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LEER.DE vs. SJPA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEER.DE vs. SJPA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.DE) and iShares Core MSCI Japan IMI UCITS ETF (SJPA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LEER.DE is traded in EUR, while SJPA.L is traded in GBp. To make them comparable, the SJPA.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LEER.DE achieves a 19.93% return, which is significantly higher than SJPA.L's 16.71% return. Over the past 10 years, LEER.DE has outperformed SJPA.L with an annualized return of 11.69%, while SJPA.L has yielded a comparatively lower 9.34% annualized return.


LEER.DE

1D
3.17%
1M
5.04%
YTD
19.93%
6M
24.39%
1Y
46.18%
3Y*
31.60%
5Y*
17.19%
10Y*
11.69%

SJPA.L

1D
2.18%
1M
0.83%
YTD
16.71%
6M
16.62%
1Y
30.82%
3Y*
14.20%
5Y*
9.71%
10Y*
9.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LEER.DE vs. SJPA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LEER.DE
Amundi MSCI Eastern Europe Ex Russia UCITS ETF
19.93%53.95%4.13%41.71%-21.18%20.41%-18.42%1.30%-8.37%30.59%
SJPA.L
iShares Core MSCI Japan IMI UCITS ETF
16.71%12.02%13.59%15.15%-11.05%8.23%5.00%21.98%-10.27%10.17%

Correlation

The correlation between LEER.DE and SJPA.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2009

0.35

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Return for Risk

LEER.DE vs. SJPA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LEER.DE
LEER.DE Risk / Return Rank: 7777
Overall Rank
LEER.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
LEER.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
LEER.DE Omega Ratio Rank: 7070
Omega Ratio Rank
LEER.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
LEER.DE Martin Ratio Rank: 7575
Martin Ratio Rank

SJPA.L
SJPA.L Risk / Return Rank: 6565
Overall Rank
SJPA.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SJPA.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
SJPA.L Omega Ratio Rank: 6767
Omega Ratio Rank
SJPA.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
SJPA.L Martin Ratio Rank: 6363
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.

LEER.DE vs. SJPA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.DE) and iShares Core MSCI Japan IMI UCITS ETF (SJPA.L). 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.


LEER.DESJPA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.37

1.32

+0.05

Calmar ratioReturn relative to maximum drawdown

4.63

3.12

+1.51

Martin ratioReturn relative to average drawdown

12.70

10.45

+2.25

LEER.DE vs. SJPA.L - Sharpe Ratio Comparison

The current LEER.DE Sharpe Ratio is 2.16, which is comparable to the SJPA.L Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of LEER.DE and SJPA.L, 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

LEER.DE vs. SJPA.L - Drawdown Comparison

The maximum LEER.DE drawdown since its inception was -69.75%, which is greater than SJPA.L's maximum drawdown of -43.90%. Use the drawdown chart below to compare losses from any high point for LEER.DE and SJPA.L.


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Drawdown Indicators


LEER.DESJPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-69.75%

-43.90%

-25.85%

Max Drawdown (1Y)

Largest decline over 1 year

-9.92%

-9.83%

-0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-15.85%

-19.25%

+3.40%

Max Drawdown (5Y)

Largest decline over 5 years

-43.51%

-19.25%

-24.26%

Max Drawdown (10Y)

Largest decline over 10 years

-48.74%

-28.76%

-19.98%

Current Drawdown

Current decline from peak

0.00%

-0.73%

+0.73%

Average Drawdown

Average peak-to-trough decline

-30.47%

-14.38%

-16.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

2.94%

+0.69%

Volatility

LEER.DE vs. SJPA.L - Volatility Comparison

Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.DE) has a higher volatility of 6.57% compared to iShares Core MSCI Japan IMI UCITS ETF (SJPA.L) at 4.22%. This indicates that LEER.DE's price experiences larger fluctuations and is considered to be riskier than SJPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEER.DESJPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.57%

4.22%

+2.35%

Volatility (6M)

Calculated over the trailing 6-month period

17.34%

14.82%

+2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

21.36%

18.20%

+3.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.08%

21.35%

+1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.85%

18.97%

+2.88%

LEER.DE vs. SJPA.L - Expense Ratio Comparison

LEER.DE has a 0.50% expense ratio, which is higher than SJPA.L's 0.15% expense ratio.


Dividends

LEER.DE vs. SJPA.L - Dividend Comparison

Neither LEER.DE nor SJPA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LEER.DE and SJPA.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SJPA.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SJPA.L is cheaper with a 0.15% expense ratio, compared with 0.50% for LEER.DE.

LEER.DE is categorized as Emerging Markets Equities, while SJPA.L is Japan Equities. LEER.DE tracks MSCI Emerging Markets Eastern Europe ex Russia Index, while SJPA.L tracks TOPIX TR JPY. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.50% for LEER.DE and 0.15% for SJPA.L.

Portfolio Optimizer

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