WTIZ.DE vs. JP40.DE
WTIZ.DE (WisdomTree Japan Equity UCITS ETF JPY Acc) and JP40.DE (Amundi JPX Nikkei 400 UCITS ETF EUR) are both Japan Equities funds - WTIZ.DE tracks the WisdomTree Japan Equity while JP40.DE tracks the JPX-Nikkei 400. Both are passively managed. Over the past 5 years, WTIZ.DE returned 14.12%/yr vs 9.88%/yr for JP40.DE. Their correlation of 0.91 suggests significant overlap in exposure. WTIZ.DE charges 0.40%/yr vs 0.18%/yr for JP40.DE.
Performance
WTIZ.DE vs. JP40.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTIZ.DE achieves a 17.38% return, which is significantly higher than JP40.DE's 16.15% return.
WTIZ.DE
- 1D
- 0.16%
- 1M
- 3.74%
- YTD
- 17.38%
- 6M
- 18.93%
- 1Y
- 34.34%
- 3Y*
- 19.46%
- 5Y*
- 14.12%
- 10Y*
- —
JP40.DE
- 1D
- -0.23%
- 1M
- 2.36%
- YTD
- 16.15%
- 6M
- 16.10%
- 1Y
- 29.23%
- 3Y*
- 14.99%
- 5Y*
- 9.88%
- 10Y*
- 8.93%
WTIZ.DE vs. JP40.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY Acc | 17.38% | 15.16% | 17.99% | 21.47% | -4.73% | 14.55% | 11.02% |
JP40.DE Amundi JPX Nikkei 400 UCITS ETF EUR | 16.15% | 12.78% | 13.18% | 15.77% | -11.05% | 8.49% | 11.68% |
Correlation
The correlation between WTIZ.DE and JP40.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 | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2020 | 0.91 |
The correlation between WTIZ.DE and JP40.DE has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.
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Return for Risk
WTIZ.DE vs. JP40.DE — Risk / Return Rank
WTIZ.DE
JP40.DE
WTIZ.DE vs. JP40.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.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.
| WTIZ.DE | JP40.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.31 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.19 | 3.03 | +0.15 |
| Martin ratioReturn relative to average drawdown | 10.27 | 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
| WTIZ.DE | JP40.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 1.58 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.59 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.46 | +0.45 |
Drawdowns
WTIZ.DE vs. JP40.DE - Drawdown Comparison
The maximum WTIZ.DE drawdown since its inception was -17.17%, smaller than the maximum JP40.DE drawdown of -28.51%. Use the drawdown chart below to compare losses from any high point for WTIZ.DE and JP40.DE.
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Drawdown Indicators
| WTIZ.DE | JP40.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.17% | -28.51% | +11.34% |
Max Drawdown (1Y)Largest decline over 1 year | -10.49% | -9.43% | -1.06% |
Max Drawdown (3Y)Largest decline over 3 years | -17.17% | -15.82% | -1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -17.17% | -19.66% | +2.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.51% | — |
Current DrawdownCurrent decline from peak | -0.39% | -0.23% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -3.62% | -6.10% | +2.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 2.85% | +0.41% |
Volatility
WTIZ.DE vs. JP40.DE - Volatility Comparison
WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) has a higher volatility of 3.61% compared to Amundi JPX Nikkei 400 UCITS ETF EUR (JP40.DE) at 3.29%. This indicates that WTIZ.DE's price experiences larger fluctuations and is considered to be riskier than JP40.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTIZ.DE | JP40.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | 3.29% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 14.70% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.70% | 18.10% | +0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 16.56% | +0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 16.50% | +0.10% |
WTIZ.DE vs. JP40.DE - Expense Ratio Comparison
WTIZ.DE has a 0.40% expense ratio, which is higher than JP40.DE's 0.18% expense ratio.
Dividends
WTIZ.DE vs. JP40.DE - Dividend Comparison
Neither WTIZ.DE nor JP40.DE has paid dividends to shareholders.
Frequently Asked Questions
WTIZ.DE and JP40.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, JP40.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JP40.DE is cheaper with a 0.18% expense ratio, compared with 0.40% for WTIZ.DE.
WTIZ.DE tracks WisdomTree Japan Equity, while JP40.DE tracks JPX-Nikkei 400. They also come from different issuers: WisdomTree and Amundi. Their fees differ too: 0.40% for WTIZ.DE and 0.18% for JP40.DE.
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