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PRAJ.DE vs. JPNH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRAJ.DE vs. JPNH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Japan UCITS ETF (PRAJ.DE) and Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist) (JPNH.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRAJ.DE achieves a 14.82% return, which is significantly lower than JPNH.DE's 16.56% return.


PRAJ.DE

1D
-2.18%
1M
-3.11%
6M
7.91%
YTD
14.82%
1Y
31.70%
3Y*
15.55%
5Y*
9.67%
10Y*

JPNH.DE

1D
-2.24%
1M
-2.67%
6M
9.41%
YTD
16.56%
1Y
42.09%
3Y*
24.65%
5Y*
18.61%
10Y*
13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRAJ.DE vs. JPNH.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PRAJ.DE
Amundi Prime Japan UCITS ETF
14.82%12.81%13.75%16.27%-11.68%10.20%-99.15%
JPNH.DE
Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist)
16.56%27.75%21.23%32.08%-4.87%10.85%4.94%

Correlation

The correlation between PRAJ.DE and JPNH.DE is 0.93, 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

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2020

0.83

The correlation between PRAJ.DE and JPNH.DE shifts across timeframes, from 0.81 (5 years) to 0.93 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PRAJ.DE vs. JPNH.DE — Risk / Return Rank

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

PRAJ.DE
PRAJ.DE Risk / Return Rank: 7171
Overall Rank
PRAJ.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PRAJ.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
PRAJ.DE Omega Ratio Rank: 6666
Omega Ratio Rank
PRAJ.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
PRAJ.DE Martin Ratio Rank: 7575
Martin Ratio Rank

JPNH.DE
JPNH.DE Risk / Return Rank: 8787
Overall Rank
JPNH.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
JPNH.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
JPNH.DE Omega Ratio Rank: 8585
Omega Ratio Rank
JPNH.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
JPNH.DE Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRAJ.DE vs. JPNH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Japan UCITS ETF (PRAJ.DE) and Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist) (JPNH.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.


PRAJ.DEJPNH.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.31

1.39

-0.08

Calmar ratioReturn relative to maximum drawdown

3.25

4.16

-0.91

Martin ratioReturn relative to average drawdown

10.47

14.64

-4.17

PRAJ.DE vs. JPNH.DE - Sharpe Ratio Comparison

The current PRAJ.DE Sharpe Ratio is 1.64, which is comparable to the JPNH.DE Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of PRAJ.DE and JPNH.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PRAJ.DE vs. JPNH.DE - Drawdown Comparison

The maximum PRAJ.DE drawdown since its inception was -99.42%, which is greater than JPNH.DE's maximum drawdown of -36.52%. Use the drawdown chart below to compare losses from any high point for PRAJ.DE and JPNH.DE.


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Drawdown Indicators


PRAJ.DEJPNH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-99.42%

-36.52%

-62.90%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

-10.08%

+0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-16.82%

-20.72%

+3.90%

Max Drawdown (5Y)

Largest decline over 5 years

-18.65%

-20.72%

+2.07%

Max Drawdown (10Y)

Largest decline over 10 years

-36.52%

Current Drawdown

Current decline from peak

-98.59%

-4.32%

-94.27%

Average Drawdown

Average peak-to-trough decline

-98.79%

-7.95%

-90.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.87%

+0.15%

Volatility

PRAJ.DE vs. JPNH.DE - Volatility Comparison

Amundi Prime Japan UCITS ETF (PRAJ.DE) and Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist) (JPNH.DE) have volatilities of 5.97% and 5.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRAJ.DEJPNH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.97%

5.93%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

15.66%

15.63%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

19.34%

19.58%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.72%

18.07%

-1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.68%

18.18%

+24.50%

PRAJ.DE vs. JPNH.DE - Expense Ratio Comparison

PRAJ.DE has a 0.05% expense ratio, which is lower than JPNH.DE's 0.45% expense ratio.


Dividends

PRAJ.DE vs. JPNH.DE - Dividend Comparison

PRAJ.DE has not paid dividends to shareholders, while JPNH.DE's dividend yield for the trailing twelve months is around 0.76%.


PositionTTM20252024202320222021202020192018201720162015
JPNH.DE
Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist)
0.76%0.89%1.52%1.29%1.66%1.33%1.09%1.93%1.89%1.36%1.96%1.84%
PRAJ.DE
Amundi Prime Japan UCITS ETF
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 0.93, PRAJ.DE and JPNH.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, PRAJ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRAJ.DE is cheaper with a 0.05% expense ratio, compared with 0.45% for JPNH.DE.

PRAJ.DE tracks Solactive GBS Japan Large & Mid Cap, while JPNH.DE tracks TOPIX Index (EUR Hedged). Their fees differ too: 0.05% for PRAJ.DE and 0.45% for JPNH.DE.

Portfolio Optimizer

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