SODJ.DE vs. LYY4.DE
SODJ.DE (iShares MSCI Japan Screened UCITS ETF USD (Dist)) and LYY4.DE (Amundi Japan TOPIX II UCITS ETF EUR Dist) are both Japan Equities funds - SODJ.DE tracks the MSCI Japan Screened Index while LYY4.DE tracks the TOPIX®. Both are passively managed. Over the past 5 years, SODJ.DE returned 9.95%/yr vs 9.78%/yr for LYY4.DE. With a 0.98 correlation, they move nearly in lockstep. SODJ.DE charges 0.15%/yr vs 0.45%/yr for LYY4.DE.
Performance
SODJ.DE vs. LYY4.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SODJ.DE achieves a 19.83% return, which is significantly higher than LYY4.DE's 17.81% return.
SODJ.DE
- 1D
- -0.93%
- 1M
- 0.91%
- 6M
- 13.29%
- YTD
- 19.83%
- 1Y
- 38.84%
- 3Y*
- 17.00%
- 5Y*
- 9.95%
- 10Y*
- —
LYY4.DE
- 1D
- -1.00%
- 1M
- 1.86%
- 6M
- 11.80%
- YTD
- 17.81%
- 1Y
- 35.81%
- 3Y*
- 16.80%
- 5Y*
- 9.78%
- 10Y*
- 8.45%
SODJ.DE vs. LYY4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 19.83% | 11.64% | 13.20% | 15.83% | -12.75% | 9.54% | 6.05% | 23.50% | -21.34% |
LYY4.DE Amundi Japan TOPIX II UCITS ETF EUR Dist | 17.81% | 13.10% | 12.42% | 15.45% | -11.19% | 8.61% | 3.15% | 20.96% | -9.61% |
Correlation
The correlation between SODJ.DE and LYY4.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 | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.98 |
The correlation between SODJ.DE and LYY4.DE has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.
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Return for Risk
SODJ.DE vs. LYY4.DE — Risk / Return Rank
SODJ.DE
LYY4.DE
SODJ.DE vs. LYY4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.DE) and Amundi Japan TOPIX II UCITS ETF EUR Dist (LYY4.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.
| SODJ.DE | LYY4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.36 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 3.71 | -0.05 |
| Martin ratioReturn relative to average drawdown | 11.99 | 12.30 | -0.31 |
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Drawdowns
SODJ.DE vs. LYY4.DE - Drawdown Comparison
The maximum SODJ.DE drawdown since its inception was -28.10%, smaller than the maximum LYY4.DE drawdown of -54.07%. Use the drawdown chart below to compare losses from any high point for SODJ.DE and LYY4.DE.
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Drawdown Indicators
| SODJ.DE | LYY4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.10% | -54.07% | +25.97% |
Max Drawdown (1Y)Largest decline over 1 year | -10.58% | -9.61% | -0.97% |
Max Drawdown (3Y)Largest decline over 3 years | -17.20% | -15.82% | -1.38% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -19.34% | +0.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.62% | — |
Current DrawdownCurrent decline from peak | -3.76% | -2.08% | -1.68% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -14.28% | +7.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.90% | +0.33% |
Volatility
SODJ.DE vs. LYY4.DE - Volatility Comparison
iShares MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.DE) has a higher volatility of 6.73% compared to Amundi Japan TOPIX II UCITS ETF EUR Dist (LYY4.DE) at 5.63%. This indicates that SODJ.DE's price experiences larger fluctuations and is considered to be riskier than LYY4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SODJ.DE | LYY4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.73% | 5.63% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 16.20% | 15.06% | +1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.01% | 18.44% | +1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.96% | 16.25% | +0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 16.24% | +1.98% |
SODJ.DE vs. LYY4.DE - Expense Ratio Comparison
SODJ.DE has a 0.15% expense ratio, which is lower than LYY4.DE's 0.45% expense ratio.
Dividends
SODJ.DE vs. LYY4.DE - Dividend Comparison
SODJ.DE's dividend yield for the trailing twelve months is around 1.47%, more than LYY4.DE's 0.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LYY4.DE Amundi Japan TOPIX II UCITS ETF EUR Dist | 0.60% | 0.71% | 0.74% | 1.24% | 1.89% | 1.34% | 1.14% | 1.94% | 1.86% | 1.44% | 1.98% | 1.80% |
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 1.47% | 1.69% | 1.86% | 1.80% | 2.21% | 1.61% | 1.60% | 1.80% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.98, SODJ.DE and LYY4.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, SODJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SODJ.DE is cheaper with a 0.15% expense ratio, compared with 0.45% for LYY4.DE.
SODJ.DE tracks MSCI Japan Screened Index, while LYY4.DE tracks TOPIX®. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for SODJ.DE and 0.45% for LYY4.DE.
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