SODJ.DE vs. TTPX.DE
SODJ.DE (iShares MSCI Japan Screened UCITS ETF USD (Dist)) and TTPX.DE (Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc)) are both Japan Equities funds - SODJ.DE tracks the MSCI Japan Screened Index while TTPX.DE tracks the TOPIX Index (EUR Hedged). Both are passively managed. Over the past 5 years, SODJ.DE returned 9.95%/yr vs 19.38%/yr for TTPX.DE. Their correlation of 0.85 suggests significant overlap in exposure. SODJ.DE charges 0.15%/yr vs 0.48%/yr for TTPX.DE.
Performance
SODJ.DE vs. TTPX.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SODJ.DE having a 19.83% return and TTPX.DE slightly lower at 19.69%.
SODJ.DE
- 1D
- -0.93%
- 1M
- 0.91%
- 6M
- 13.29%
- YTD
- 19.83%
- 1Y
- 38.84%
- 3Y*
- 17.00%
- 5Y*
- 9.95%
- 10Y*
- —
TTPX.DE
- 1D
- -0.93%
- 1M
- 1.83%
- 6M
- 12.92%
- YTD
- 19.69%
- 1Y
- 47.14%
- 3Y*
- 26.41%
- 5Y*
- 19.38%
- 10Y*
- 13.71%
SODJ.DE vs. TTPX.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% |
TTPX.DE Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc) | 19.69% | 27.49% | 21.75% | 32.48% | -4.73% | 10.61% | 5.85% | 16.07% | -11.66% |
Correlation
The correlation between SODJ.DE and TTPX.DE is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.85 |
The correlation between SODJ.DE and TTPX.DE has been stable across timeframes, ranging from 0.82 to 0.92 - a consistent structural relationship.
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Return for Risk
SODJ.DE vs. TTPX.DE — Risk / Return Rank
SODJ.DE
TTPX.DE
SODJ.DE vs. TTPX.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 UCITS ETF Daily Hedged EUR (Acc) (TTPX.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 | TTPX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.44 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 4.79 | -1.13 |
| Martin ratioReturn relative to average drawdown | 11.99 | 16.56 | -4.57 |
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Drawdowns
SODJ.DE vs. TTPX.DE - Drawdown Comparison
The maximum SODJ.DE drawdown since its inception was -28.10%, smaller than the maximum TTPX.DE drawdown of -36.52%. Use the drawdown chart below to compare losses from any high point for SODJ.DE and TTPX.DE.
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Drawdown Indicators
| SODJ.DE | TTPX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.10% | -36.52% | +8.42% |
Max Drawdown (1Y)Largest decline over 1 year | -10.58% | -9.80% | -0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -17.20% | -20.65% | +3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -20.65% | +1.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.52% | — |
Current DrawdownCurrent decline from peak | -3.76% | -1.56% | -2.20% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -7.80% | +0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.84% | +0.39% |
Volatility
SODJ.DE vs. TTPX.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 UCITS ETF Daily Hedged EUR (Acc) (TTPX.DE) at 5.73%. This indicates that SODJ.DE's price experiences larger fluctuations and is considered to be riskier than TTPX.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 | TTPX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.73% | 5.73% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 16.20% | 15.34% | +0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.01% | 19.36% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.96% | 18.07% | -1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 18.14% | +0.08% |
SODJ.DE vs. TTPX.DE - Expense Ratio Comparison
SODJ.DE has a 0.15% expense ratio, which is lower than TTPX.DE's 0.48% expense ratio.
Dividends
SODJ.DE vs. TTPX.DE - Dividend Comparison
SODJ.DE's dividend yield for the trailing twelve months is around 1.47%, while TTPX.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
TTPX.DE Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, SODJ.DE and TTPX.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 0.48% for TTPX.DE.
SODJ.DE tracks MSCI Japan Screened Index, while TTPX.DE tracks TOPIX Index (EUR Hedged). They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for SODJ.DE and 0.48% for TTPX.DE.
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