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LYP6.DE vs. CSJP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYP6.DE vs. CSJP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) and iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LYP6.DE is traded in EUR, while CSJP.L is traded in GBp. To make them comparable, the CSJP.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LYP6.DE achieves a 8.98% return, which is significantly lower than CSJP.L's 16.75% return. Over the past 10 years, LYP6.DE has outperformed CSJP.L with an annualized return of 10.02%, while CSJP.L has yielded a comparatively lower 9.31% annualized return.


LYP6.DE

1D
1.90%
1M
2.96%
YTD
8.98%
6M
11.60%
1Y
19.51%
3Y*
14.24%
5Y*
9.81%
10Y*
10.02%

CSJP.L

1D
2.27%
1M
2.31%
YTD
16.75%
6M
16.34%
1Y
31.95%
3Y*
14.04%
5Y*
9.77%
10Y*
9.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYP6.DE vs. CSJP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
8.98%20.82%8.25%15.97%-10.40%24.81%-1.72%28.59%-11.28%11.31%
CSJP.L
iShares MSCI Japan UCITS ETF USD (Acc)
16.75%11.35%14.27%16.09%-12.11%8.38%6.07%21.18%-9.64%8.55%

Correlation

The correlation between LYP6.DE and CSJP.L is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

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

0.54

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

0.53

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

0.57

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2013

0.57

The correlation between LYP6.DE and CSJP.L has been stable across timeframes, ranging from 0.53 to 0.58 - a consistent structural relationship.

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Return for Risk

LYP6.DE vs. CSJP.L — Risk / Return Rank

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

LYP6.DE
LYP6.DE Risk / Return Rank: 4747
Overall Rank
LYP6.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 4747
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 5050
Martin Ratio Rank

CSJP.L
CSJP.L Risk / Return Rank: 6464
Overall Rank
CSJP.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
CSJP.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
CSJP.L Omega Ratio Rank: 6363
Omega Ratio Rank
CSJP.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
CSJP.L Martin Ratio Rank: 6262
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.

LYP6.DE vs. CSJP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) and iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.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.


LYP6.DECSJP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.26

1.31

-0.04

Calmar ratioReturn relative to maximum drawdown

1.94

3.07

-1.13

Martin ratioReturn relative to average drawdown

7.50

9.89

-2.40

LYP6.DE vs. CSJP.L - Sharpe Ratio Comparison

The current LYP6.DE Sharpe Ratio is 1.41, which is comparable to the CSJP.L Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of LYP6.DE and CSJP.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

LYP6.DE vs. CSJP.L - Drawdown Comparison

The maximum LYP6.DE drawdown since its inception was -35.51%, roughly equal to the maximum CSJP.L drawdown of -34.19%. Use the drawdown chart below to compare losses from any high point for LYP6.DE and CSJP.L.


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Drawdown Indicators


LYP6.DECSJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

-34.19%

-1.32%

Max Drawdown (1Y)

Largest decline over 1 year

-9.45%

-10.12%

+0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-16.85%

+0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-20.71%

-19.35%

-1.36%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

-28.69%

-6.82%

Current Drawdown

Current decline from peak

-0.24%

-0.92%

+0.68%

Average Drawdown

Average peak-to-trough decline

-5.23%

-9.35%

+4.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

3.15%

-0.70%

Volatility

LYP6.DE vs. CSJP.L - Volatility Comparison

Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) and iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L) have volatilities of 4.31% and 4.36%, 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.


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Volatility by Period


LYP6.DECSJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

4.36%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.85%

15.36%

-4.51%

Volatility (1Y)

Calculated over the trailing 1-year period

13.06%

19.00%

-5.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.43%

16.85%

-2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

16.59%

-1.03%

LYP6.DE vs. CSJP.L - Expense Ratio Comparison

LYP6.DE has a 0.07% expense ratio, which is lower than CSJP.L's 0.48% expense ratio.


Dividends

LYP6.DE vs. CSJP.L - Dividend Comparison

Neither LYP6.DE nor CSJP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LYP6.DE and CSJP.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYP6.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYP6.DE is cheaper with a 0.07% expense ratio, compared with 0.48% for CSJP.L.

LYP6.DE is categorized as Europe Equities, while CSJP.L is Japan Equities. LYP6.DE tracks STOXX® Europe 600, while CSJP.L tracks TOPIX TR JPY. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.07% for LYP6.DE and 0.48% for CSJP.L.

Portfolio Optimizer

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