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VJPN.DE vs. LYY4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VJPN.DE vs. LYY4.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE) and Amundi Japan TOPIX II UCITS ETF EUR Dist (LYY4.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, VJPN.DE achieves a 16.51% return, which is significantly higher than LYY4.DE's 15.21% return. Over the past 10 years, VJPN.DE has outperformed LYY4.DE with an annualized return of 9.12%, while LYY4.DE has yielded a comparatively lower 8.60% annualized return.


VJPN.DE

1D
-0.36%
1M
3.70%
YTD
16.51%
6M
16.78%
1Y
31.52%
3Y*
15.46%
5Y*
9.91%
10Y*
9.12%

LYY4.DE

1D
-0.17%
1M
3.08%
YTD
15.21%
6M
15.56%
1Y
29.25%
3Y*
14.84%
5Y*
9.48%
10Y*
8.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VJPN.DE vs. LYY4.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VJPN.DE
Vanguard FTSE Japan UCITS ETF Distributing
16.51%13.28%13.05%15.88%-11.76%9.73%4.96%21.66%-10.15%8.00%
LYY4.DE
Amundi Japan TOPIX II UCITS ETF EUR Dist
15.21%13.10%12.42%14.70%-10.26%8.20%3.15%20.97%-11.07%10.82%

Correlation

The correlation between VJPN.DE and LYY4.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

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

0.99

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

0.99

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

0.91

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2015

0.83

The correlation between VJPN.DE and LYY4.DE shifts across timeframes, from 0.83 (all time) to 0.99 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VJPN.DE vs. LYY4.DE — Risk / Return Rank

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

VJPN.DE
VJPN.DE Risk / Return Rank: 5656
Overall Rank
VJPN.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VJPN.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
VJPN.DE Omega Ratio Rank: 5353
Omega Ratio Rank
VJPN.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
VJPN.DE Martin Ratio Rank: 5959
Martin Ratio Rank

LYY4.DE
LYY4.DE Risk / Return Rank: 5353
Overall Rank
LYY4.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
LYY4.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
LYY4.DE Omega Ratio Rank: 5050
Omega Ratio Rank
LYY4.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
LYY4.DE Martin Ratio Rank: 5656
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.

VJPN.DE vs. LYY4.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE) and Amundi Japan TOPIX II UCITS ETF EUR Dist (LYY4.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.


VJPN.DELYY4.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.32

1.31

+0.02

Calmar ratioReturn relative to maximum drawdown

3.12

2.95

+0.17

Martin ratioReturn relative to average drawdown

10.42

9.67

+0.76

VJPN.DE vs. LYY4.DE - Sharpe Ratio Comparison

The current VJPN.DE Sharpe Ratio is 1.67, which is comparable to the LYY4.DE Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of VJPN.DE and LYY4.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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Sharpe Ratios by Period


VJPN.DELYY4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

1.59

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.59

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.53

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.25

+0.30

Drawdowns

VJPN.DE vs. LYY4.DE - Drawdown Comparison

The maximum VJPN.DE drawdown since its inception was -28.32%, smaller than the maximum LYY4.DE drawdown of -54.07%. Use the drawdown chart below to compare losses from any high point for VJPN.DE and LYY4.DE.


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Drawdown Indicators


VJPN.DELYY4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.32%

-54.07%

+25.75%

Max Drawdown (1Y)

Largest decline over 1 year

-9.71%

-9.61%

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-16.03%

-15.82%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-18.86%

-19.34%

+0.48%

Max Drawdown (10Y)

Largest decline over 10 years

-28.32%

-28.62%

+0.30%

Current Drawdown

Current decline from peak

-0.36%

-0.17%

-0.19%

Average Drawdown

Average peak-to-trough decline

-5.87%

-14.30%

+8.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.93%

-0.02%

Volatility

VJPN.DE vs. LYY4.DE - Volatility Comparison

Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE) has a higher volatility of 3.35% compared to Amundi Japan TOPIX II UCITS ETF EUR Dist (LYY4.DE) at 3.04%. This indicates that VJPN.DE's price experiences larger fluctuations and is considered to be riskier than LYY4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VJPN.DELYY4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

3.04%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

14.54%

14.29%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

18.10%

17.82%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.18%

16.25%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%

16.33%

+0.95%

VJPN.DE vs. LYY4.DE - Expense Ratio Comparison

VJPN.DE has a 0.15% expense ratio, which is lower than LYY4.DE's 0.45% expense ratio.


Dividends

VJPN.DE vs. LYY4.DE - Dividend Comparison

VJPN.DE's dividend yield for the trailing twelve months is around 1.66%, more than LYY4.DE's 0.62% yield.


PositionTTM20252024202320222021202020192018201720162015
LYY4.DE
Amundi Japan TOPIX II UCITS ETF EUR Dist
0.62%0.71%0.74%1.24%1.88%1.34%1.14%1.94%1.86%1.44%1.98%1.80%
VJPN.DE
Vanguard FTSE Japan UCITS ETF Distributing
1.66%1.91%1.93%1.91%2.22%1.65%1.62%1.80%1.94%1.49%1.55%1.29%

Frequently Asked Questions


With a correlation of 0.99, VJPN.DE and LYY4.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, VJPN.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VJPN.DE is cheaper with a 0.15% expense ratio, compared with 0.45% for LYY4.DE.

VJPN.DE tracks TOPIX TR JPY, while LYY4.DE tracks TOPIX®. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.15% for VJPN.DE and 0.45% for LYY4.DE.

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