LYY4.DE vs. AUM5.DE
LYY4.DE (Amundi Japan TOPIX II UCITS ETF EUR Dist) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - LYY4.DE is a Japan Equities fund tracking the TOPIX®, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, LYY4.DE returned 8.60%/yr vs 15.11%/yr for AUM5.DE. A 0.62 correlation means they provide meaningful diversification when combined. LYY4.DE charges 0.45%/yr vs 0.15%/yr for AUM5.DE.
Performance
LYY4.DE vs. AUM5.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 AUM5.DE's 11.38% return. Over the past 10 years, LYY4.DE has underperformed AUM5.DE with an annualized return of 8.60%, while AUM5.DE has yielded a comparatively higher 15.11% annualized 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%
AUM5.DE
- 1D
- -0.16%
- 1M
- 4.40%
- YTD
- 11.38%
- 6M
- 10.89%
- 1Y
- 25.63%
- 3Y*
- 18.95%
- 5Y*
- 14.88%
- 10Y*
- 15.11%
LYY4.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYY4.DE Amundi Japan TOPIX II UCITS ETF EUR Dist | 15.21% | 13.10% | 12.42% | 14.70% | -10.26% | 8.20% | 3.15% | 20.97% | -11.07% | 10.82% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 11.38% | 4.80% | 32.39% | 22.64% | -14.14% | 40.96% | 7.10% | 34.94% | -1.01% | 6.82% |
Correlation
The correlation between LYY4.DE and AUM5.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.62 |
The correlation between LYY4.DE and AUM5.DE shifts across timeframes, from 0.50 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LYY4.DE vs. AUM5.DE — Risk / Return Rank
LYY4.DE
AUM5.DE
LYY4.DE vs. AUM5.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 Amundi S&P 500 UCITS ETF EUR (AUM5.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 | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.41 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | 3.57 | -0.63 |
| Martin ratioReturn relative to average drawdown | 9.67 | 12.74 | -3.08 |
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 | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 2.20 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.97 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.93 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.96 | -0.71 |
Drawdowns
LYY4.DE vs. AUM5.DE - Drawdown Comparison
The maximum LYY4.DE drawdown since its inception was -54.07%, which is greater than AUM5.DE's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for LYY4.DE and AUM5.DE.
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Drawdown Indicators
| LYY4.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.07% | -33.66% | -20.41% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | -7.15% | -2.46% |
Max Drawdown (3Y)Largest decline over 3 years | -15.82% | -23.30% | +7.48% |
Max Drawdown (5Y)Largest decline over 5 years | -19.34% | -23.30% | +3.96% |
Max Drawdown (10Y)Largest decline over 10 years | -28.62% | -33.66% | +5.04% |
Current DrawdownCurrent decline from peak | -0.17% | -0.46% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -14.30% | -4.00% | -10.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.01% | +0.92% |
Volatility
LYY4.DE vs. AUM5.DE - Volatility Comparison
Amundi Japan TOPIX II UCITS ETF EUR Dist (LYY4.DE) has a higher volatility of 3.04% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that LYY4.DE's price experiences larger fluctuations and is considered to be riskier than AUM5.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 | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 2.63% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 14.29% | 7.61% | +6.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.82% | 11.64% | +6.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 15.19% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 16.07% | +0.26% |
LYY4.DE vs. AUM5.DE - Expense Ratio Comparison
LYY4.DE has a 0.45% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Dividends
LYY4.DE vs. AUM5.DE - Dividend Comparison
LYY4.DE's dividend yield for the trailing twelve months is around 0.62%, while AUM5.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 AUM5.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AUM5.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AUM5.DE is cheaper with a 0.15% expense ratio, compared with 0.45% for LYY4.DE.
LYY4.DE is categorized as Japan Equities, while AUM5.DE is S&P 500. LYY4.DE tracks TOPIX®, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.45% for LYY4.DE and 0.15% for AUM5.DE.
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