PortfoliosLab logoPortfoliosLab logo
XDJE.DE vs. TTPX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDJE.DE vs. TTPX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.DE) and Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc) (TTPX.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XDJE.DE achieves a 39.34% return, which is significantly higher than TTPX.DE's 20.00% return.


XDJE.DE

1D
1.66%
1M
2.25%
6M
38.79%
YTD
39.34%
1Y
77.62%
3Y*
32.58%
5Y*
22.73%
10Y*

TTPX.DE

1D
1.01%
1M
2.45%
6M
19.74%
YTD
20.00%
1Y
46.17%
3Y*
25.47%
5Y*
19.18%
10Y*
14.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDJE.DE vs. TTPX.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XDJE.DE
Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)
39.34%30.93%23.55%35.26%-9.02%5.24%16.17%16.86%-7.63%
TTPX.DE
Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc)
20.00%27.49%21.75%32.48%-4.73%10.61%5.85%16.07%-9.00%

Correlation

The correlation between XDJE.DE and TTPX.DE is 0.83, 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

0.83

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

0.88

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

0.91

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2018

0.91

The correlation between XDJE.DE and TTPX.DE has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.

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

XDJE.DE vs. TTPX.DE — Risk / Return Rank

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

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

TTPX.DE
TTPX.DE Risk / Return Rank: 8989
Overall Rank
TTPX.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
TTPX.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
TTPX.DE Omega Ratio Rank: 8888
Omega Ratio Rank
TTPX.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
TTPX.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.

XDJE.DE vs. TTPX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.DE) and Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc) (TTPX.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.


XDJE.DETTPX.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.48

1.45

+0.03

Calmar ratioReturn relative to maximum drawdown

6.05

4.69

+1.36

Martin ratioReturn relative to average drawdown

19.40

16.30

+3.10

XDJE.DE vs. TTPX.DE - Sharpe Ratio Comparison

The current XDJE.DE Sharpe Ratio is 2.96, which is comparable to the TTPX.DE Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of XDJE.DE and TTPX.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

XDJE.DE vs. TTPX.DE - Drawdown Comparison

The maximum XDJE.DE drawdown since its inception was -32.45%, smaller than the maximum TTPX.DE drawdown of -36.52%. Use the drawdown chart below to compare losses from any high point for XDJE.DE and TTPX.DE.


Loading charts...

Drawdown Indicators


XDJE.DETTPX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.45%

-36.52%

+4.07%

Max Drawdown (1Y)

Largest decline over 1 year

-12.77%

-9.80%

-2.97%

Max Drawdown (3Y)

Largest decline over 3 years

-22.87%

-20.65%

-2.22%

Max Drawdown (5Y)

Largest decline over 5 years

-22.87%

-20.65%

-2.22%

Max Drawdown (10Y)

Largest decline over 10 years

-36.52%

Current Drawdown

Current decline from peak

-4.38%

-1.22%

-3.16%

Average Drawdown

Average peak-to-trough decline

-6.08%

-7.82%

+1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

2.82%

+1.17%

Volatility

XDJE.DE vs. TTPX.DE - Volatility Comparison

Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.DE) has a higher volatility of 10.10% compared to Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc) (TTPX.DE) at 5.68%. This indicates that XDJE.DE's price experiences larger fluctuations and is considered to be riskier than TTPX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XDJE.DETTPX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.10%

5.68%

+4.42%

Volatility (6M)

Calculated over the trailing 6-month period

20.83%

15.12%

+5.71%

Volatility (1Y)

Calculated over the trailing 1-year period

26.12%

19.07%

+7.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.08%

18.07%

+3.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.00%

18.20%

+3.80%

XDJE.DE vs. TTPX.DE - Expense Ratio Comparison

XDJE.DE has a 0.19% expense ratio, which is lower than TTPX.DE's 0.48% expense ratio.


Dividends

XDJE.DE vs. TTPX.DE - Dividend Comparison

XDJE.DE's dividend yield for the trailing twelve months is around 0.79%, while TTPX.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020
TTPX.DE
Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDJE.DE
Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)
0.79%1.11%1.21%1.32%2.27%1.08%1.00%

Frequently Asked Questions


XDJE.DE and TTPX.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDJE.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDJE.DE is cheaper with a 0.19% expense ratio, compared with 0.48% for TTPX.DE.

XDJE.DE tracks Nikkei 225 Index (EUR Hedged), while TTPX.DE tracks TOPIX Index (EUR Hedged). They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.19% for XDJE.DE and 0.48% for TTPX.DE.

Portfolio Optimizer

Find the right allocation for XDJE.DE and TTPX.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