XDNE.DE vs. LYY4.DE
XDNE.DE (Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc)) and LYY4.DE (Amundi Japan TOPIX II UCITS ETF EUR Dist) are both Japan Equities funds - XDNE.DE tracks the MSCI Japan Select Screened Index (EUR Hedged) while LYY4.DE tracks the TOPIX®. Both are passively managed. Over the past 10 years, XDNE.DE returned 14.58%/yr vs 8.88%/yr for LYY4.DE. Their correlation of 0.83 suggests significant overlap in exposure. XDNE.DE charges 0.25%/yr vs 0.45%/yr for LYY4.DE.
Performance
XDNE.DE vs. LYY4.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDNE.DE achieves a 21.20% return, which is significantly higher than LYY4.DE's 18.72% return. Over the past 10 years, XDNE.DE has outperformed LYY4.DE with an annualized return of 14.58%, while LYY4.DE has yielded a comparatively lower 8.88% annualized return.
XDNE.DE
- 1D
- 1.85%
- 1M
- 2.84%
- 6M
- 20.84%
- YTD
- 21.20%
- 1Y
- 47.69%
- 3Y*
- 25.07%
- 5Y*
- 19.01%
- 10Y*
- 14.58%
LYY4.DE
- 1D
- 0.66%
- 1M
- 2.87%
- 6M
- 18.88%
- YTD
- 18.72%
- 1Y
- 33.74%
- 3Y*
- 16.48%
- 5Y*
- 10.02%
- 10Y*
- 8.88%
XDNE.DE vs. LYY4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDNE.DE Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) | 21.20% | 25.99% | 21.86% | 32.65% | -6.33% | 11.20% | 6.98% | 17.57% | -17.40% | 19.33% |
LYY4.DE Amundi Japan TOPIX II UCITS ETF EUR Dist | 18.72% | 13.10% | 12.42% | 15.45% | -11.19% | 8.61% | 3.15% | 20.96% | -11.07% | 10.82% |
Correlation
The correlation between XDNE.DE and LYY4.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 | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2015 | 0.83 |
The correlation between XDNE.DE and LYY4.DE has been stable across timeframes, ranging from 0.80 to 0.89 - a consistent structural relationship.
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Return for Risk
XDNE.DE vs. LYY4.DE — Risk / Return Rank
XDNE.DE
LYY4.DE
XDNE.DE vs. LYY4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.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.
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.
| XDNE.DE | LYY4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.35 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.77 | 3.49 | +1.27 |
| Martin ratioReturn relative to average drawdown | 16.39 | 11.65 | +4.74 |
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Drawdowns
XDNE.DE vs. LYY4.DE - Drawdown Comparison
The maximum XDNE.DE drawdown since its inception was -35.20%, smaller than the maximum LYY4.DE drawdown of -54.07%. Use the drawdown chart below to compare losses from any high point for XDNE.DE and LYY4.DE.
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Drawdown Indicators
| XDNE.DE | LYY4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.20% | -54.07% | +18.87% |
Max Drawdown (1Y)Largest decline over 1 year | -9.96% | -9.61% | -0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -21.73% | -15.82% | -5.91% |
Max Drawdown (5Y)Largest decline over 5 years | -21.73% | -19.34% | -2.39% |
Max Drawdown (10Y)Largest decline over 10 years | -35.20% | -28.62% | -6.58% |
Current DrawdownCurrent decline from peak | -2.41% | -1.33% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -8.29% | -14.30% | +6.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.88% | +0.02% |
Volatility
XDNE.DE vs. LYY4.DE - Volatility Comparison
Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.DE) has a higher volatility of 7.30% compared to Amundi Japan TOPIX II UCITS ETF EUR Dist (LYY4.DE) at 5.32%. This indicates that XDNE.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
| XDNE.DE | LYY4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 5.32% | +1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 16.31% | 14.77% | +1.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.60% | 18.13% | +2.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.69% | 16.22% | +2.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.53% | 16.23% | +2.30% |
XDNE.DE vs. LYY4.DE - Expense Ratio Comparison
XDNE.DE has a 0.25% expense ratio, which is lower than LYY4.DE's 0.45% expense ratio.
Dividends
XDNE.DE vs. LYY4.DE - Dividend Comparison
XDNE.DE has not paid dividends to shareholders, while LYY4.DE's dividend yield for the trailing twelve months is around 0.60%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LYY4.DE Amundi Japan TOPIX II UCITS ETF EUR Dist | 0.60% | 0.71% | 0.74% | 1.24% | 1.89% | 1.34% | 1.14% | 1.94% | 1.86% | 1.44% | 1.98% | 1.80% |
XDNE.DE Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDNE.DE and LYY4.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, XDNE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDNE.DE is cheaper with a 0.25% expense ratio, compared with 0.45% for LYY4.DE.
XDNE.DE tracks MSCI Japan Select Screened Index (EUR Hedged), while LYY4.DE tracks TOPIX®. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XDNE.DE and 0.45% for LYY4.DE.
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