LYY4.DE vs. XDNE.DE
LYY4.DE (Amundi Japan TOPIX II UCITS ETF EUR Dist) and XDNE.DE (Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc)) are both Japan Equities funds - LYY4.DE tracks the TOPIX® while XDNE.DE tracks the MSCI Japan Select Screened Index (EUR Hedged). Both are passively managed. Over the past 10 years, LYY4.DE returned 8.15%/yr vs 13.40%/yr for XDNE.DE. Their correlation of 0.83 suggests significant overlap in exposure. LYY4.DE charges 0.45%/yr vs 0.25%/yr for XDNE.DE.
Performance
LYY4.DE vs. XDNE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYY4.DE achieves a 14.34% return, which is significantly lower than XDNE.DE's 16.11% return. Over the past 10 years, LYY4.DE has underperformed XDNE.DE with an annualized return of 8.15%, while XDNE.DE has yielded a comparatively higher 13.40% annualized return.
LYY4.DE
- 1D
- -2.17%
- 1M
- -2.80%
- 6M
- 7.39%
- YTD
- 14.34%
- 1Y
- 30.28%
- 3Y*
- 15.14%
- 5Y*
- 9.13%
- 10Y*
- 8.15%
XDNE.DE
- 1D
- -2.56%
- 1M
- -4.37%
- 6M
- 9.10%
- YTD
- 16.11%
- 1Y
- 41.96%
- 3Y*
- 23.75%
- 5Y*
- 18.26%
- 10Y*
- 13.40%
LYY4.DE vs. XDNE.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 | 14.34% | 13.10% | 12.42% | 15.45% | -11.19% | 8.61% | 3.15% | 20.96% | -11.07% | 10.82% |
XDNE.DE Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) | 16.11% | 25.99% | 21.86% | 32.65% | -6.33% | 11.20% | 6.98% | 17.57% | -17.40% | 19.33% |
Correlation
The correlation between LYY4.DE and XDNE.DE is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2015 | 0.83 |
The correlation between LYY4.DE and XDNE.DE has been stable across timeframes, ranging from 0.80 to 0.90 - a consistent structural relationship.
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Return for Risk
LYY4.DE vs. XDNE.DE — Risk / Return Rank
LYY4.DE
XDNE.DE
LYY4.DE vs. XDNE.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 Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.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.
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.
| LYY4.DE | XDNE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.36 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | 4.19 | -1.06 |
| Martin ratioReturn relative to average drawdown | 10.32 | 13.97 | -3.64 |
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Drawdowns
LYY4.DE vs. XDNE.DE - Drawdown Comparison
The maximum LYY4.DE drawdown since its inception was -54.07%, which is greater than XDNE.DE's maximum drawdown of -35.20%. Use the drawdown chart below to compare losses from any high point for LYY4.DE and XDNE.DE.
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Drawdown Indicators
| LYY4.DE | XDNE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.07% | -35.20% | -18.87% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | -9.96% | +0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -15.82% | -21.73% | +5.91% |
Max Drawdown (5Y)Largest decline over 5 years | -19.34% | -21.73% | +2.39% |
Max Drawdown (10Y)Largest decline over 10 years | -28.62% | -35.20% | +6.58% |
Current DrawdownCurrent decline from peak | -4.97% | -6.51% | +1.54% |
Average DrawdownAverage peak-to-trough decline | -14.28% | -8.27% | -6.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 3.00% | -0.07% |
Volatility
LYY4.DE vs. XDNE.DE - Volatility Comparison
The current volatility for Amundi Japan TOPIX II UCITS ETF EUR Dist (LYY4.DE) is 5.79%, while Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.DE) has a volatility of 7.16%. This indicates that LYY4.DE experiences smaller price fluctuations and is considered to be less risky than XDNE.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 | XDNE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.79% | 7.16% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 15.24% | 16.76% | -1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.58% | 21.07% | -2.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.27% | 18.73% | -2.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.26% | 18.49% | -2.23% |
LYY4.DE vs. XDNE.DE - Expense Ratio Comparison
LYY4.DE has a 0.45% expense ratio, which is higher than XDNE.DE's 0.25% expense ratio.
Dividends
LYY4.DE vs. XDNE.DE - Dividend Comparison
LYY4.DE's dividend yield for the trailing twelve months is around 0.62%, while XDNE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LYY4.DE Amundi Japan TOPIX II UCITS ETF EUR Dist | 0.62% | 0.71% | 0.74% | 1.24% | 1.89% | 1.34% | 1.14% | 1.94% | 1.86% | 1.44% | 1.98% | 1.80% |
XDNE.DE Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.90, LYY4.DE and XDNE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, XDNE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDNE.DE is cheaper with a 0.25% expense ratio, compared with 0.45% for LYY4.DE.
LYY4.DE tracks TOPIX®, while XDNE.DE tracks MSCI Japan Select Screened Index (EUR Hedged). They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.45% for LYY4.DE and 0.25% for XDNE.DE.
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