PortfoliosLab logoPortfoliosLab logo
JPNH.DE vs. JNHD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPNH.DE vs. JNHD.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 Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) (JNHD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JPNH.DE achieves a 20.19% return, which is significantly lower than JNHD.DE's 21.67% 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%

JNHD.DE

1D
1.32%
1M
1.97%
6M
21.32%
YTD
21.67%
1Y
48.96%
3Y*
26.37%
5Y*
19.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
JPNH.DE
Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist)
20.19%27.75%21.23%32.08%-4.87%10.85%10.24%
JNHD.DE
Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist)
21.67%27.52%23.21%32.66%-7.11%11.87%12.61%

Correlation

The correlation between JPNH.DE and JNHD.DE is 0.97 - 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

0.97

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

0.98

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

0.99

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2020

0.99

The correlation between JPNH.DE and JNHD.DE has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

JPNH.DE vs. JNHD.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

JNHD.DE
JNHD.DE Risk / Return Rank: 9090
Overall Rank
JNHD.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
JNHD.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
JNHD.DE Omega Ratio Rank: 8888
Omega Ratio Rank
JNHD.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
JNHD.DE Martin Ratio Rank: 9191
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. JNHD.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 Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) (JNHD.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.DEJNHD.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

1.45

1.44

0.00

Calmar ratioReturn relative to maximum drawdown

4.58

5.06

-0.48

Martin ratioReturn relative to average drawdown

16.33

17.06

-0.74

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

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


Loading charts...

Drawdowns

JPNH.DE vs. JNHD.DE - Drawdown Comparison

The maximum JPNH.DE drawdown since its inception was -36.52%, which is greater than JNHD.DE's maximum drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for JPNH.DE and JNHD.DE.


Loading charts...

Drawdown Indicators


JPNH.DEJNHD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.52%

-21.83%

-14.69%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

-9.62%

-0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-20.72%

-21.83%

+1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-20.72%

-21.83%

+1.11%

Max Drawdown (10Y)

Largest decline over 10 years

-36.52%

Current Drawdown

Current decline from peak

-1.24%

-2.61%

+1.37%

Average Drawdown

Average peak-to-trough decline

-7.97%

-4.17%

-3.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.86%

-0.02%

Volatility

JPNH.DE vs. JNHD.DE - Volatility Comparison

The current volatility for Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist) (JPNH.DE) is 5.58%, while Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) (JNHD.DE) has a volatility of 6.69%. This indicates that JPNH.DE experiences smaller price fluctuations and is considered to be less risky than JNHD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


JPNH.DEJNHD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

6.69%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

15.21%

15.94%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

19.17%

20.45%

-1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.06%

18.83%

-0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

18.36%

-0.13%

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

JPNH.DE has a 0.45% expense ratio, which is higher than JNHD.DE's 0.20% expense ratio.


Dividends

JPNH.DE vs. JNHD.DE - Dividend Comparison

JPNH.DE's dividend yield for the trailing twelve months is around 0.74%, less than JNHD.DE's 1.49% yield.


PositionTTM20252024202320222021202020192018201720162015
JNHD.DE
Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist)
1.49%1.82%1.85%1.72%2.52%1.83%0.78%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 0.97, JPNH.DE and JNHD.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, JNHD.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JNHD.DE is cheaper with a 0.20% expense ratio, compared with 0.45% for JPNH.DE.

JPNH.DE tracks TOPIX Index (EUR Hedged), while JNHD.DE tracks MSCI Japan Index (EUR Hedged). Their fees differ too: 0.45% for JPNH.DE and 0.20% for JNHD.DE.

Portfolio Optimizer

Find the right allocation for JPNH.DE and JNHD.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer