, compared with 0.58% for IUS4.DE.
JPNE.DE tracks MSCI Japan SRI Filtered PAB Index (EUR Hedged), while IUS4.DE tracks MSCI Japan Small Cap. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.20% for JPNE.DE and 0.58% for IUS4.DE.
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