TTPX.DE vs. XZMJ.DE
TTPX.DE (Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc)) and XZMJ.DE (Xtrackers MSCI Japan ESG UCITS ETF 1C) are both Japan Equities funds - TTPX.DE tracks the TOPIX Index (EUR Hedged) while XZMJ.DE tracks the MSCI Japan Low Carbon SRI Leaders. Both are passively managed. Over the past 5 years, TTPX.DE returned 18.70%/yr vs 8.04%/yr for XZMJ.DE. Their correlation of 0.81 suggests significant overlap in exposure. TTPX.DE charges 0.48%/yr vs 0.20%/yr for XZMJ.DE.
Performance
TTPX.DE vs. XZMJ.DE - Performance Comparison
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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 XZMJ.DE's 13.09% 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%
XZMJ.DE
- 1D
- -2.48%
- 1M
- -3.92%
- 6M
- 7.93%
- YTD
- 13.09%
- 1Y
- 29.07%
- 3Y*
- 15.04%
- 5Y*
- 8.04%
- 10Y*
- —
TTPX.DE vs. XZMJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | 16.07% | -15.31% |
XZMJ.DE Xtrackers MSCI Japan ESG UCITS ETF 1C | 13.09% | 10.86% | 16.16% | 14.57% | -16.10% | 7.03% | 9.17% | 26.79% | -26.96% |
Correlation
The correlation between TTPX.DE and XZMJ.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2018 | 0.81 |
The correlation between TTPX.DE and XZMJ.DE has been stable across timeframes, ranging from 0.79 to 0.87 - a consistent structural relationship.
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Return for Risk
TTPX.DE vs. XZMJ.DE — Risk / Return Rank
TTPX.DE
XZMJ.DE
TTPX.DE vs. XZMJ.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 Xtrackers MSCI Japan ESG UCITS ETF 1C (XZMJ.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 | XZMJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.25 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 4.26 | 2.29 | +1.97 |
| Martin ratioReturn relative to average drawdown | 14.65 | 7.46 | +7.19 |
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Drawdowns
TTPX.DE vs. XZMJ.DE - Drawdown Comparison
The maximum TTPX.DE drawdown since its inception was -36.52%, which is greater than XZMJ.DE's maximum drawdown of -30.29%. Use the drawdown chart below to compare losses from any high point for TTPX.DE and XZMJ.DE.
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Drawdown Indicators
| TTPX.DE | XZMJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.52% | -30.29% | -6.23% |
Max Drawdown (1Y)Largest decline over 1 year | -9.80% | -12.62% | +2.82% |
Max Drawdown (3Y)Largest decline over 3 years | -20.65% | -18.78% | -1.87% |
Max Drawdown (5Y)Largest decline over 5 years | -20.65% | -21.51% | +0.86% |
Max Drawdown (10Y)Largest decline over 10 years | -36.52% | — | — |
Current DrawdownCurrent decline from peak | -4.33% | -6.88% | +2.55% |
Average DrawdownAverage peak-to-trough decline | -7.80% | -9.87% | +2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 3.89% | -1.03% |
Volatility
TTPX.DE vs. XZMJ.DE - Volatility Comparison
The current volatility for Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc) (TTPX.DE) is 6.03%, while Xtrackers MSCI Japan ESG UCITS ETF 1C (XZMJ.DE) has a volatility of 6.75%. This indicates that TTPX.DE experiences smaller price fluctuations and is considered to be less risky than XZMJ.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 | XZMJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 6.75% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 15.54% | 17.79% | -2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.47% | 21.75% | -2.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.09% | 17.50% | +0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.15% | 19.99% | -1.84% |
TTPX.DE vs. XZMJ.DE - Expense Ratio Comparison
TTPX.DE has a 0.48% expense ratio, which is higher than XZMJ.DE's 0.20% expense ratio.
Dividends
TTPX.DE vs. XZMJ.DE - Dividend Comparison
Neither TTPX.DE nor XZMJ.DE has paid dividends to shareholders.
Frequently Asked Questions
TTPX.DE and XZMJ.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZMJ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZMJ.DE is cheaper with a 0.20% expense ratio, compared with 0.48% for TTPX.DE.
TTPX.DE tracks TOPIX Index (EUR Hedged), while XZMJ.DE tracks MSCI Japan Low Carbon SRI Leaders. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.48% for TTPX.DE and 0.20% for XZMJ.DE.
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