PortfoliosLab logoPortfoliosLab logo
WTDX.DE vs. JPNH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTDX.DE vs. JPNH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) and Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist) (JPNH.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WTDX.DE achieves a 22.21% return, which is significantly higher than JPNH.DE's 16.56% return. Over the past 10 years, WTDX.DE has outperformed JPNH.DE with an annualized return of 17.73%, while JPNH.DE has yielded a comparatively lower 13.42% annualized return.


WTDX.DE

1D
-2.38%
1M
-1.31%
6M
12.25%
YTD
22.21%
1Y
51.38%
3Y*
29.84%
5Y*
27.20%
10Y*
17.73%

JPNH.DE

1D
-2.24%
1M
-2.67%
6M
9.41%
YTD
16.56%
1Y
42.09%
3Y*
24.65%
5Y*
18.61%
10Y*
13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTDX.DE vs. JPNH.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WTDX.DE
WisdomTree Japan Equity UCITS ETF USD Hedged
22.21%17.86%36.79%37.12%11.85%27.70%-6.91%24.57%-17.23%8.62%
JPNH.DE
Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist)
16.56%27.75%21.23%32.08%-4.87%10.85%5.84%15.91%-17.82%20.38%

Correlation

The correlation between WTDX.DE and JPNH.DE is 0.89, 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

0.89

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

0.89

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

0.85

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

0.69

Correlation (All Time)
Calculated using the full available price history since May 18, 2015

0.71

The correlation between WTDX.DE and JPNH.DE shifts across timeframes, from 0.69 (10 years) to 0.89 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

WTDX.DE vs. JPNH.DE — Risk / Return Rank

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

WTDX.DE
WTDX.DE Risk / Return Rank: 9393
Overall Rank
WTDX.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
WTDX.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
WTDX.DE Omega Ratio Rank: 9191
Omega Ratio Rank
WTDX.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
WTDX.DE Martin Ratio Rank: 9595
Martin Ratio Rank

JPNH.DE
JPNH.DE Risk / Return Rank: 8787
Overall Rank
JPNH.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
JPNH.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
JPNH.DE Omega Ratio Rank: 8585
Omega Ratio Rank
JPNH.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
JPNH.DE Martin Ratio Rank: 8989
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.

WTDX.DE vs. JPNH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) and Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist) (JPNH.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.


WTDX.DEJPNH.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.46

1.39

+0.07

Calmar ratioReturn relative to maximum drawdown

6.32

4.16

+2.17

Martin ratioReturn relative to average drawdown

20.92

14.64

+6.28

WTDX.DE vs. JPNH.DE - Sharpe Ratio Comparison

The current WTDX.DE Sharpe Ratio is 2.61, which is comparable to the JPNH.DE Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of WTDX.DE and JPNH.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.


Loading charts...

Drawdowns

WTDX.DE vs. JPNH.DE - Drawdown Comparison

The maximum WTDX.DE drawdown since its inception was -38.23%, roughly equal to the maximum JPNH.DE drawdown of -36.52%. Use the drawdown chart below to compare losses from any high point for WTDX.DE and JPNH.DE.


Loading charts...

Drawdown Indicators


WTDX.DEJPNH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.23%

-36.52%

-1.71%

Max Drawdown (1Y)

Largest decline over 1 year

-8.09%

-10.08%

+1.99%

Max Drawdown (3Y)

Largest decline over 3 years

-23.65%

-20.72%

-2.93%

Max Drawdown (5Y)

Largest decline over 5 years

-23.65%

-20.72%

-2.93%

Max Drawdown (10Y)

Largest decline over 10 years

-32.53%

-36.52%

+3.99%

Current Drawdown

Current decline from peak

-4.85%

-4.32%

-0.53%

Average Drawdown

Average peak-to-trough decline

-9.16%

-7.95%

-1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

2.87%

-0.42%

Volatility

WTDX.DE vs. JPNH.DE - Volatility Comparison

WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) and Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist) (JPNH.DE) have volatilities of 5.85% and 5.93%, 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.


Loading charts...

Volatility by Period


WTDX.DEJPNH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

5.93%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

14.87%

15.63%

-0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

19.82%

19.58%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.46%

18.07%

+1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.53%

18.18%

+3.35%

WTDX.DE vs. JPNH.DE - Expense Ratio Comparison

WTDX.DE has a 0.48% expense ratio, which is higher than JPNH.DE's 0.45% expense ratio.


Dividends

WTDX.DE vs. JPNH.DE - Dividend Comparison

WTDX.DE's dividend yield for the trailing twelve months is around 0.83%, more than JPNH.DE's 0.76% yield.


PositionTTM20252024202320222021202020192018201720162015
JPNH.DE
Amundi Japan TOPIX II UCITS ETF EUR Hedged (Dist)
0.76%0.89%1.52%1.29%1.66%1.33%1.09%1.93%1.89%1.36%1.96%1.84%
WTDX.DE
WisdomTree Japan Equity UCITS ETF USD Hedged
0.83%1.68%1.52%1.97%2.28%1.52%2.10%2.01%2.17%1.14%1.90%0.06%

Frequently Asked Questions


WTDX.DE and JPNH.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JPNH.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPNH.DE is cheaper with a 0.45% expense ratio, compared with 0.48% for WTDX.DE.

WTDX.DE tracks WisdomTree Japan Hedged Equity UCITS Index, while JPNH.DE tracks TOPIX Index (EUR Hedged). They also come from different issuers: WisdomTree and Amundi. Their fees differ too: 0.48% for WTDX.DE and 0.45% for JPNH.DE.

Portfolio Optimizer

Find the right allocation for WTDX.DE and JPNH.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer