JPY vs. IDEQ
JPY (Lazard Japanese Equity ETF) and IDEQ (Lazard International Dynamic Equity ETF) are both exchange-traded funds - JPY is a Japan Equities fund actively managed by Lazard, while IDEQ is a Foreign Large Cap Equities fund actively managed by Lazard. Both are actively managed. Their 0.71 correlation means they have sometimes moved together and sometimes differently. JPY charges 0.60%/yr vs 0.40%/yr for IDEQ.
Performance
JPY vs. IDEQ - Performance Comparison
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Returns By Period
In the year-to-date period, JPY achieves a 17.35% return, which is significantly higher than IDEQ's 14.92% return.
JPY
- 1D
- -0.99%
- 1M
- 0.13%
- 6M
- 11.59%
- YTD
- 17.35%
- 1Y
- 32.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 45.86%
IDEQ
- 1D
- -0.43%
- 1M
- -0.46%
- 6M
- 6.56%
- YTD
- 14.92%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.07M | $9.61M | $11.09M | |
| $117.81K | $120.64K | $196.88K |
JPY vs. IDEQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JPY Lazard Japanese Equity ETF | 17.35% | 4.97% |
IDEQ Lazard International Dynamic Equity ETF | 14.92% | 12.10% |
Correlation
The correlation between JPY and IDEQ is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 29, 2025 | 0.71 |
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Return for Risk
JPY vs. IDEQ — Risk / Return Rank
JPY
IDEQ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
JPY vs. IDEQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Japanese Equity ETF (JPY) and Lazard International Dynamic Equity ETF (IDEQ). 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.
| JPY | IDEQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.30 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | — | — |
| Martin ratioReturn relative to average drawdown | 7.53 | — | — |
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Drawdowns
JPY vs. IDEQ - Drawdown Comparison
The maximum JPY drawdown since its inception was -15.13%, which is greater than IDEQ's maximum drawdown of -12.95%. Use the drawdown chart below to compare losses from any high point for JPY and IDEQ.
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Drawdown Indicators
| JPY | IDEQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.13% | -12.95% | -2.18% |
Max Drawdown (1Y)Largest decline over 1 year | -15.13% | — | — |
Current DrawdownCurrent decline from peak | -1.98% | -3.65% | +1.67% |
Average DrawdownAverage peak-to-trough decline | -2.52% | -2.28% | -0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.46% | — | — |
Volatility
JPY vs. IDEQ - Volatility Comparison
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Volatility by Period
| JPY | IDEQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.16% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 16.09% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.03% | 19.58% | +0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.02% | 19.58% | +1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.02% | 19.58% | +1.44% |
JPY vs. IDEQ - Expense Ratio Comparison
JPY has a 0.60% expense ratio, which is higher than IDEQ's 0.40% expense ratio.
Dividends
JPY vs. IDEQ - Dividend Comparison
JPY's dividend yield for the trailing twelve months is around 1.18%, less than IDEQ's 1.35% yield.
| Position | TTM | 2025 |
|---|---|---|
IDEQ Lazard International Dynamic Equity ETF | 1.35% | 0.60% |
JPY Lazard Japanese Equity ETF | 1.18% | 2.38% |
Frequently Asked Questions
JPY and IDEQ have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDEQ is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDEQ is cheaper with a 0.40% expense ratio, compared with 0.60% for JPY.
IDEQ has the higher dividend yield at 1.35%, compared with 1.18% for JPY.
JPY is categorized as Japan Equities, while IDEQ is Foreign Large Cap Equities. Their fees differ too: 0.60% for JPY and 0.40% for IDEQ.
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