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JPNH.DE vs. LYY4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPNH.DE vs. LYY4.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 Japan TOPIX II UCITS ETF EUR Dist (LYY4.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, JPNH.DE achieves a 20.19% return, which is significantly higher than LYY4.DE's 18.72% return. Over the past 10 years, JPNH.DE has outperformed LYY4.DE with an annualized return of 14.52%, while LYY4.DE has yielded a comparatively lower 8.88% 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%

LYY4.DE

1D
0.66%
1M
2.87%
6M
18.88%
YTD
18.72%
1Y
33.74%
3Y*
16.48%
5Y*
10.02%
10Y*
8.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPNH.DE vs. LYY4.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%
LYY4.DE
Amundi Japan TOPIX II UCITS ETF EUR Dist
18.72%13.10%12.42%15.45%-11.19%8.61%3.15%20.96%-11.07%10.82%

Correlation

The correlation between JPNH.DE and LYY4.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

0.82

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 LYY4.DE shifts across timeframes, from 0.82 (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. LYY4.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

LYY4.DE
LYY4.DE Risk / Return Rank: 7575
Overall Rank
LYY4.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
LYY4.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
LYY4.DE Omega Ratio Rank: 7474
Omega Ratio Rank
LYY4.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
LYY4.DE Martin Ratio Rank: 7676
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. LYY4.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 Japan TOPIX II UCITS ETF EUR Dist (LYY4.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.DELYY4.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.68

Omega ratioGain probability vs. loss probability

1.45

1.35

+0.09

Calmar ratioReturn relative to maximum drawdown

4.58

3.49

+1.09

Martin ratioReturn relative to average drawdown

16.33

11.65

+4.68

JPNH.DE vs. LYY4.DE - Sharpe Ratio Comparison

The current JPNH.DE Sharpe Ratio is 2.41, which is higher than the LYY4.DE Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of JPNH.DE and LYY4.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. LYY4.DE - Drawdown Comparison

The maximum JPNH.DE drawdown since its inception was -36.52%, smaller than the maximum LYY4.DE drawdown of -54.07%. Use the drawdown chart below to compare losses from any high point for JPNH.DE and LYY4.DE.


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Drawdown Indicators


JPNH.DELYY4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.52%

-54.07%

+17.55%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

-9.61%

-0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-20.72%

-15.82%

-4.90%

Max Drawdown (5Y)

Largest decline over 5 years

-20.72%

-19.34%

-1.38%

Max Drawdown (10Y)

Largest decline over 10 years

-36.52%

-28.62%

-7.90%

Current Drawdown

Current decline from peak

-1.24%

-1.33%

+0.09%

Average Drawdown

Average peak-to-trough decline

-7.97%

-14.30%

+6.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.88%

-0.04%

Volatility

JPNH.DE vs. LYY4.DE - Volatility Comparison

Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist) (JPNH.DE) and Amundi Japan TOPIX II UCITS ETF EUR Dist (LYY4.DE) have volatilities of 5.58% and 5.32%, 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.DELYY4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

5.32%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

15.21%

14.77%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

19.17%

18.13%

+1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.06%

16.22%

+1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

16.23%

+2.00%

JPNH.DE vs. LYY4.DE - Expense Ratio Comparison

Both JPNH.DE and LYY4.DE have an expense ratio of 0.45%.


Dividends

JPNH.DE vs. LYY4.DE - Dividend Comparison

JPNH.DE's dividend yield for the trailing twelve months is around 0.74%, more than LYY4.DE's 0.60% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
LYY4.DE
Amundi Japan TOPIX II UCITS ETF EUR Dist
0.60%0.71%0.74%1.24%1.89%1.34%1.14%1.94%1.86%1.44%1.98%1.80%

Frequently Asked Questions


With a correlation of 0.92, JPNH.DE and LYY4.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.

Both ETFs have the same 0.45% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

JPNH.DE and LYY4.DE have the same expense ratio: 0.45% per year.

JPNH.DE tracks TOPIX Index (EUR Hedged), while LYY4.DE tracks TOPIX®.

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