SXR6.DE vs. TTPX.DE
SXR6.DE (iShares MSCI Japan SRI UCITS ETF USD Acc) and TTPX.DE (Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc)) are both Japan Equities funds - SXR6.DE tracks the MSCI Japan SRI Select Reduced Fossil Fuels while TTPX.DE tracks the TOPIX Index (EUR Hedged). Both are passively managed. Over the past 5 years, SXR6.DE returned 4.84%/yr vs 18.70%/yr for TTPX.DE. A 0.78 correlation means they provide meaningful diversification when combined. SXR6.DE charges 0.20%/yr vs 0.48%/yr for TTPX.DE.
Performance
SXR6.DE vs. TTPX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR6.DE achieves a 8.85% return, which is significantly lower than TTPX.DE's 16.32% return.
SXR6.DE
- 1D
- -1.27%
- 1M
- 2.79%
- 6M
- 4.45%
- YTD
- 8.85%
- 1Y
- 19.05%
- 3Y*
- 9.21%
- 5Y*
- 4.84%
- 10Y*
- —
TTPX.DE
- 1D
- -2.26%
- 1M
- -2.69%
- 6M
- 9.26%
- YTD
- 16.32%
- 1Y
- 41.95%
- 3Y*
- 24.66%
- 5Y*
- 18.70%
- 10Y*
- 13.40%
SXR6.DE vs. TTPX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR6.DE iShares MSCI Japan SRI UCITS ETF USD Acc | 8.85% | 6.27% | 9.12% | 9.64% | -13.85% | 9.80% | 6.47% | 26.65% | -10.41% | 4.48% |
TTPX.DE Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc) | 16.32% | 27.49% | 21.75% | 32.48% | -4.73% | 10.61% | 5.85% | 16.07% | -17.94% | 17.76% |
Correlation
The correlation between SXR6.DE and TTPX.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2017 | 0.78 |
The correlation between SXR6.DE and TTPX.DE has been stable across timeframes, ranging from 0.75 to 0.78 - a consistent structural relationship.
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Return for Risk
SXR6.DE vs. TTPX.DE — Risk / Return Rank
SXR6.DE
TTPX.DE
SXR6.DE vs. TTPX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan SRI UCITS ETF USD Acc (SXR6.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.
| SXR6.DE | TTPX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.39 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 4.26 | -2.61 |
| Martin ratioReturn relative to average drawdown | 4.84 | 14.65 | -9.81 |
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Drawdowns
SXR6.DE vs. TTPX.DE - Drawdown Comparison
The maximum SXR6.DE drawdown since its inception was -27.37%, smaller than the maximum TTPX.DE drawdown of -36.52%. Use the drawdown chart below to compare losses from any high point for SXR6.DE and TTPX.DE.
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Drawdown Indicators
| SXR6.DE | TTPX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.37% | -36.52% | +9.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.51% | -9.80% | -1.71% |
Max Drawdown (3Y)Largest decline over 3 years | -16.34% | -20.65% | +4.31% |
Max Drawdown (5Y)Largest decline over 5 years | -21.23% | -20.65% | -0.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.52% | — |
Current DrawdownCurrent decline from peak | -2.39% | -4.33% | +1.94% |
Average DrawdownAverage peak-to-trough decline | -7.04% | -7.80% | +0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 2.86% | +1.06% |
Volatility
SXR6.DE vs. TTPX.DE - Volatility Comparison
The current volatility for iShares MSCI Japan SRI UCITS ETF USD Acc (SXR6.DE) is 5.29%, while Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc) (TTPX.DE) has a volatility of 6.03%. This indicates that SXR6.DE experiences smaller price fluctuations and is considered to be less risky 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
| SXR6.DE | TTPX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 6.03% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 15.25% | 15.54% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.16% | 19.47% | -0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 18.09% | -1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.87% | 18.15% | -1.28% |
SXR6.DE vs. TTPX.DE - Expense Ratio Comparison
SXR6.DE has a 0.20% expense ratio, which is lower than TTPX.DE's 0.48% expense ratio.
Dividends
SXR6.DE vs. TTPX.DE - Dividend Comparison
Neither SXR6.DE nor TTPX.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR6.DE and TTPX.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR6.DE is cheaper with a 0.20% expense ratio, compared with 0.48% for TTPX.DE.
SXR6.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels, while TTPX.DE tracks TOPIX Index (EUR Hedged). They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for SXR6.DE and 0.48% for TTPX.DE.
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