TTPX.DE vs. LYPG.DE

Last updated Jul 4, 2026

TTPX.DE (Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc)) and LYPG.DE (Amundi MSCI World Information Technology UCITS ETF EUR Acc) are both exchange-traded funds - TTPX.DE is a Japan Equities fund tracking the TOPIX Index (EUR Hedged), while LYPG.DE is a Technology Equities fund tracking the MSCI World Information Technology. Both are passively managed. Over the past 10 years, TTPX.DE returned 14.51%/yr vs 23.46%/yr for LYPG.DE. A 0.58 correlation means they provide meaningful diversification when combined. TTPX.DE charges 0.48%/yr vs 0.30%/yr for LYPG.DE.

Performance

TTPX.DE vs. LYPG.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 World Information Technology UCITS ETF EUR Acc (LYPG.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with TTPX.DE having a 20.00% return and LYPG.DE slightly higher at 20.93%. Over the past 10 years, TTPX.DE has underperformed LYPG.DE with an annualized return of 14.51%, while LYPG.DE has yielded a comparatively higher 23.46% annualized return.

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%

LYPG.DE

• 1D: 0.55%
• 1M: -5.27%
• 6M: 21.91%
• YTD: 20.93%
• 1Y: 36.79%
• 3Y*: 26.69%
• 5Y*: 19.14%
• 10Y*: 23.46%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TTPX.DE vs. LYPG.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%
LYPG.DE Amundi MSCI World Information Technology UCITS ETF EUR Acc	20.93%	9.20%	41.03%	49.19%	-28.32%	41.72%	30.66%	51.20%	0.61%	20.65%

Correlation

The correlation between TTPX.DE and LYPG.DE is 0.50, 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	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.48
Correlation (5Y) Calculated over the trailing 5-year period	0.54
Correlation (10Y) Calculated over the trailing 10-year period	0.57
Correlation (All Time) Calculated using the full available price history since Feb 26, 2013	0.58

The correlation between TTPX.DE and LYPG.DE shifts across timeframes, from 0.48 (3 years) to 0.58 (all time), reflecting how their relationship changes across market environments.

Return for Risk

TTPX.DE vs. LYPG.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: 89
TTPX.DE Sharpe Ratio Rank: 89
TTPX.DE Sortino Ratio Rank: 89
TTPX.DE Omega Ratio Rank: 88
TTPX.DE Calmar Ratio Rank: 91
TTPX.DE Martin Ratio Rank: 89

LYPG.DE

LYPG.DE Risk / Return Rank: 55
LYPG.DE Sharpe Ratio Rank: 62
LYPG.DE Sortino Ratio Rank: 57
LYPG.DE Omega Ratio Rank: 54
LYPG.DE Calmar Ratio Rank: 56
LYPG.DE Martin Ratio Rank: 44

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. LYPG.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 World Information Technology UCITS ETF EUR Acc (LYPG.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	LYPG.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.41	1.69	+0.72
Sortino ratio: Return per unit of downside risk	3.35	2.27	+1.08
Omega ratio: Gain probability vs. loss probability	1.45	1.28	+0.17
Calmar ratio: Return relative to maximum drawdown	4.69	2.35	+2.34
Martin ratio: Return relative to average drawdown	16.30	5.97	+10.33

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

The current TTPX.DE Sharpe Ratio is 2.41, which is higher than the LYPG.DE Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of TTPX.DE and LYPG.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.

Drawdowns

TTPX.DE vs. LYPG.DE - Drawdown Comparison

The maximum TTPX.DE drawdown since its inception was -36.52%, which is greater than LYPG.DE's maximum drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for TTPX.DE and LYPG.DE.

Drawdown Indicators

	TTPX.DE	LYPG.DE	Difference
Max Drawdown Largest peak-to-trough decline	-36.52%	-31.83%	-4.69%
Max Drawdown (1Y) Largest decline over 1 year	-9.80%	-15.58%	+5.78%
Max Drawdown (3Y) Largest decline over 3 years	-20.65%	-29.64%	+8.99%
Max Drawdown (5Y) Largest decline over 5 years	-20.65%	-29.64%	+8.99%
Max Drawdown (10Y) Largest decline over 10 years	-36.52%	-31.83%	-4.69%
Current Drawdown Current decline from peak	-1.22%	-5.87%	+4.65%
Average Drawdown Average peak-to-trough decline	-7.82%	-5.65%	-2.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.82%	6.14%	-3.32%

Volatility

TTPX.DE vs. LYPG.DE - Volatility Comparison

The current volatility for Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc) (TTPX.DE) is 5.68%, while Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a volatility of 8.14%. This indicates that TTPX.DE experiences smaller price fluctuations and is considered to be less risky than LYPG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TTPX.DE	LYPG.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.68%	8.14%	-2.46%
Volatility (6M) Calculated over the trailing 6-month period	15.12%	16.53%	-1.41%
Volatility (1Y) Calculated over the trailing 1-year period	19.07%	21.74%	-2.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.07%	22.77%	-4.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.20%	21.52%	-3.32%

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

TTPX.DE has a 0.48% expense ratio, which is higher than LYPG.DE's 0.30% expense ratio.

Dividends

TTPX.DE vs. LYPG.DE - Dividend Comparison

Neither TTPX.DE nor LYPG.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both TTPX.DE and LYPG.DE in my portfolio?

TTPX.DE and LYPG.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TTPX.DE or LYPG.DE?

On fees, LYPG.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TTPX.DE or LYPG.DE?

LYPG.DE is cheaper with a 0.30% expense ratio, compared with 0.48% for TTPX.DE.

What is the main difference between TTPX.DE and LYPG.DE?

TTPX.DE is categorized as Japan Equities, while LYPG.DE is Technology Equities. TTPX.DE tracks TOPIX Index (EUR Hedged), while LYPG.DE tracks MSCI World Information Technology. Their fees differ too: 0.48% for TTPX.DE and 0.30% for LYPG.DE.