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

Performance

SXRZ.DE vs. LYY4.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.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, SXRZ.DE achieves a 32.06% return, which is significantly higher than LYY4.DE's 15.21% return. Over the past 10 years, SXRZ.DE has outperformed LYY4.DE with an annualized return of 11.60%, while LYY4.DE has yielded a comparatively lower 8.60% annualized return.


SXRZ.DE

1D
-1.49%
1M
7.63%
YTD
32.06%
6M
30.08%
1Y
60.04%
3Y*
20.34%
5Y*
11.98%
10Y*
11.60%

LYY4.DE

1D
-0.17%
1M
3.08%
YTD
15.21%
6M
15.56%
1Y
29.25%
3Y*
14.84%
5Y*
9.48%
10Y*
8.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SXRZ.DE
iShares Nikkei 225 UCITS ETF (Acc)
32.06%15.71%13.83%17.70%-15.73%3.03%13.44%24.31%-5.20%10.07%
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 SXRZ.DE and LYY4.DE is 0.81, 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

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2010

0.90

The correlation between SXRZ.DE and LYY4.DE has been stable across timeframes, ranging from 0.81 to 0.90 - a consistent structural relationship.

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Return for Risk

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

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

SXRZ.DE
SXRZ.DE Risk / Return Rank: 7878
Overall Rank
SXRZ.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SXRZ.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
SXRZ.DE Omega Ratio Rank: 7272
Omega Ratio Rank
SXRZ.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
SXRZ.DE Martin Ratio Rank: 7474
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.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.


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

+0.94

Sortino ratioReturn per unit of downside risk

+1.22

Omega ratioGain probability vs. loss probability

1.42

1.31

+0.11

Calmar ratioReturn relative to maximum drawdown

4.57

2.95

+1.62

Martin ratioReturn relative to average drawdown

13.83

9.67

+4.16

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

The current SXRZ.DE Sharpe Ratio is 2.53, which is higher than the LYY4.DE Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of SXRZ.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


SXRZ.DELYY4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

1.59

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.59

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.53

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.25

+0.33

Drawdowns

SXRZ.DE vs. LYY4.DE - Drawdown Comparison

The maximum SXRZ.DE drawdown since its inception was -29.90%, smaller than the maximum LYY4.DE drawdown of -54.07%. Use the drawdown chart below to compare losses from any high point for SXRZ.DE and LYY4.DE.


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Drawdown Indicators


SXRZ.DELYY4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.90%

-54.07%

+24.17%

Max Drawdown (1Y)

Largest decline over 1 year

-12.92%

-9.61%

-3.31%

Max Drawdown (3Y)

Largest decline over 3 years

-20.19%

-15.82%

-4.37%

Max Drawdown (5Y)

Largest decline over 5 years

-21.46%

-19.34%

-2.12%

Max Drawdown (10Y)

Largest decline over 10 years

-29.90%

-28.62%

-1.28%

Current Drawdown

Current decline from peak

-1.49%

-0.17%

-1.32%

Average Drawdown

Average peak-to-trough decline

-7.26%

-14.30%

+7.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.28%

2.93%

+1.35%

Volatility

SXRZ.DE vs. LYY4.DE - Volatility Comparison

iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.DE) has a higher volatility of 6.62% compared to Amundi Japan TOPIX II UCITS ETF EUR Dist (LYY4.DE) at 3.04%. This indicates that SXRZ.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


SXRZ.DELYY4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

3.04%

+3.58%

Volatility (6M)

Calculated over the trailing 6-month period

18.37%

14.29%

+4.08%

Volatility (1Y)

Calculated over the trailing 1-year period

23.34%

17.82%

+5.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.49%

16.25%

+2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.77%

16.33%

+1.44%

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

SXRZ.DE has a 0.48% expense ratio, which is higher than LYY4.DE's 0.45% expense ratio.


Dividends

SXRZ.DE vs. LYY4.DE - Dividend Comparison

SXRZ.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%
SXRZ.DE
iShares Nikkei 225 UCITS ETF (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


SXRZ.DE and LYY4.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYY4.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYY4.DE is cheaper with a 0.45% expense ratio, compared with 0.48% for SXRZ.DE.

SXRZ.DE tracks Nikkei 225®, while LYY4.DE tracks TOPIX®. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.48% for SXRZ.DE and 0.45% for LYY4.DE.

Portfolio Optimizer

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