SJPA.L vs. LYYA.DE
SJPA.L (iShares Core MSCI Japan IMI UCITS ETF) and LYYA.DE (Amundi MSCI World II UCITS ETF Dist) are both exchange-traded funds - SJPA.L is a Japan Equities fund tracking the TOPIX TR JPY, while LYYA.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, SJPA.L returned 10.26%/yr vs 13.92%/yr for LYYA.DE. A 0.64 correlation means they provide meaningful diversification when combined. SJPA.L charges 0.15%/yr vs 0.30%/yr for LYYA.DE.
Performance
SJPA.L vs. LYYA.DE - Performance Comparison
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Different Trading Currencies
SJPA.L is traded in GBp, while LYYA.DE is traded in EUR. To make them comparable, the LYYA.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, SJPA.L achieves a 15.47% return, which is significantly higher than LYYA.DE's 8.76% return. Over the past 10 years, SJPA.L has underperformed LYYA.DE with an annualized return of 10.26%, while LYYA.DE has yielded a comparatively higher 13.92% annualized return.
SJPA.L
- 1D
- 2.26%
- 1M
- 0.53%
- YTD
- 15.47%
- 6M
- 14.66%
- 1Y
- 32.71%
- 3Y*
- 14.56%
- 5Y*
- 9.85%
- 10Y*
- 10.26%
LYYA.DE
- 1D
- 1.66%
- 1M
- 1.67%
- YTD
- 8.76%
- 6M
- 9.47%
- 1Y
- 25.20%
- 3Y*
- 17.11%
- 5Y*
- 12.62%
- 10Y*
- 13.92%
SJPA.L vs. LYYA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SJPA.L iShares Core MSCI Japan IMI UCITS ETF | 15.47% | 18.19% | 8.36% | 12.76% | -6.21% | 1.62% | 11.03% | 14.68% | -9.15% | 14.69% |
LYYA.DE Amundi MSCI World II UCITS ETF Dist | 8.76% | 13.49% | 20.53% | 17.83% | -8.94% | 23.45% | 11.45% | 24.31% | -3.72% | 12.34% |
Correlation
The correlation between SJPA.L and LYYA.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Sep 25, 2009 | 0.64 |
The correlation between SJPA.L and LYYA.DE shifts across timeframes, from 0.54 (3 years) to 0.65 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
SJPA.L vs. LYYA.DE — Risk / Return Rank
SJPA.L
LYYA.DE
SJPA.L vs. LYYA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Japan IMI UCITS ETF (SJPA.L) and Amundi MSCI World II UCITS ETF Dist (LYYA.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.
| SJPA.L | LYYA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.43 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 3.84 | -0.80 |
| Martin ratioReturn relative to average drawdown | 9.86 | 15.04 | -5.19 |
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Drawdowns
SJPA.L vs. LYYA.DE - Drawdown Comparison
The maximum SJPA.L drawdown since its inception was -45.53%, which is greater than LYYA.DE's maximum drawdown of -39.15%. Use the drawdown chart below to compare losses from any high point for SJPA.L and LYYA.DE.
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Drawdown Indicators
| SJPA.L | LYYA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.53% | -39.15% | -6.38% |
Max Drawdown (1Y)Largest decline over 1 year | -10.71% | -6.54% | -4.17% |
Max Drawdown (3Y)Largest decline over 3 years | -19.68% | -19.70% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -19.68% | -19.70% | +0.02% |
Max Drawdown (10Y)Largest decline over 10 years | -24.73% | -26.51% | +1.78% |
Current DrawdownCurrent decline from peak | -0.82% | -1.27% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -5.25% | -10.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 1.67% | +1.64% |
Volatility
SJPA.L vs. LYYA.DE - Volatility Comparison
iShares Core MSCI Japan IMI UCITS ETF (SJPA.L) has a higher volatility of 4.41% compared to Amundi MSCI World II UCITS ETF Dist (LYYA.DE) at 3.15%. This indicates that SJPA.L's price experiences larger fluctuations and is considered to be riskier than LYYA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SJPA.L | LYYA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 3.15% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 14.72% | 7.94% | +6.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.89% | 10.90% | +6.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.67% | 13.75% | +6.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.47% | 14.89% | +3.58% |
SJPA.L vs. LYYA.DE - Expense Ratio Comparison
SJPA.L has a 0.15% expense ratio, which is lower than LYYA.DE's 0.30% expense ratio.
Dividends
SJPA.L vs. LYYA.DE - Dividend Comparison
SJPA.L has not paid dividends to shareholders, while LYYA.DE's dividend yield for the trailing twelve months is around 1.14%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LYYA.DE Amundi MSCI World II UCITS ETF Dist | 1.14% | 1.26% | 1.63% | 1.35% | 1.95% | 1.31% | 1.58% | 1.49% | 2.36% | 2.05% | 2.33% | 2.55% |
SJPA.L iShares Core MSCI Japan IMI 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
SJPA.L and LYYA.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SJPA.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SJPA.L is cheaper with a 0.15% expense ratio, compared with 0.30% for LYYA.DE.
SJPA.L is categorized as Japan Equities, while LYYA.DE is Global Equities. SJPA.L tracks TOPIX TR JPY, while LYYA.DE tracks MSCI World. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for SJPA.L and 0.30% for LYYA.DE.
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