UIM5.DE vs. JP40.DE
UIM5.DE (UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis) and JP40.DE (Amundi JPX Nikkei 400 UCITS ETF EUR) are both Japan Equities funds - UIM5.DE tracks the MSCI Japan while JP40.DE tracks the JPX-Nikkei 400. Both are passively managed. Over the past 10 years, UIM5.DE returned 9.20%/yr vs 8.93%/yr for JP40.DE. With a 0.96 correlation, they move nearly in lockstep. UIM5.DE charges 0.12%/yr vs 0.18%/yr for JP40.DE.
Performance
UIM5.DE vs. JP40.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with UIM5.DE having a 16.79% return and JP40.DE slightly lower at 16.15%. Both investments have delivered pretty close results over the past 10 years, with UIM5.DE having a 9.20% annualized return and JP40.DE not far behind at 8.93%.
UIM5.DE
- 1D
- -0.44%
- 1M
- 5.95%
- YTD
- 16.79%
- 6M
- 16.65%
- 1Y
- 30.63%
- 3Y*
- 15.54%
- 5Y*
- 10.07%
- 10Y*
- 9.20%
JP40.DE
- 1D
- -0.23%
- 1M
- 4.75%
- YTD
- 16.15%
- 6M
- 16.32%
- 1Y
- 28.73%
- 3Y*
- 14.99%
- 5Y*
- 9.88%
- 10Y*
- 8.93%
UIM5.DE vs. JP40.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UIM5.DE UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis | 16.79% | 12.70% | 13.66% | 16.46% | -12.43% | 10.03% | 5.15% | 22.27% | -9.99% | 9.08% |
JP40.DE Amundi JPX Nikkei 400 UCITS ETF EUR | 16.15% | 12.78% | 13.18% | 15.77% | -11.05% | 8.49% | 4.79% | 22.33% | -10.68% | 9.57% |
Correlation
The correlation between UIM5.DE and JP40.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2015 | 0.97 |
The correlation between UIM5.DE and JP40.DE has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.
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Return for Risk
UIM5.DE vs. JP40.DE — Risk / Return Rank
UIM5.DE
JP40.DE
UIM5.DE vs. JP40.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis (UIM5.DE) and Amundi JPX Nikkei 400 UCITS ETF EUR (JP40.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.
| UIM5.DE | JP40.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.31 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 3.03 | -0.01 |
| Martin ratioReturn relative to average drawdown | 9.82 | 10.04 | -0.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UIM5.DE | JP40.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 1.58 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.59 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.54 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.46 | -0.19 |
Drawdowns
UIM5.DE vs. JP40.DE - Drawdown Comparison
The maximum UIM5.DE drawdown since its inception was -54.88%, which is greater than JP40.DE's maximum drawdown of -28.51%. Use the drawdown chart below to compare losses from any high point for UIM5.DE and JP40.DE.
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Drawdown Indicators
| UIM5.DE | JP40.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.88% | -28.51% | -26.37% |
Max Drawdown (1Y)Largest decline over 1 year | -10.08% | -9.43% | -0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -16.88% | -15.82% | -1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -19.02% | -19.66% | +0.64% |
Max Drawdown (10Y)Largest decline over 10 years | -28.09% | -28.51% | +0.42% |
Current DrawdownCurrent decline from peak | -0.44% | -0.23% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -14.32% | -6.10% | -8.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.85% | +0.26% |
Volatility
UIM5.DE vs. JP40.DE - Volatility Comparison
UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis (UIM5.DE) and Amundi JPX Nikkei 400 UCITS ETF EUR (JP40.DE) have volatilities of 3.41% and 3.29%, 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
| UIM5.DE | JP40.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 3.29% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 15.06% | 14.70% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 18.10% | +0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.64% | 16.56% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 16.50% | -0.07% |
UIM5.DE vs. JP40.DE - Expense Ratio Comparison
UIM5.DE has a 0.12% expense ratio, which is lower than JP40.DE's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
UIM5.DE vs. JP40.DE - Dividend Comparison
UIM5.DE's dividend yield for the trailing twelve months is around 1.59%, while JP40.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JP40.DE Amundi JPX Nikkei 400 UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UIM5.DE UBS ETF (LU) MSCI Japan UCITS ETF (JPY) A-dis | 1.59% | 1.71% | 1.67% | 1.80% | 2.11% | 1.52% | 1.66% | 1.65% | 1.58% | 1.32% | 1.54% | 1.20% |
Frequently Asked Questions
With a correlation of 0.94, UIM5.DE and JP40.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, UIM5.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIM5.DE is cheaper with a 0.12% expense ratio, compared with 0.18% for JP40.DE.
UIM5.DE tracks MSCI Japan, while JP40.DE tracks JPX-Nikkei 400. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.12% for UIM5.DE and 0.18% for JP40.DE.
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