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LCUJ.DE vs. DBXJ.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LCUJ.DEDBXJ.DE
YTD Return11.75%11.76%
1Y Return16.55%16.68%
3Y Return (Ann)3.60%3.59%
5Y Return (Ann)5.51%5.48%
Sharpe Ratio0.960.97
Sortino Ratio1.321.34
Omega Ratio1.191.19
Calmar Ratio1.261.27
Martin Ratio4.414.54
Ulcer Index3.63%3.55%
Daily Std Dev16.65%16.56%
Max Drawdown-28.01%-51.22%
Current Drawdown-2.37%-2.26%

Correlation

-0.50.00.51.00.9

The correlation between LCUJ.DE and DBXJ.DE is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

LCUJ.DE vs. DBXJ.DE - Performance Comparison

The year-to-date returns for both investments are quite close, with LCUJ.DE having a 11.75% return and DBXJ.DE slightly higher at 11.76%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-0.45%
-0.46%
LCUJ.DE
DBXJ.DE

Compare stocks, funds, or ETFs

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


LCUJ.DE vs. DBXJ.DE - Expense Ratio Comparison

Both LCUJ.DE and DBXJ.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


LCUJ.DE
Amundi MSCI Japan UCITS ETF Acc
Expense ratio chart for LCUJ.DE: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for DBXJ.DE: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

LCUJ.DE vs. DBXJ.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Japan UCITS ETF Acc (LCUJ.DE) and Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.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.


LCUJ.DE
Sharpe ratio
The chart of Sharpe ratio for LCUJ.DE, currently valued at 0.68, compared to the broader market0.002.004.006.000.68
Sortino ratio
The chart of Sortino ratio for LCUJ.DE, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.0010.0012.001.01
Omega ratio
The chart of Omega ratio for LCUJ.DE, currently valued at 1.14, compared to the broader market1.001.502.002.503.001.14
Calmar ratio
The chart of Calmar ratio for LCUJ.DE, currently valued at 0.93, compared to the broader market0.005.0010.0015.000.93
Martin ratio
The chart of Martin ratio for LCUJ.DE, currently valued at 3.03, compared to the broader market0.0020.0040.0060.0080.00100.003.03
DBXJ.DE
Sharpe ratio
The chart of Sharpe ratio for DBXJ.DE, currently valued at 0.69, compared to the broader market0.002.004.006.000.69
Sortino ratio
The chart of Sortino ratio for DBXJ.DE, currently valued at 1.03, compared to the broader market-2.000.002.004.006.008.0010.0012.001.03
Omega ratio
The chart of Omega ratio for DBXJ.DE, currently valued at 1.14, compared to the broader market1.001.502.002.503.001.14
Calmar ratio
The chart of Calmar ratio for DBXJ.DE, currently valued at 0.94, compared to the broader market0.005.0010.0015.000.94
Martin ratio
The chart of Martin ratio for DBXJ.DE, currently valued at 3.08, compared to the broader market0.0020.0040.0060.0080.00100.003.08

LCUJ.DE vs. DBXJ.DE - Sharpe Ratio Comparison

The current LCUJ.DE Sharpe Ratio is 0.96, which is comparable to the DBXJ.DE Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of LCUJ.DE and DBXJ.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.200.400.600.801.001.201.401.60JuneJulyAugustSeptemberOctoberNovember
0.68
0.69
LCUJ.DE
DBXJ.DE

Dividends

LCUJ.DE vs. DBXJ.DE - Dividend Comparison

Neither LCUJ.DE nor DBXJ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LCUJ.DE vs. DBXJ.DE - Drawdown Comparison

The maximum LCUJ.DE drawdown since its inception was -28.01%, smaller than the maximum DBXJ.DE drawdown of -51.22%. Use the drawdown chart below to compare losses from any high point for LCUJ.DE and DBXJ.DE. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.85%
-6.90%
LCUJ.DE
DBXJ.DE

Volatility

LCUJ.DE vs. DBXJ.DE - Volatility Comparison

Amundi MSCI Japan UCITS ETF Acc (LCUJ.DE) and Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.DE) have volatilities of 4.48% and 4.55%, 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.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.48%
4.55%
LCUJ.DE
DBXJ.DE