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TPXG.L vs. LGJP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TPXG.L vs. LGJP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Japan Topix UCITS ETF JPY (TPXG.L) and L&G Japan Equity UCITS ETF USD (Acc) (LGJP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TPXG.L is traded in GBp, while LGJP.L is traded in USD. To make them comparable, the LGJP.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with TPXG.L having a 12.34% return and LGJP.L slightly higher at 12.60%.


TPXG.L

1D
-1.89%
1M
-4.33%
6M
5.74%
YTD
12.34%
1Y
28.73%
3Y*
15.12%
5Y*
9.36%
10Y*
8.57%

LGJP.L

1D
-1.94%
1M
-5.49%
6M
5.89%
YTD
12.60%
1Y
29.38%
3Y*
15.18%
5Y*
9.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TPXG.L vs. LGJP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TPXG.L
Amundi Japan Topix UCITS ETF JPY
12.34%18.25%8.19%13.45%-5.57%1.08%10.62%15.26%-6.83%
LGJP.L
L&G Japan Equity UCITS ETF USD (Acc)
12.60%16.72%10.25%14.24%-6.86%2.01%13.16%14.08%-5.47%

Correlation

The correlation between TPXG.L and LGJP.L is 0.95 - 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

0.95

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

0.94

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

0.93

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2018

0.91

The correlation between TPXG.L and LGJP.L has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

TPXG.L vs. LGJP.L — Risk / Return Rank

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

TPXG.L
TPXG.L Risk / Return Rank: 6262
Overall Rank
TPXG.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
TPXG.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
TPXG.L Omega Ratio Rank: 6161
Omega Ratio Rank
TPXG.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
TPXG.L Martin Ratio Rank: 6161
Martin Ratio Rank

LGJP.L
LGJP.L Risk / Return Rank: 5656
Overall Rank
LGJP.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
LGJP.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
LGJP.L Omega Ratio Rank: 5555
Omega Ratio Rank
LGJP.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
LGJP.L 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.

TPXG.L vs. LGJP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Japan Topix UCITS ETF JPY (TPXG.L) and L&G Japan Equity UCITS ETF USD (Acc) (LGJP.L). 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.


TPXG.LLGJP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.29

1.27

+0.02

Calmar ratioReturn relative to maximum drawdown

2.71

2.72

-0.01

Martin ratioReturn relative to average drawdown

8.39

8.34

+0.05

TPXG.L vs. LGJP.L - Sharpe Ratio Comparison

The current TPXG.L Sharpe Ratio is 1.57, which is comparable to the LGJP.L Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of TPXG.L and LGJP.L, 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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Drawdowns

TPXG.L vs. LGJP.L - Drawdown Comparison

The maximum TPXG.L drawdown since its inception was -59.09%, which is greater than LGJP.L's maximum drawdown of -23.10%. Use the drawdown chart below to compare losses from any high point for TPXG.L and LGJP.L.


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Drawdown Indicators


TPXG.LLGJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-59.09%

-23.10%

-35.99%

Max Drawdown (1Y)

Largest decline over 1 year

-10.57%

-10.76%

+0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-13.59%

-13.79%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

-18.15%

-0.48%

Max Drawdown (10Y)

Largest decline over 10 years

-49.79%

Current Drawdown

Current decline from peak

-6.31%

-6.88%

+0.57%

Average Drawdown

Average peak-to-trough decline

-17.26%

-4.98%

-12.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

3.51%

-0.09%

Volatility

TPXG.L vs. LGJP.L - Volatility Comparison

The current volatility for Amundi Japan Topix UCITS ETF JPY (TPXG.L) is 5.84%, while L&G Japan Equity UCITS ETF USD (Acc) (LGJP.L) has a volatility of 6.47%. This indicates that TPXG.L experiences smaller price fluctuations and is considered to be less risky than LGJP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TPXG.LLGJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

6.47%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

15.22%

17.01%

-1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

18.29%

20.11%

-1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.54%

16.82%

-1.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.42%

17.44%

+11.98%

TPXG.L vs. LGJP.L - Expense Ratio Comparison

TPXG.L has a 0.20% expense ratio, which is higher than LGJP.L's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

TPXG.L vs. LGJP.L - Dividend Comparison

Neither TPXG.L nor LGJP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, TPXG.L and LGJP.L 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, LGJP.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LGJP.L is cheaper with a 0.10% expense ratio, compared with 0.20% for TPXG.L.

TPXG.L tracks TOPIX TR JPY, while LGJP.L tracks Solactive Core Japan Large & Mid Cap USD Index NTR. They also come from different issuers: Amundi and L&G. Their fees differ too: 0.20% for TPXG.L and 0.10% for LGJP.L.

Portfolio Optimizer

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