LYYB.DE vs. J1GR.DE
LYYB.DE (Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist) and J1GR.DE (Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR) are both exchange-traded funds - LYYB.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Broad Select, while J1GR.DE is a Japan Equities fund tracking the MSCI Japan ESG Broad CTB Select. Both are passively managed. Over the past 5 years, LYYB.DE returned 11.76%/yr vs 8.97%/yr for J1GR.DE. A 0.62 correlation means they provide meaningful diversification when combined. LYYB.DE charges 0.09%/yr vs 0.45%/yr for J1GR.DE.
Performance
LYYB.DE vs. J1GR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYYB.DE achieves a 11.42% return, which is significantly lower than J1GR.DE's 16.82% return.
LYYB.DE
- 1D
- 0.37%
- 1M
- 0.63%
- 6M
- 11.30%
- YTD
- 11.42%
- 1Y
- 21.08%
- 3Y*
- 16.91%
- 5Y*
- 11.76%
- 10Y*
- 13.66%
- ALL TIME*
- 10.89%
J1GR.DE
- 1D
- 1.07%
- 1M
- -4.53%
- 6M
- 11.02%
- YTD
- 16.82%
- 1Y
- 35.10%
- 3Y*
- 15.15%
- 5Y*
- 8.97%
- 10Y*
- —
- ALL TIME*
- 7.60%
LYYB.DE vs. J1GR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYYB.DE Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist | 11.42% | 2.83% | 31.27% | 22.21% | -17.02% | 38.79% | 9.55% | 34.69% | -1.22% | 4.17% |
J1GR.DE Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR | 16.82% | 11.73% | 11.30% | 14.89% | -12.68% | 9.69% | 4.87% | 22.18% | -10.16% | 3.15% |
Correlation
The correlation between LYYB.DE and J1GR.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2017 | 0.62 |
The correlation between LYYB.DE and J1GR.DE has been stable across timeframes, ranging from 0.53 to 0.62 - a consistent structural relationship.
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Return for Risk
LYYB.DE vs. J1GR.DE — Risk / Return Rank
LYYB.DE
J1GR.DE
LYYB.DE vs. J1GR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.DE) and Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR (J1GR.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.
| LYYB.DE | J1GR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.31 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.52 | 3.05 | -0.53 |
| Martin ratioReturn relative to average drawdown | 8.51 | 10.13 | -1.61 |
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Drawdowns
LYYB.DE vs. J1GR.DE - Drawdown Comparison
The maximum LYYB.DE drawdown since its inception was -53.38%, which is greater than J1GR.DE's maximum drawdown of -27.81%. Use the drawdown chart below to compare losses from any high point for LYYB.DE and J1GR.DE.
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Drawdown Indicators
| LYYB.DE | J1GR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.38% | -27.81% | -25.57% |
Max Drawdown (1Y)Largest decline over 1 year | -8.32% | -11.45% | +3.13% |
Max Drawdown (3Y)Largest decline over 3 years | -24.11% | -17.22% | -6.89% |
Max Drawdown (5Y)Largest decline over 5 years | -24.11% | -19.28% | -4.83% |
Max Drawdown (10Y)Largest decline over 10 years | -34.12% | — | — |
Current DrawdownCurrent decline from peak | -1.02% | -5.92% | +4.90% |
Average DrawdownAverage peak-to-trough decline | -9.09% | -6.15% | -2.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 3.46% | -0.99% |
Volatility
LYYB.DE vs. J1GR.DE - Volatility Comparison
The current volatility for Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.DE) is 3.08%, while Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR (J1GR.DE) has a volatility of 7.26%. This indicates that LYYB.DE experiences smaller price fluctuations and is considered to be less risky than J1GR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYYB.DE | J1GR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 7.26% | -4.18% |
Volatility (6M)Calculated over the trailing 6-month period | 8.03% | 16.84% | -8.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.04% | 20.57% | -8.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.64% | 17.09% | -1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.31% | 17.15% | -0.84% |
LYYB.DE vs. J1GR.DE - Expense Ratio Comparison
LYYB.DE has a 0.09% expense ratio, which is lower than J1GR.DE's 0.45% expense ratio.
Dividends
LYYB.DE vs. J1GR.DE - Dividend Comparison
LYYB.DE's dividend yield for the trailing twelve months is around 0.81%, while J1GR.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
J1GR.DE Amundi MSCI Japan ESG Climate Net Zero Ambition CTB 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% |
LYYB.DE Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist | 0.81% | 0.99% | 0.78% | 0.00% | 1.12% | 0.95% | 1.31% | 1.14% | 1.81% | 1.64% | 1.87% | 2.03% |
Frequently Asked Questions
LYYB.DE and J1GR.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYYB.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYYB.DE is cheaper with a 0.09% expense ratio, compared with 0.45% for J1GR.DE.
LYYB.DE is categorized as Large Cap Blend Equities, while J1GR.DE is Japan Equities. LYYB.DE tracks MSCI USA ESG Broad Select, while J1GR.DE tracks MSCI Japan ESG Broad CTB Select. Their fees differ too: 0.09% for LYYB.DE and 0.45% for J1GR.DE.
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