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

Performance

TTPX.DE vs. SXRZ.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 iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.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 20.00% return, which is significantly lower than SXRZ.DE's 37.92% return. Over the past 10 years, TTPX.DE has outperformed SXRZ.DE with an annualized return of 14.51%, while SXRZ.DE has yielded a comparatively lower 12.01% 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%

SXRZ.DE

1D
1.45%
1M
2.88%
6M
37.60%
YTD
37.92%
1Y
62.53%
3Y*
22.77%
5Y*
12.96%
10Y*
12.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
SXRZ.DE
iShares Nikkei 225 UCITS ETF (Acc)
37.92%15.71%13.83%17.70%-15.73%3.03%13.44%24.31%-5.20%10.07%

Correlation

The correlation between TTPX.DE and SXRZ.DE is 0.79, 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

0.79

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

0.79

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

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2013

0.81

The correlation between TTPX.DE and SXRZ.DE has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.

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Return for Risk

TTPX.DE vs. SXRZ.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: 8989
Overall Rank
TTPX.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
TTPX.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
TTPX.DE Omega Ratio Rank: 8888
Omega Ratio Rank
TTPX.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
TTPX.DE Martin Ratio Rank: 8989
Martin Ratio Rank

SXRZ.DE
SXRZ.DE Risk / Return Rank: 8888
Overall Rank
SXRZ.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SXRZ.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
SXRZ.DE Omega Ratio Rank: 8383
Omega Ratio Rank
SXRZ.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
SXRZ.DE Martin Ratio Rank: 8686
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. SXRZ.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 iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.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.DESXRZ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.45

1.41

+0.04

Calmar ratioReturn relative to maximum drawdown

4.69

4.82

-0.13

Martin ratioReturn relative to average drawdown

16.30

14.40

+1.91

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

The current TTPX.DE Sharpe Ratio is 2.41, which is comparable to the SXRZ.DE Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of TTPX.DE and SXRZ.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. SXRZ.DE - Drawdown Comparison

The maximum TTPX.DE drawdown since its inception was -36.52%, which is greater than SXRZ.DE's maximum drawdown of -29.90%. Use the drawdown chart below to compare losses from any high point for TTPX.DE and SXRZ.DE.


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Drawdown Indicators


TTPX.DESXRZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.52%

-29.90%

-6.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.80%

-12.92%

+3.12%

Max Drawdown (3Y)

Largest decline over 3 years

-20.65%

-20.19%

-0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-20.65%

-21.46%

+0.81%

Max Drawdown (10Y)

Largest decline over 10 years

-36.52%

-29.90%

-6.62%

Current Drawdown

Current decline from peak

-1.22%

-4.41%

+3.19%

Average Drawdown

Average peak-to-trough decline

-7.82%

-7.23%

-0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

4.33%

-1.51%

Volatility

TTPX.DE vs. SXRZ.DE - Volatility Comparison

The current volatility for Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc) (TTPX.DE) is 5.68%, while iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.DE) has a volatility of 9.64%. This indicates that TTPX.DE experiences smaller price fluctuations and is considered to be less risky than SXRZ.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.DESXRZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

9.64%

-3.96%

Volatility (6M)

Calculated over the trailing 6-month period

15.12%

20.05%

-4.93%

Volatility (1Y)

Calculated over the trailing 1-year period

19.07%

24.81%

-5.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.07%

18.93%

-0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.20%

17.94%

+0.26%

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

Both TTPX.DE and SXRZ.DE have an expense ratio of 0.48%.


Dividends

TTPX.DE vs. SXRZ.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


TTPX.DE and SXRZ.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.48% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

TTPX.DE and SXRZ.DE have the same expense ratio: 0.48% per year.

TTPX.DE tracks TOPIX Index (EUR Hedged), while SXRZ.DE tracks Nikkei 225®. They also come from different issuers: Amundi and iShares.

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