TTE.PA vs. EWJ
TTE.PA (TotalEnergies SE) is a stock, while EWJ (iShares MSCI Japan ETF) is Japan Equities fund tracking the MSCI Japan Index. Over the past 10 years, TTE.PA returned 12.99%/yr vs 9.20%/yr for EWJ. At a 0.30 correlation, their price movements are largely independent.
Performance
TTE.PA vs. EWJ - Performance Comparison
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Different Trading Currencies
TTE.PA is traded in EUR, while EWJ is traded in USD. To make them comparable, the EWJ values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, TTE.PA achieves a 38.86% return, which is significantly higher than EWJ's 16.59% return. Over the past 10 years, TTE.PA has outperformed EWJ with an annualized return of 12.99%, while EWJ has yielded a comparatively lower 9.20% annualized return.
TTE.PA
- 1D
- -2.08%
- 1M
- -2.92%
- YTD
- 38.86%
- 6M
- 40.98%
- 1Y
- 47.70%
- 3Y*
- 18.33%
- 5Y*
- 20.50%
- 10Y*
- 12.99%
EWJ
- 1D
- 0.66%
- 1M
- 1.60%
- YTD
- 16.59%
- 6M
- 16.19%
- 1Y
- 31.54%
- 3Y*
- 13.89%
- 5Y*
- 9.55%
- 10Y*
- 9.20%
TTE.PA vs. EWJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTE.PA TotalEnergies SE | 38.86% | 12.36% | -9.01% | 10.44% | 41.51% | 35.56% | -22.51% | 10.85% | 5.41% | -0.35% |
EWJ iShares MSCI Japan ETF | 16.59% | 10.91% | 14.10% | 16.69% | -12.62% | 8.72% | 5.89% | 22.03% | -10.07% | 8.99% |
Correlation
The correlation between TTE.PA and EWJ is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2007 | 0.30 |
The correlation between TTE.PA and EWJ shifts across timeframes, from -0.02 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TTE.PA vs. EWJ — Risk / Return Rank
TTE.PA
EWJ
TTE.PA vs. EWJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TotalEnergies SE (TTE.PA) and iShares MSCI Japan ETF (EWJ). 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.
| TTE.PA | EWJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.31 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.87 | 2.74 | +2.13 |
| Martin ratioReturn relative to average drawdown | 13.81 | 9.60 | +4.21 |
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Drawdowns
TTE.PA vs. EWJ - Drawdown Comparison
The maximum TTE.PA drawdown since its inception was -58.68%, which is greater than EWJ's maximum drawdown of -46.15%. Use the drawdown chart below to compare losses from any high point for TTE.PA and EWJ.
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Drawdown Indicators
| TTE.PA | EWJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.68% | -46.15% | -12.53% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -11.34% | +1.65% |
Max Drawdown (3Y)Largest decline over 3 years | -26.71% | -16.38% | -10.33% |
Max Drawdown (5Y)Largest decline over 5 years | -26.71% | -19.48% | -7.23% |
Max Drawdown (10Y)Largest decline over 10 years | -58.68% | -29.30% | -29.38% |
Current DrawdownCurrent decline from peak | -5.60% | -1.13% | -4.47% |
Average DrawdownAverage peak-to-trough decline | -14.67% | -11.98% | -2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 3.23% | +0.21% |
Volatility
TTE.PA vs. EWJ - Volatility Comparison
TotalEnergies SE (TTE.PA) has a higher volatility of 6.18% compared to iShares MSCI Japan ETF (EWJ) at 5.40%. This indicates that TTE.PA's price experiences larger fluctuations and is considered to be riskier than EWJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTE.PA | EWJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 5.40% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 17.52% | 14.40% | +3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.75% | 18.59% | +3.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.36% | 17.24% | +7.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.39% | 17.11% | +9.28% |
Dividends
TTE.PA vs. EWJ - Dividend Comparison
TTE.PA's dividend yield for the trailing twelve months is around 4.45%, more than EWJ's 3.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWJ iShares MSCI Japan ETF | 3.94% | 4.52% | 2.34% | 2.03% | 1.23% | 2.08% | 1.04% | 2.03% | 1.71% | 1.25% | 1.95% | 1.27% |
TTE.PA TotalEnergies SE | 4.45% | 7.43% | 5.73% | 4.64% | 6.26% | 5.92% | 7.59% | 3.94% | 5.46% | 5.36% | 5.01% | 5.91% |
Frequently Asked Questions
TTE.PA and EWJ have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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