LYY4.DE vs. 36B4.DE
LYY4.DE (Amundi Japan TOPIX II UCITS ETF EUR Dist) and 36B4.DE (iShares MSCI Japan SRI UCITS ETF USD Dist) are both Japan Equities funds - LYY4.DE tracks the TOPIX® while 36B4.DE tracks the MSCI Japan SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, LYY4.DE returned 9.48%/yr vs 4.17%/yr for 36B4.DE. Their correlation of 0.94 suggests significant overlap in exposure. LYY4.DE charges 0.45%/yr vs 0.20%/yr for 36B4.DE.
Performance
LYY4.DE vs. 36B4.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYY4.DE achieves a 15.21% return, which is significantly higher than 36B4.DE's 3.58% return.
LYY4.DE
- 1D
- -0.17%
- 1M
- 3.08%
- YTD
- 15.21%
- 6M
- 15.56%
- 1Y
- 29.25%
- 3Y*
- 14.84%
- 5Y*
- 9.48%
- 10Y*
- 8.60%
36B4.DE
- 1D
- -0.33%
- 1M
- 4.36%
- YTD
- 3.58%
- 6M
- 3.67%
- 1Y
- 10.86%
- 3Y*
- 5.94%
- 5Y*
- 4.17%
- 10Y*
- —
LYY4.DE vs. 36B4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LYY4.DE Amundi Japan TOPIX II UCITS ETF EUR Dist | 15.21% | 13.10% | 12.42% | 14.70% | -10.26% | 8.20% | 3.15% | 11.33% |
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 3.58% | 6.51% | 9.11% | 9.64% | -13.87% | 9.91% | 6.29% | 17.07% |
Correlation
The correlation between LYY4.DE and 36B4.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.94 |
The correlation between LYY4.DE and 36B4.DE has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.
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Return for Risk
LYY4.DE vs. 36B4.DE — Risk / Return Rank
LYY4.DE
36B4.DE
LYY4.DE vs. 36B4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Japan TOPIX II UCITS ETF EUR Dist (LYY4.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.
| LYY4.DE | 36B4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.05 | ||
| Sortino ratioReturn per unit of downside risk | +1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.11 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | 0.90 | +2.04 |
| Martin ratioReturn relative to average drawdown | 9.67 | 2.55 | +7.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LYY4.DE | 36B4.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 0.54 | +1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.25 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.36 | -0.11 |
Drawdowns
LYY4.DE vs. 36B4.DE - Drawdown Comparison
The maximum LYY4.DE drawdown since its inception was -54.07%, which is greater than 36B4.DE's maximum drawdown of -26.99%. Use the drawdown chart below to compare losses from any high point for LYY4.DE and 36B4.DE.
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Drawdown Indicators
| LYY4.DE | 36B4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.07% | -26.99% | -27.08% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | -10.89% | +1.28% |
Max Drawdown (3Y)Largest decline over 3 years | -15.82% | -15.74% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -19.34% | -21.45% | +2.11% |
Max Drawdown (10Y)Largest decline over 10 years | -28.62% | — | — |
Current DrawdownCurrent decline from peak | -0.17% | -1.83% | +1.66% |
Average DrawdownAverage peak-to-trough decline | -14.30% | -7.17% | -7.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 3.88% | -0.95% |
Volatility
LYY4.DE vs. 36B4.DE - Volatility Comparison
The current volatility for Amundi Japan TOPIX II UCITS ETF EUR Dist (LYY4.DE) is 3.04%, while iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) has a volatility of 3.69%. This indicates that LYY4.DE experiences smaller price fluctuations and is considered to be less risky 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
| LYY4.DE | 36B4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 3.69% | -0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 14.29% | 14.00% | +0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.82% | 18.16% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 16.26% | -0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 17.24% | -0.91% |
LYY4.DE vs. 36B4.DE - Expense Ratio Comparison
LYY4.DE has a 0.45% expense ratio, which is higher than 36B4.DE's 0.20% expense ratio.
Dividends
LYY4.DE vs. 36B4.DE - Dividend Comparison
LYY4.DE's dividend yield for the trailing twelve months is around 0.62%, less than 36B4.DE's 1.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 1.41% | 1.46% | 1.38% | 1.81% | 2.44% | 1.54% | 1.61% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% |
LYY4.DE Amundi Japan TOPIX II UCITS ETF EUR Dist | 0.62% | 0.71% | 0.74% | 1.24% | 1.88% | 1.34% | 1.14% | 1.94% | 1.86% | 1.44% | 1.98% | 1.80% |
Frequently Asked Questions
LYY4.DE and 36B4.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 36B4.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
36B4.DE is cheaper with a 0.20% expense ratio, compared with 0.45% for LYY4.DE.
LYY4.DE tracks TOPIX®, while 36B4.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.45% for LYY4.DE and 0.20% for 36B4.DE.
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