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TTPX.DE vs. JPNE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TTPX.DE vs. JPNE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc) (TTPX.DE) and Amundi MSCI Japan SRI Climate Paris Aligned UCITS ETF DR EUR Hedged (Dist) (JPNE.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, TTPX.DE achieves a 16.32% return, which is significantly higher than JPNE.DE's 10.38% return.


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%

JPNE.DE

1D
-1.44%
1M
2.52%
6M
6.51%
YTD
10.38%
1Y
29.29%
3Y*
13.68%
5Y*
11.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TTPX.DE vs. JPNE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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%7.42%
JPNE.DE
Amundi MSCI Japan SRI Climate Paris Aligned UCITS ETF DR EUR Hedged (Dist)
10.38%19.27%10.65%22.81%-10.54%11.39%6.72%8.16%

Correlation

The correlation between TTPX.DE and JPNE.DE is 0.88, 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

0.88

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

0.91

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

0.94

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2019

0.84

The correlation between TTPX.DE and JPNE.DE has been stable across timeframes, ranging from 0.84 to 0.94 - a consistent structural relationship.

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Return for Risk

TTPX.DE vs. JPNE.DE — Risk / Return Rank

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

TTPX.DE
TTPX.DE Risk / Return Rank: 8888
Overall Rank
TTPX.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
TTPX.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
TTPX.DE Omega Ratio Rank: 8585
Omega Ratio Rank
TTPX.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
TTPX.DE Martin Ratio Rank: 8989
Martin Ratio Rank

JPNE.DE
JPNE.DE Risk / Return Rank: 6767
Overall Rank
JPNE.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
JPNE.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
JPNE.DE Omega Ratio Rank: 6161
Omega Ratio Rank
JPNE.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
JPNE.DE Martin Ratio Rank: 7171
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.

TTPX.DE vs. JPNE.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 MSCI Japan SRI Climate Paris Aligned UCITS ETF DR EUR Hedged (Dist) (JPNE.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.DEJPNE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.39

1.28

+0.11

Calmar ratioReturn relative to maximum drawdown

4.26

2.98

+1.29

Martin ratioReturn relative to average drawdown

14.65

9.35

+5.31

TTPX.DE vs. JPNE.DE - Sharpe Ratio Comparison

The current TTPX.DE Sharpe Ratio is 2.16, which is higher than the JPNE.DE Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of TTPX.DE and JPNE.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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Drawdowns

TTPX.DE vs. JPNE.DE - Drawdown Comparison

The maximum TTPX.DE drawdown since its inception was -36.52%, which is greater than JPNE.DE's maximum drawdown of -18.29%. Use the drawdown chart below to compare losses from any high point for TTPX.DE and JPNE.DE.


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Drawdown Indicators


TTPX.DEJPNE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.52%

-18.29%

-18.23%

Max Drawdown (1Y)

Largest decline over 1 year

-9.80%

-9.80%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-20.65%

-17.75%

-2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-20.65%

-18.06%

-2.59%

Max Drawdown (10Y)

Largest decline over 10 years

-36.52%

Current Drawdown

Current decline from peak

-4.33%

-2.35%

-1.98%

Average Drawdown

Average peak-to-trough decline

-7.80%

-5.33%

-2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

3.13%

-0.27%

Volatility

TTPX.DE vs. JPNE.DE - Volatility Comparison

Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc) (TTPX.DE) and Amundi MSCI Japan SRI Climate Paris Aligned UCITS ETF DR EUR Hedged (Dist) (JPNE.DE) have volatilities of 6.03% and 5.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTPX.DEJPNE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.03%

5.78%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

15.54%

14.21%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

19.47%

18.70%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.09%

17.48%

+0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.15%

17.35%

+0.80%

TTPX.DE vs. JPNE.DE - Expense Ratio Comparison

TTPX.DE has a 0.48% expense ratio, which is higher than JPNE.DE's 0.20% expense ratio.


Dividends

TTPX.DE vs. JPNE.DE - Dividend Comparison

TTPX.DE has not paid dividends to shareholders, while JPNE.DE's dividend yield for the trailing twelve months is around 1.24%.


PositionTTM2025202420232022202120202019
JPNE.DE
Amundi MSCI Japan SRI Climate Paris Aligned UCITS ETF DR EUR Hedged (Dist)
1.24%1.37%1.37%1.34%1.62%1.92%1.88%0.93%
TTPX.DE
Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TTPX.DE and JPNE.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JPNE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPNE.DE is cheaper with a 0.20% expense ratio, compared with 0.48% for TTPX.DE.

TTPX.DE tracks TOPIX Index (EUR Hedged), while JPNE.DE tracks MSCI Japan SRI Filtered PAB Index (EUR Hedged). Their fees differ too: 0.48% for TTPX.DE and 0.20% for JPNE.DE.

Portfolio Optimizer

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