XDNY.DE vs. LYY4.DE
XDNY.DE (Xtrackers MSCI Japan ESG Screened UCITS ETF 1D) and LYY4.DE (Amundi Japan TOPIX II UCITS ETF EUR Dist) are both Japan Equities funds - XDNY.DE tracks the MSCI Japan Select ESG Screened while LYY4.DE tracks the TOPIX®. Both are passively managed. Over the past 10 years, XDNY.DE returned 8.63%/yr vs 8.60%/yr for LYY4.DE. With a 0.98 correlation, they move nearly in lockstep. XDNY.DE charges 0.15%/yr vs 0.45%/yr for LYY4.DE.
Performance
XDNY.DE vs. LYY4.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with XDNY.DE having a 15.90% return and LYY4.DE slightly lower at 15.21%. Both investments have delivered pretty close results over the past 10 years, with XDNY.DE having a 8.63% annualized return and LYY4.DE not far behind at 8.60%.
XDNY.DE
- 1D
- -0.44%
- 1M
- 3.52%
- YTD
- 15.90%
- 6M
- 16.21%
- 1Y
- 30.31%
- 3Y*
- 14.41%
- 5Y*
- 9.26%
- 10Y*
- 8.63%
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%
XDNY.DE vs. LYY4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDNY.DE Xtrackers MSCI Japan ESG Screened UCITS ETF 1D | 15.90% | 11.68% | 12.72% | 16.12% | -12.80% | 9.09% | 4.75% | 22.34% | -10.65% | 9.65% |
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 XDNY.DE and LYY4.DE is 0.97 - 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 | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2015 | 0.98 |
The correlation between XDNY.DE and LYY4.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
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Return for Risk
XDNY.DE vs. LYY4.DE — Risk / Return Rank
XDNY.DE
LYY4.DE
XDNY.DE vs. LYY4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.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.
| XDNY.DE | LYY4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.31 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 2.95 | -0.10 |
| Martin ratioReturn relative to average drawdown | 9.22 | 9.67 | -0.44 |
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
| XDNY.DE | LYY4.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 1.59 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.59 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.53 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.25 | +0.12 |
Drawdowns
XDNY.DE vs. LYY4.DE - Drawdown Comparison
The maximum XDNY.DE drawdown since its inception was -28.31%, smaller than the maximum LYY4.DE drawdown of -54.07%. Use the drawdown chart below to compare losses from any high point for XDNY.DE and LYY4.DE.
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Drawdown Indicators
| XDNY.DE | LYY4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.31% | -54.07% | +25.76% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -9.61% | -0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -17.96% | -15.82% | -2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -19.82% | -19.34% | -0.48% |
Max Drawdown (10Y)Largest decline over 10 years | -28.31% | -28.62% | +0.31% |
Current DrawdownCurrent decline from peak | -0.44% | -0.17% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -14.30% | +7.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.93% | +0.23% |
Volatility
XDNY.DE vs. LYY4.DE - Volatility Comparison
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.DE) has a higher volatility of 3.45% compared to Amundi Japan TOPIX II UCITS ETF EUR Dist (LYY4.DE) at 3.04%. This indicates that XDNY.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
| XDNY.DE | LYY4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 3.04% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 14.29% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 17.82% | +1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 16.25% | +0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 16.33% | +0.21% |
XDNY.DE vs. LYY4.DE - Expense Ratio Comparison
XDNY.DE has a 0.15% expense ratio, which is lower than LYY4.DE's 0.45% expense ratio.
Dividends
XDNY.DE vs. LYY4.DE - Dividend Comparison
XDNY.DE's dividend yield for the trailing twelve months is around 1.42%, more than LYY4.DE's 0.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XDNY.DE Xtrackers MSCI Japan ESG Screened UCITS ETF 1D | 1.42% | 1.66% | 1.60% | 1.77% | 2.98% | 1.40% | 1.82% | 1.73% | 1.24% | 2.07% | 0.69% | 0.00% |
Frequently Asked Questions
With a correlation of 0.97, XDNY.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, XDNY.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDNY.DE is cheaper with a 0.15% expense ratio, compared with 0.45% for LYY4.DE.
XDNY.DE tracks MSCI Japan Select ESG Screened, while LYY4.DE tracks TOPIX®. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.15% for XDNY.DE and 0.45% for LYY4.DE.
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