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JPNH.DE vs. XMK9.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPNH.DE vs. XMK9.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 Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged (XMK9.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 stocks are quite close, with JPNH.DE having a 16.56% return and XMK9.DE slightly lower at 16.18%. Both investments have delivered pretty close results over the past 10 years, with JPNH.DE having a 13.42% annualized return and XMK9.DE not far ahead at 13.76%.


JPNH.DE

1D
-2.24%
1M
-2.67%
6M
9.41%
YTD
16.56%
1Y
42.09%
3Y*
24.65%
5Y*
18.61%
10Y*
13.42%

XMK9.DE

1D
-2.85%
1M
-4.71%
6M
8.87%
YTD
16.18%
1Y
43.02%
3Y*
24.54%
5Y*
18.78%
10Y*
13.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPNH.DE vs. XMK9.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPNH.DE
Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist)
16.56%27.75%21.23%32.08%-4.87%10.85%5.84%15.91%-17.82%20.38%
XMK9.DE
Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged
16.18%27.06%22.48%33.32%-6.06%11.96%7.38%17.43%-16.83%18.73%

Correlation

The correlation between JPNH.DE and XMK9.DE is 0.96 - 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

0.96

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 XMK9.DE has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.

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Return for Risk

JPNH.DE vs. XMK9.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: 8787
Overall Rank
JPNH.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
JPNH.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
JPNH.DE Omega Ratio Rank: 8585
Omega Ratio Rank
JPNH.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
JPNH.DE Martin Ratio Rank: 8989
Martin Ratio Rank

XMK9.DE
XMK9.DE Risk / Return Rank: 8686
Overall Rank
XMK9.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XMK9.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
XMK9.DE Omega Ratio Rank: 8282
Omega Ratio Rank
XMK9.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
XMK9.DE Martin Ratio Rank: 8888
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. XMK9.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 Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged (XMK9.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.DEXMK9.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.39

1.37

+0.02

Calmar ratioReturn relative to maximum drawdown

4.16

4.40

-0.25

Martin ratioReturn relative to average drawdown

14.64

14.16

+0.48

JPNH.DE vs. XMK9.DE - Sharpe Ratio Comparison

The current JPNH.DE Sharpe Ratio is 2.15, which is comparable to the XMK9.DE Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of JPNH.DE and XMK9.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. XMK9.DE - Drawdown Comparison

The maximum JPNH.DE drawdown since its inception was -36.52%, which is greater than XMK9.DE's maximum drawdown of -34.30%. Use the drawdown chart below to compare losses from any high point for JPNH.DE and XMK9.DE.


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Drawdown Indicators


JPNH.DEXMK9.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.52%

-34.30%

-2.22%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

-9.73%

-0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-20.72%

-21.74%

+1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-20.72%

-21.74%

+1.02%

Max Drawdown (10Y)

Largest decline over 10 years

-36.52%

-34.30%

-2.22%

Current Drawdown

Current decline from peak

-4.32%

-6.84%

+2.52%

Average Drawdown

Average peak-to-trough decline

-7.95%

-7.62%

-0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

3.03%

-0.16%

Volatility

JPNH.DE vs. XMK9.DE - Volatility Comparison

The current volatility for Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist) (JPNH.DE) is 5.93%, while Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged (XMK9.DE) has a volatility of 7.62%. This indicates that JPNH.DE experiences smaller price fluctuations and is considered to be less risky than XMK9.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.DEXMK9.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.93%

7.62%

-1.69%

Volatility (6M)

Calculated over the trailing 6-month period

15.63%

16.74%

-1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

19.58%

20.86%

-1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.07%

18.94%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

18.53%

-0.35%

JPNH.DE vs. XMK9.DE - Expense Ratio Comparison

JPNH.DE has a 0.45% expense ratio, which is higher than XMK9.DE's 0.40% expense ratio.


Dividends

JPNH.DE vs. XMK9.DE - Dividend Comparison

JPNH.DE's dividend yield for the trailing twelve months is around 0.76%, while XMK9.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
JPNH.DE
Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist)
0.76%0.89%1.52%1.29%1.66%1.33%1.09%1.93%1.89%1.36%1.96%1.84%
XMK9.DE
Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, JPNH.DE and XMK9.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, XMK9.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XMK9.DE is cheaper with a 0.40% expense ratio, compared with 0.45% for JPNH.DE.

JPNH.DE tracks TOPIX Index (EUR Hedged), while XMK9.DE tracks MSCI Japan. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.45% for JPNH.DE and 0.40% for XMK9.DE.

Portfolio Optimizer

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