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SXR5.DE vs. LYY4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXR5.DE vs. LYY4.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Japan UCITS ETF USD (Acc) (SXR5.DE) and Amundi Japan TOPIX II UCITS ETF EUR Dist (LYY4.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SXR5.DE achieves a 16.96% return, which is significantly higher than LYY4.DE's 15.21% return. Both investments have delivered pretty close results over the past 10 years, with SXR5.DE having a 9.05% annualized return and LYY4.DE not far behind at 8.60%.


SXR5.DE

1D
-0.36%
1M
3.71%
YTD
16.96%
6M
16.95%
1Y
32.05%
3Y*
15.53%
5Y*
9.94%
10Y*
9.05%

LYY4.DE

1D
-0.17%
1M
5.36%
YTD
15.21%
6M
15.57%
1Y
28.20%
3Y*
14.84%
5Y*
9.48%
10Y*
8.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXR5.DE vs. LYY4.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXR5.DE
iShares MSCI Japan UCITS ETF USD (Acc)
16.96%12.72%13.72%16.13%-12.71%9.55%4.95%22.00%-9.97%8.96%
LYY4.DE
Amundi Japan TOPIX II UCITS ETF EUR Dist
15.21%13.10%12.42%14.70%-10.26%8.20%3.15%20.97%-11.07%10.82%

Correlation

The correlation between SXR5.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 (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2010

0.96

The correlation between SXR5.DE and LYY4.DE has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.

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Return for Risk

SXR5.DE vs. LYY4.DE — Risk / Return Rank

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

SXR5.DE
SXR5.DE Risk / Return Rank: 5454
Overall Rank
SXR5.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SXR5.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
SXR5.DE Omega Ratio Rank: 5151
Omega Ratio Rank
SXR5.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
SXR5.DE Martin Ratio Rank: 5757
Martin Ratio Rank

LYY4.DE
LYY4.DE Risk / Return Rank: 5353
Overall Rank
LYY4.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
LYY4.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
LYY4.DE Omega Ratio Rank: 5050
Omega Ratio Rank
LYY4.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
LYY4.DE Martin Ratio Rank: 5656
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.

SXR5.DE vs. LYY4.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan UCITS ETF USD (Acc) (SXR5.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.


SXR5.DELYY4.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.31

1.31

0.00

Calmar ratioReturn relative to maximum drawdown

3.04

2.95

+0.09

Martin ratioReturn relative to average drawdown

9.81

9.67

+0.14

SXR5.DE vs. LYY4.DE - Sharpe Ratio Comparison

The current SXR5.DE Sharpe Ratio is 1.63, which is comparable to the LYY4.DE Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of SXR5.DE and LYY4.DE, 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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Sharpe Ratios by Period


SXR5.DELYY4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

1.59

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.59

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.53

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.25

+0.23

Drawdowns

SXR5.DE vs. LYY4.DE - Drawdown Comparison

The maximum SXR5.DE drawdown since its inception was -28.03%, smaller than the maximum LYY4.DE drawdown of -54.07%. Use the drawdown chart below to compare losses from any high point for SXR5.DE and LYY4.DE.


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Drawdown Indicators


SXR5.DELYY4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.03%

-54.07%

+26.04%

Max Drawdown (1Y)

Largest decline over 1 year

-10.14%

-9.61%

-0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-17.16%

-15.82%

-1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-19.30%

-19.34%

+0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-28.03%

-28.62%

+0.59%

Current Drawdown

Current decline from peak

-0.36%

-0.17%

-0.19%

Average Drawdown

Average peak-to-trough decline

-7.27%

-14.30%

+7.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.93%

+0.22%

Volatility

SXR5.DE vs. LYY4.DE - Volatility Comparison

iShares MSCI Japan UCITS ETF USD (Acc) (SXR5.DE) has a higher volatility of 3.67% compared to Amundi Japan TOPIX II UCITS ETF EUR Dist (LYY4.DE) at 3.04%. This indicates that SXR5.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


SXR5.DELYY4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

3.04%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

15.22%

14.29%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

18.90%

17.82%

+1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.63%

16.25%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.41%

16.33%

+0.08%

SXR5.DE vs. LYY4.DE - Expense Ratio Comparison

SXR5.DE has a 0.12% expense ratio, which is lower than LYY4.DE's 0.45% expense ratio.


Dividends

SXR5.DE vs. LYY4.DE - Dividend Comparison

SXR5.DE has not paid dividends to shareholders, while LYY4.DE's dividend yield for the trailing twelve months is around 0.62%.


PositionTTM20252024202320222021202020192018201720162015
LYY4.DE
Amundi Japan TOPIX II UCITS ETF EUR Dist
0.62%0.71%0.74%1.24%1.88%1.34%1.14%1.94%1.86%1.44%1.98%1.80%
SXR5.DE
iShares MSCI Japan UCITS ETF USD (Acc)
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


With a correlation of 0.98, SXR5.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, SXR5.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXR5.DE is cheaper with a 0.12% expense ratio, compared with 0.45% for LYY4.DE.

SXR5.DE tracks MSCI Japan, while LYY4.DE tracks TOPIX®. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.12% for SXR5.DE and 0.45% for LYY4.DE.

Portfolio Optimizer

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