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

Performance

JPNH.DE vs. IBCG.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 MSCI Japan EUR Hedged UCITS ETF (Acc) (IBCG.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 19.83% return and IBCG.DE slightly higher at 20.30%. Both investments have delivered pretty close results over the past 10 years, with JPNH.DE having a 13.72% annualized return and IBCG.DE not far ahead at 14.08%.


JPNH.DE

1D
-0.93%
1M
1.78%
6M
12.92%
YTD
19.83%
1Y
47.19%
3Y*
26.36%
5Y*
19.27%
10Y*
13.72%

IBCG.DE

1D
-1.21%
1M
0.60%
6M
13.03%
YTD
20.30%
1Y
49.05%
3Y*
26.62%
5Y*
19.66%
10Y*
14.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
JPNH.DE
Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist)
19.83%27.75%21.23%32.08%-4.87%10.85%5.84%15.91%-17.82%20.38%
IBCG.DE
iShares MSCI Japan EUR Hedged UCITS ETF (Acc)
20.30%26.94%22.76%32.85%-5.89%12.06%7.58%16.67%-16.91%18.65%

Correlation

The correlation between JPNH.DE and IBCG.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.98

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

0.99

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

0.99

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

0.99

The correlation between JPNH.DE and IBCG.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

JPNH.DE vs. IBCG.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: 9090
Overall Rank
JPNH.DE Sharpe Ratio Rank: 9090
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: 9292
Calmar Ratio Rank
JPNH.DE Martin Ratio Rank: 9090
Martin Ratio Rank

IBCG.DE
IBCG.DE Risk / Return Rank: 9090
Overall Rank
IBCG.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IBCG.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
IBCG.DE Omega Ratio Rank: 8888
Omega Ratio Rank
IBCG.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
IBCG.DE Martin Ratio Rank: 9090
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. IBCG.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 MSCI Japan EUR Hedged UCITS ETF (Acc) (IBCG.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.DEIBCG.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.43

1.43

0.00

Calmar ratioReturn relative to maximum drawdown

4.66

4.91

-0.25

Martin ratioReturn relative to average drawdown

16.50

16.44

+0.06

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

The current JPNH.DE Sharpe Ratio is 2.41, which is comparable to the IBCG.DE Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of JPNH.DE and IBCG.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. IBCG.DE - Drawdown Comparison

The maximum JPNH.DE drawdown since its inception was -36.52%, roughly equal to the maximum IBCG.DE drawdown of -34.79%. Use the drawdown chart below to compare losses from any high point for JPNH.DE and IBCG.DE.


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Drawdown Indicators


JPNH.DEIBCG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.52%

-34.79%

-1.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

-9.94%

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-20.72%

-21.63%

+0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-20.72%

-21.63%

+0.91%

Max Drawdown (10Y)

Largest decline over 10 years

-36.52%

-34.79%

-1.73%

Current Drawdown

Current decline from peak

-1.64%

-3.52%

+1.88%

Average Drawdown

Average peak-to-trough decline

-7.95%

-8.31%

+0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

2.97%

-0.12%

Volatility

JPNH.DE vs. IBCG.DE - Volatility Comparison

The current volatility for Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist) (JPNH.DE) is 5.65%, while iShares MSCI Japan EUR Hedged UCITS ETF (Acc) (IBCG.DE) has a volatility of 6.82%. This indicates that JPNH.DE experiences smaller price fluctuations and is considered to be less risky than IBCG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPNH.DEIBCG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

6.82%

-1.17%

Volatility (6M)

Calculated over the trailing 6-month period

15.45%

16.24%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

19.48%

20.47%

-0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.05%

18.64%

-0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

18.39%

-0.22%

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

JPNH.DE has a 0.45% expense ratio, which is lower than IBCG.DE's 0.64% expense ratio.


Dividends

JPNH.DE vs. IBCG.DE - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
IBCG.DE
iShares MSCI Japan EUR Hedged UCITS ETF (Acc)
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 0.99, JPNH.DE and IBCG.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, JPNH.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPNH.DE is cheaper with a 0.45% expense ratio, compared with 0.64% for IBCG.DE.

JPNH.DE tracks TOPIX Index (EUR Hedged), while IBCG.DE tracks MSCI Japan Index (EUR Hedged). They also come from different issuers: Amundi and iShares. Their fees differ too: 0.45% for JPNH.DE and 0.64% for IBCG.DE.

Portfolio Optimizer

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