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JPNH.DE vs. EUNN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPNH.DE vs. EUNN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist) (JPNH.DE) and iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with JPNH.DE having a 20.19% return and EUNN.DE slightly higher at 20.50%. Over the past 10 years, JPNH.DE has outperformed EUNN.DE with an annualized return of 14.52%, while EUNN.DE has yielded a comparatively lower 9.36% annualized return.


JPNH.DE

1D
0.95%
1M
2.38%
6M
19.98%
YTD
20.19%
1Y
46.43%
3Y*
25.43%
5Y*
19.09%
10Y*
14.52%

EUNN.DE

1D
0.83%
1M
3.12%
6M
20.63%
YTD
20.50%
1Y
36.00%
3Y*
17.30%
5Y*
10.41%
10Y*
9.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPNH.DE vs. EUNN.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPNH.DE
Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist)
20.19%27.75%21.23%32.08%-4.87%10.85%5.84%15.91%-17.82%20.38%
EUNN.DE
iShares Core MSCI Japan IMI UCITS ETF
20.50%13.46%12.91%15.16%-11.48%9.24%4.12%22.22%-10.32%10.42%

Correlation

The correlation between JPNH.DE and EUNN.DE is 0.92, 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

0.92

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

0.86

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

0.81

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

0.83

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2013

0.85

The correlation between JPNH.DE and EUNN.DE shifts across timeframes, from 0.81 (5 years) to 0.92 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

JPNH.DE vs. EUNN.DE — Risk / Return Rank

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

JPNH.DE
JPNH.DE Risk / Return Rank: 8989
Overall Rank
JPNH.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
JPNH.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
JPNH.DE Omega Ratio Rank: 8888
Omega Ratio Rank
JPNH.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
JPNH.DE Martin Ratio Rank: 9090
Martin Ratio Rank

EUNN.DE
EUNN.DE Risk / Return Rank: 7878
Overall Rank
EUNN.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
EUNN.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
EUNN.DE Omega Ratio Rank: 7575
Omega Ratio Rank
EUNN.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
EUNN.DE Martin Ratio Rank: 8080
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.

JPNH.DE vs. EUNN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist) (JPNH.DE) and iShares Core MSCI Japan IMI UCITS ETF (EUNN.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.


JPNH.DEEUNN.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.58

Omega ratioGain probability vs. loss probability

1.45

1.37

+0.08

Calmar ratioReturn relative to maximum drawdown

4.58

3.74

+0.85

Martin ratioReturn relative to average drawdown

16.33

12.62

+3.71

JPNH.DE vs. EUNN.DE - Sharpe Ratio Comparison

The current JPNH.DE Sharpe Ratio is 2.41, which is comparable to the EUNN.DE Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of JPNH.DE and EUNN.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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Drawdowns

JPNH.DE vs. EUNN.DE - Drawdown Comparison

The maximum JPNH.DE drawdown since its inception was -36.52%, which is greater than EUNN.DE's maximum drawdown of -28.56%. Use the drawdown chart below to compare losses from any high point for JPNH.DE and EUNN.DE.


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Drawdown Indicators


JPNH.DEEUNN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.52%

-28.56%

-7.96%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

-9.58%

-0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-20.72%

-15.81%

-4.91%

Max Drawdown (5Y)

Largest decline over 5 years

-20.72%

-19.41%

-1.31%

Max Drawdown (10Y)

Largest decline over 10 years

-36.52%

-28.56%

-7.96%

Current Drawdown

Current decline from peak

-1.24%

-1.84%

+0.60%

Average Drawdown

Average peak-to-trough decline

-7.97%

-6.84%

-1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.84%

0.00%

Volatility

JPNH.DE vs. EUNN.DE - Volatility Comparison

Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist) (JPNH.DE) and iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) have volatilities of 5.58% and 5.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPNH.DEEUNN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

5.84%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

15.21%

15.27%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

19.17%

18.55%

+0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.06%

16.20%

+1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

16.10%

+2.13%

JPNH.DE vs. EUNN.DE - Expense Ratio Comparison

JPNH.DE has a 0.45% expense ratio, which is higher than EUNN.DE's 0.12% expense ratio.


Dividends

JPNH.DE vs. EUNN.DE - Dividend Comparison

JPNH.DE's dividend yield for the trailing twelve months is around 0.74%, while EUNN.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EUNN.DE
iShares Core MSCI Japan IMI UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JPNH.DE
Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist)
0.74%0.89%1.52%1.29%1.66%1.33%1.09%1.93%1.89%1.36%1.96%1.84%

Frequently Asked Questions


With a correlation of 0.92, JPNH.DE and EUNN.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, EUNN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNN.DE is cheaper with a 0.12% expense ratio, compared with 0.45% for JPNH.DE.

JPNH.DE tracks TOPIX Index (EUR Hedged), while EUNN.DE tracks MSCI Japan IMI. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.45% for JPNH.DE and 0.12% for EUNN.DE.

Portfolio Optimizer

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