TTPX.DE vs. AUM5.DE
TTPX.DE (Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - TTPX.DE is a Japan Equities fund tracking the TOPIX Index (EUR Hedged), while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, TTPX.DE returned 14.51%/yr vs 15.03%/yr for AUM5.DE. A 0.62 correlation means they provide meaningful diversification when combined. TTPX.DE charges 0.48%/yr vs 0.15%/yr for AUM5.DE.
Performance
TTPX.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, TTPX.DE achieves a 20.00% return, which is significantly higher than AUM5.DE's 12.24% return. Both investments have delivered pretty close results over the past 10 years, with TTPX.DE having a 14.51% annualized return and AUM5.DE not far ahead at 15.03%.
TTPX.DE
- 1D
- 1.01%
- 1M
- 2.45%
- 6M
- 19.74%
- YTD
- 20.00%
- 1Y
- 46.17%
- 3Y*
- 25.47%
- 5Y*
- 19.18%
- 10Y*
- 14.51%
AUM5.DE
- 1D
- 0.21%
- 1M
- 0.61%
- 6M
- 13.04%
- YTD
- 12.24%
- 1Y
- 24.13%
- 3Y*
- 18.43%
- 5Y*
- 13.81%
- 10Y*
- 15.03%
TTPX.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTPX.DE Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc) | 20.00% | 27.49% | 21.75% | 32.48% | -4.73% | 10.61% | 5.85% | 16.07% | -17.94% | 20.25% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 12.24% | 4.80% | 32.40% | 22.65% | -14.14% | 40.97% | 7.09% | 34.94% | -1.01% | 6.83% |
Correlation
The correlation between TTPX.DE and AUM5.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2013 | 0.62 |
The correlation between TTPX.DE and AUM5.DE shifts across timeframes, from 0.51 (3 years) to 0.62 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TTPX.DE vs. AUM5.DE — Risk / Return Rank
TTPX.DE
AUM5.DE
TTPX.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc) (TTPX.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.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.
| TTPX.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.37 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.69 | 3.35 | +1.34 |
| Martin ratioReturn relative to average drawdown | 16.30 | 11.77 | +4.54 |
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Drawdowns
TTPX.DE vs. AUM5.DE - Drawdown Comparison
The maximum TTPX.DE drawdown since its inception was -36.52%, which is greater than AUM5.DE's maximum drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for TTPX.DE and AUM5.DE.
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Drawdown Indicators
| TTPX.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.52% | -33.65% | -2.87% |
Max Drawdown (1Y)Largest decline over 1 year | -9.80% | -7.18% | -2.62% |
Max Drawdown (3Y)Largest decline over 3 years | -20.65% | -23.30% | +2.65% |
Max Drawdown (5Y)Largest decline over 5 years | -20.65% | -23.30% | +2.65% |
Max Drawdown (10Y)Largest decline over 10 years | -36.52% | -33.65% | -2.87% |
Current DrawdownCurrent decline from peak | -1.22% | -0.65% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -7.82% | -3.98% | -3.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.04% | +0.78% |
Volatility
TTPX.DE vs. AUM5.DE - Volatility Comparison
Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc) (TTPX.DE) has a higher volatility of 5.68% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 3.66%. This indicates that TTPX.DE's price experiences larger fluctuations and is considered to be riskier than AUM5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTPX.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 3.66% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 15.12% | 7.97% | +7.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.07% | 11.89% | +7.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.07% | 15.22% | +2.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 16.08% | +2.12% |
TTPX.DE vs. AUM5.DE - Expense Ratio Comparison
TTPX.DE has a 0.48% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Dividends
TTPX.DE vs. AUM5.DE - Dividend Comparison
Neither TTPX.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
TTPX.DE and AUM5.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AUM5.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AUM5.DE is cheaper with a 0.15% expense ratio, compared with 0.48% for TTPX.DE.
TTPX.DE is categorized as Japan Equities, while AUM5.DE is S&P 500. TTPX.DE tracks TOPIX Index (EUR Hedged), while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.48% for TTPX.DE and 0.15% for AUM5.DE.
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