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PRIJ.L vs. N4US.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRIJ.L vs. N4US.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) and Invesco JPX-Nikkei 400 UCITS ETF USD Hedged (Acc) (N4US.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PRIJ.L is traded in GBp, while N4US.L is traded in USD. To make them comparable, the N4US.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PRIJ.L achieves a 12.51% return, which is significantly lower than N4US.L's 18.97% return.


PRIJ.L

1D
-1.97%
1M
-5.02%
6M
6.07%
YTD
12.51%
1Y
29.56%
3Y*
15.17%
5Y*
9.54%
10Y*

N4US.L

1D
-1.85%
1M
-3.94%
6M
10.74%
YTD
18.97%
1Y
45.07%
3Y*
26.16%
5Y*
22.44%
10Y*
16.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRIJ.L vs. N4US.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PRIJ.L
Amundi Prime Japan UCITS ETF DR (D)
12.51%17.80%9.02%13.78%-6.35%2.49%12.24%11.21%
N4US.L
Invesco JPX-Nikkei 400 UCITS ETF USD Hedged (Acc)
18.97%20.97%25.93%29.18%10.71%12.23%7.53%9.65%

Correlation

The correlation between PRIJ.L and N4US.L is 0.85, 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

0.85

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

0.81

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

0.76

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2019

0.79

The correlation between PRIJ.L and N4US.L has been stable across timeframes, ranging from 0.76 to 0.85 - a consistent structural relationship.

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Return for Risk

PRIJ.L vs. N4US.L — Risk / Return Rank

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

PRIJ.L
PRIJ.L Risk / Return Rank: 6161
Overall Rank
PRIJ.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
PRIJ.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
PRIJ.L Omega Ratio Rank: 6060
Omega Ratio Rank
PRIJ.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
PRIJ.L Martin Ratio Rank: 6262
Martin Ratio Rank

N4US.L
N4US.L Risk / Return Rank: 9090
Overall Rank
N4US.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
N4US.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
N4US.L Omega Ratio Rank: 8888
Omega Ratio Rank
N4US.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
N4US.L Martin Ratio Rank: 9292
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.

PRIJ.L vs. N4US.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) and Invesco JPX-Nikkei 400 UCITS ETF USD Hedged (Acc) (N4US.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.

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.


PRIJ.LN4US.LDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

1.29

1.40

-0.12

Calmar ratioReturn relative to maximum drawdown

2.68

5.23

-2.55

Martin ratioReturn relative to average drawdown

8.32

16.75

-8.43

PRIJ.L vs. N4US.L - Sharpe Ratio Comparison

The current PRIJ.L Sharpe Ratio is 1.53, which is lower than the N4US.L Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of PRIJ.L and N4US.L, 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

PRIJ.L vs. N4US.L - Drawdown Comparison

The maximum PRIJ.L drawdown since its inception was -24.45%, smaller than the maximum N4US.L drawdown of -28.61%. Use the drawdown chart below to compare losses from any high point for PRIJ.L and N4US.L.


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Drawdown Indicators


PRIJ.LN4US.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.45%

-28.61%

+4.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.99%

-8.58%

-2.41%

Max Drawdown (3Y)

Largest decline over 3 years

-12.98%

-20.94%

+7.96%

Max Drawdown (5Y)

Largest decline over 5 years

-18.16%

-20.94%

+2.78%

Max Drawdown (10Y)

Largest decline over 10 years

-28.61%

Current Drawdown

Current decline from peak

-6.68%

-5.90%

-0.78%

Average Drawdown

Average peak-to-trough decline

-4.96%

-5.12%

+0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

2.68%

+0.86%

Volatility

PRIJ.L vs. N4US.L - Volatility Comparison

Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) and Invesco JPX-Nikkei 400 UCITS ETF USD Hedged (Acc) (N4US.L) have volatilities of 5.76% and 6.00%, 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


PRIJ.LN4US.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

6.00%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

15.72%

15.65%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

19.25%

19.76%

-0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.82%

19.07%

-3.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.66%

19.47%

-2.81%

PRIJ.L vs. N4US.L - Expense Ratio Comparison

PRIJ.L has a 0.05% expense ratio, which is lower than N4US.L's 0.19% 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

PRIJ.L vs. N4US.L - Dividend Comparison

PRIJ.L's dividend yield for the trailing twelve months is around 1.57%, while N4US.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
N4US.L
Invesco JPX-Nikkei 400 UCITS ETF USD Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRIJ.L
Amundi Prime Japan UCITS ETF DR (D)
1.57%1.76%1.89%1.89%2.17%1.81%1.71%1.89%

Frequently Asked Questions


PRIJ.L and N4US.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PRIJ.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRIJ.L is cheaper with a 0.05% expense ratio, compared with 0.19% for N4US.L.

PRIJ.L tracks TOPIX TR JPY, while N4US.L tracks JPX-Nikkei 400 USD Hedged Index. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.05% for PRIJ.L and 0.19% for N4US.L.

Portfolio Optimizer

Find the right allocation for PRIJ.L and N4US.L

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