LCUJ.DE vs. 36B4.DE
LCUJ.DE (Amundi MSCI Japan UCITS ETF Acc) and 36B4.DE (iShares MSCI Japan SRI UCITS ETF USD Dist) are both Japan Equities funds - LCUJ.DE tracks the MSCI Japan while 36B4.DE tracks the MSCI Japan SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, LCUJ.DE returned 10.05%/yr vs 4.99%/yr for 36B4.DE. Their correlation of 0.94 suggests significant overlap in exposure. LCUJ.DE charges 0.12%/yr vs 0.20%/yr for 36B4.DE.
Performance
LCUJ.DE vs. 36B4.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LCUJ.DE achieves a 17.59% return, which is significantly higher than 36B4.DE's 9.48% return.
LCUJ.DE
- 1D
- -1.06%
- 1M
- -0.75%
- 6M
- 9.54%
- YTD
- 17.59%
- 1Y
- 37.93%
- 3Y*
- 16.99%
- 5Y*
- 10.05%
- 10Y*
- —
36B4.DE
- 1D
- 0.00%
- 1M
- 4.83%
- 6M
- 4.66%
- YTD
- 9.48%
- 1Y
- 22.64%
- 3Y*
- 9.95%
- 5Y*
- 4.99%
- 10Y*
- —
LCUJ.DE vs. 36B4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LCUJ.DE Amundi MSCI Japan UCITS ETF Acc | 17.59% | 12.72% | 13.58% | 16.52% | -12.47% | 10.03% | 5.07% | 11.98% |
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 9.48% | 6.64% | 9.02% | 9.56% | -13.77% | 9.87% | 6.38% | 16.82% |
Correlation
The correlation between LCUJ.DE and 36B4.DE is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2019 | 0.94 |
The correlation between LCUJ.DE and 36B4.DE has been stable across timeframes, ranging from 0.85 to 0.94 - a consistent structural relationship.
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Return for Risk
LCUJ.DE vs. 36B4.DE — Risk / Return Rank
LCUJ.DE
36B4.DE
LCUJ.DE vs. 36B4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Japan UCITS ETF Acc (LCUJ.DE) and iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.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.
| LCUJ.DE | 36B4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.22 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.75 | 2.08 | +1.67 |
| Martin ratioReturn relative to average drawdown | 11.84 | 6.02 | +5.82 |
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Drawdowns
LCUJ.DE vs. 36B4.DE - Drawdown Comparison
The maximum LCUJ.DE drawdown since its inception was -99.38%, which is greater than 36B4.DE's maximum drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for LCUJ.DE and 36B4.DE.
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Drawdown Indicators
| LCUJ.DE | 36B4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.38% | -26.98% | -72.40% |
Max Drawdown (1Y)Largest decline over 1 year | -10.06% | -10.82% | +0.76% |
Max Drawdown (3Y)Largest decline over 3 years | -16.93% | -15.67% | -1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -19.11% | -21.57% | +2.46% |
Current DrawdownCurrent decline from peak | -98.51% | -1.25% | -97.26% |
Average DrawdownAverage peak-to-trough decline | -98.36% | -7.09% | -91.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 3.75% | -0.56% |
Volatility
LCUJ.DE vs. 36B4.DE - Volatility Comparison
Amundi MSCI Japan UCITS ETF Acc (LCUJ.DE) has a higher volatility of 6.63% compared to iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) at 5.04%. This indicates that LCUJ.DE's price experiences larger fluctuations and is considered to be riskier than 36B4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCUJ.DE | 36B4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 5.04% | +1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 16.17% | 14.21% | +1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.89% | 18.42% | +1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 16.34% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.26% | 17.26% | +21.00% |
LCUJ.DE vs. 36B4.DE - Expense Ratio Comparison
LCUJ.DE has a 0.12% expense ratio, which is lower than 36B4.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
LCUJ.DE vs. 36B4.DE - Dividend Comparison
LCUJ.DE has not paid dividends to shareholders, while 36B4.DE's dividend yield for the trailing twelve months is around 1.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 1.47% | 1.46% | 1.38% | 1.81% | 2.45% | 1.54% | 1.60% | 0.81% |
LCUJ.DE Amundi MSCI Japan UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LCUJ.DE and 36B4.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LCUJ.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LCUJ.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for 36B4.DE.
LCUJ.DE tracks MSCI Japan, while 36B4.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.12% for LCUJ.DE and 0.20% for 36B4.DE.
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