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

Performance

PRAJ.DE vs. LCUJ.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 MSCI Japan UCITS ETF Acc (LCUJ.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 15.60% return, which is significantly lower than LCUJ.DE's 17.36% return.


PRAJ.DE

1D
-0.27%
1M
3.19%
YTD
15.60%
6M
15.73%
1Y
30.22%
3Y*
15.18%
5Y*
9.98%
10Y*

LCUJ.DE

1D
0.81%
1M
3.93%
YTD
17.36%
6M
17.31%
1Y
32.44%
3Y*
15.71%
5Y*
10.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
PRAJ.DE
Amundi Prime Japan UCITS ETF
15.60%12.84%13.73%16.27%-11.68%10.20%4.34%
LCUJ.DE
Amundi MSCI Japan UCITS ETF Acc
17.36%12.70%13.58%16.52%-12.48%10.04%4.21%

Correlation

The correlation between PRAJ.DE and LCUJ.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

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

0.99

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

0.98

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2020

0.98

The correlation between PRAJ.DE and LCUJ.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

PRAJ.DE vs. LCUJ.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: 5252
Overall Rank
PRAJ.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
PRAJ.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
PRAJ.DE Omega Ratio Rank: 4949
Omega Ratio Rank
PRAJ.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
PRAJ.DE Martin Ratio Rank: 5656
Martin Ratio Rank

LCUJ.DE
LCUJ.DE Risk / Return Rank: 5353
Overall Rank
LCUJ.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
LCUJ.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
LCUJ.DE Omega Ratio Rank: 5050
Omega Ratio Rank
LCUJ.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
LCUJ.DE Martin Ratio Rank: 5656
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. LCUJ.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 MSCI Japan UCITS ETF Acc (LCUJ.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.


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

-0.04

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.30

1.31

-0.01

Calmar ratioReturn relative to maximum drawdown

2.97

3.00

-0.03

Martin ratioReturn relative to average drawdown

9.64

9.68

-0.05

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

The current PRAJ.DE Sharpe Ratio is 1.57, which is comparable to the LCUJ.DE Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of PRAJ.DE and LCUJ.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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Sharpe Ratios by Period


PRAJ.DELCUJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

1.61

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.61

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.52

-0.01

Drawdowns

PRAJ.DE vs. LCUJ.DE - Drawdown Comparison

The maximum PRAJ.DE drawdown since its inception was -29.64%, which is greater than LCUJ.DE's maximum drawdown of -28.01%. Use the drawdown chart below to compare losses from any high point for PRAJ.DE and LCUJ.DE.


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Drawdown Indicators


PRAJ.DELCUJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.64%

-28.01%

-1.63%

Max Drawdown (1Y)

Largest decline over 1 year

-9.73%

-10.08%

+0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-16.80%

-16.92%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-18.65%

-19.10%

+0.45%

Current Drawdown

Current decline from peak

-0.27%

0.00%

-0.27%

Average Drawdown

Average peak-to-trough decline

-6.07%

-5.92%

-0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

3.13%

-0.12%

Volatility

PRAJ.DE vs. LCUJ.DE - Volatility Comparison

The current volatility for Amundi Prime Japan UCITS ETF (PRAJ.DE) is 3.41%, while Amundi MSCI Japan UCITS ETF Acc (LCUJ.DE) has a volatility of 4.13%. This indicates that PRAJ.DE experiences smaller price fluctuations and is considered to be less risky than LCUJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRAJ.DELCUJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

4.13%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

14.72%

14.92%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

18.48%

18.78%

-0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.53%

16.63%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.88%

17.10%

+0.78%

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

PRAJ.DE has a 0.05% expense ratio, which is lower than LCUJ.DE's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

PRAJ.DE vs. LCUJ.DE - Dividend Comparison

Neither PRAJ.DE nor LCUJ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, PRAJ.DE and LCUJ.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 0.12% for LCUJ.DE.

PRAJ.DE tracks Solactive GBS Japan Large & Mid Cap, while LCUJ.DE tracks MSCI Japan. Their fees differ too: 0.05% for PRAJ.DE and 0.12% for LCUJ.DE.

Portfolio Optimizer

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