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LYY4.DE vs. EUN.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LYY4.DE and EUN.L is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

LYY4.DE vs. EUN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Japan TOPIX II UCITS ETF EUR Dist (LYY4.DE) and iShares STOXX Europe 50 UCITS (EUN.L). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.88%
-0.37%
LYY4.DE
EUN.L

Key characteristics

Sharpe Ratio

LYY4.DE:

0.67

EUN.L:

0.85

Sortino Ratio

LYY4.DE:

0.99

EUN.L:

1.24

Omega Ratio

LYY4.DE:

1.14

EUN.L:

1.15

Calmar Ratio

LYY4.DE:

0.91

EUN.L:

1.01

Martin Ratio

LYY4.DE:

3.17

EUN.L:

2.23

Ulcer Index

LYY4.DE:

3.52%

EUN.L:

4.07%

Daily Std Dev

LYY4.DE:

16.66%

EUN.L:

10.67%

Max Drawdown

LYY4.DE:

-54.07%

EUN.L:

-44.32%

Current Drawdown

LYY4.DE:

-0.58%

EUN.L:

-1.00%

Returns By Period

In the year-to-date period, LYY4.DE achieves a 3.55% return, which is significantly lower than EUN.L's 9.38% return. Over the past 10 years, LYY4.DE has underperformed EUN.L with an annualized return of 6.15%, while EUN.L has yielded a comparatively higher 8.52% annualized return.


LYY4.DE

YTD

3.55%

1M

3.28%

6M

6.30%

1Y

8.96%

5Y*

6.59%

10Y*

6.15%

EUN.L

YTD

9.38%

1M

3.06%

6M

2.94%

1Y

10.11%

5Y*

9.06%

10Y*

8.52%

*Annualized

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


LYY4.DE vs. EUN.L - Expense Ratio Comparison

LYY4.DE has a 0.45% expense ratio, which is higher than EUN.L's 0.35% expense ratio.


LYY4.DE
Amundi Japan TOPIX II UCITS ETF EUR Dist
Expense ratio chart for LYY4.DE: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for EUN.L: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

LYY4.DE vs. EUN.L — Risk-Adjusted Performance Rank

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

LYY4.DE
The Risk-Adjusted Performance Rank of LYY4.DE is 2929
Overall Rank
The Sharpe Ratio Rank of LYY4.DE is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of LYY4.DE is 2323
Sortino Ratio Rank
The Omega Ratio Rank of LYY4.DE is 2626
Omega Ratio Rank
The Calmar Ratio Rank of LYY4.DE is 3939
Calmar Ratio Rank
The Martin Ratio Rank of LYY4.DE is 3535
Martin Ratio Rank

EUN.L
The Risk-Adjusted Performance Rank of EUN.L is 3232
Overall Rank
The Sharpe Ratio Rank of EUN.L is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of EUN.L is 3131
Sortino Ratio Rank
The Omega Ratio Rank of EUN.L is 2929
Omega Ratio Rank
The Calmar Ratio Rank of EUN.L is 4242
Calmar Ratio Rank
The Martin Ratio Rank of EUN.L is 2525
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LYY4.DE vs. EUN.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Japan TOPIX II UCITS ETF EUR Dist (LYY4.DE) and iShares STOXX Europe 50 UCITS (EUN.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.


Sharpe ratio
The chart of Sharpe ratio for LYY4.DE, currently valued at 0.17, compared to the broader market0.002.004.000.170.69
The chart of Sortino ratio for LYY4.DE, currently valued at 0.34, compared to the broader market0.005.0010.000.341.02
The chart of Omega ratio for LYY4.DE, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.12
The chart of Calmar ratio for LYY4.DE, currently valued at 0.24, compared to the broader market0.005.0010.0015.000.240.74
The chart of Martin ratio for LYY4.DE, currently valued at 0.59, compared to the broader market0.0020.0040.0060.0080.00100.000.591.69
LYY4.DE
EUN.L

The current LYY4.DE Sharpe Ratio is 0.67, which is comparable to the EUN.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of LYY4.DE and EUN.L, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.17
0.69
LYY4.DE
EUN.L

Dividends

LYY4.DE vs. EUN.L - Dividend Comparison

LYY4.DE's dividend yield for the trailing twelve months is around 0.72%, less than EUN.L's 2.59% yield.


TTM20242023202220212020201920182017201620152014
LYY4.DE
Amundi Japan TOPIX II UCITS ETF EUR Dist
0.72%0.74%1.24%1.88%1.34%1.14%1.94%1.86%1.44%1.98%1.80%1.82%
EUN.L
iShares STOXX Europe 50 UCITS
2.59%2.76%2.54%2.51%2.27%2.39%3.06%3.47%3.17%3.17%2.94%2.87%

Drawdowns

LYY4.DE vs. EUN.L - Drawdown Comparison

The maximum LYY4.DE drawdown since its inception was -54.07%, which is greater than EUN.L's maximum drawdown of -44.32%. Use the drawdown chart below to compare losses from any high point for LYY4.DE and EUN.L. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.91%
-1.66%
LYY4.DE
EUN.L

Volatility

LYY4.DE vs. EUN.L - Volatility Comparison

The current volatility for Amundi Japan TOPIX II UCITS ETF EUR Dist (LYY4.DE) is 2.72%, while iShares STOXX Europe 50 UCITS (EUN.L) has a volatility of 3.44%. This indicates that LYY4.DE experiences smaller price fluctuations and is considered to be less risky than EUN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
2.72%
3.44%
LYY4.DE
EUN.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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