S400.L vs. ^N225
Compare and contrast key facts about Invesco JPX-Nikkei 400 UCITS ETF (S400.L) and Nikkei 225 (^N225).
S400.L is a passively managed fund by Invesco Investment Management Limited that tracks the performance of the TOPIX TR JPY. It was launched on Sep 10, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: S400.L or ^N225.
Key characteristics
| S400.L | ^N225 | |
|---|---|---|
| YTD Return | 6.95% | 15.38% |
| 1Y Return | 11.85% | 18.09% |
| 3Y Return (Ann) | 3.23% | 9.41% |
| 5Y Return (Ann) | 4.91% | 10.90% |
| 10Y Return (Ann) | 7.85% | 8.38% |
| Sharpe Ratio | 0.73 | 0.69 |
| Sortino Ratio | 1.06 | 1.05 |
| Omega Ratio | 1.15 | 1.17 |
| Calmar Ratio | 1.02 | 0.71 |
| Martin Ratio | 3.34 | 2.70 |
| Ulcer Index | 3.46% | 6.67% |
| Daily Std Dev | 15.69% | 26.22% |
| Max Drawdown | -24.69% | -81.87% |
| Current Drawdown | -4.31% | -8.56% |
Correlation
The correlation between S400.L and ^N225 is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
S400.L vs. ^N225 - Performance Comparison
In the year-to-date period, S400.L achieves a 6.95% return, which is significantly lower than ^N225's 15.38% return. Over the past 10 years, S400.L has underperformed ^N225 with an annualized return of 7.85%, while ^N225 has yielded a comparatively higher 8.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
S400.L vs. ^N225 - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco JPX-Nikkei 400 UCITS ETF (S400.L) and Nikkei 225 (^N225). 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.
Drawdowns
S400.L vs. ^N225 - Drawdown Comparison
The maximum S400.L drawdown since its inception was -24.69%, smaller than the maximum ^N225 drawdown of -81.87%. Use the drawdown chart below to compare losses from any high point for S400.L and ^N225. For additional features, visit the drawdowns tool.
Volatility
S400.L vs. ^N225 - Volatility Comparison
The current volatility for Invesco JPX-Nikkei 400 UCITS ETF (S400.L) is 4.55%, while Nikkei 225 (^N225) has a volatility of 6.89%. This indicates that S400.L experiences smaller price fluctuations and is considered to be less risky than ^N225 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.