XZMJ.DE vs. TTPX.DE
XZMJ.DE (Xtrackers MSCI Japan ESG UCITS ETF 1C) and TTPX.DE (Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc)) are both Japan Equities funds - XZMJ.DE tracks the MSCI Japan Low Carbon SRI Leaders while TTPX.DE tracks the TOPIX Index (EUR Hedged). Both are passively managed. Over the past 5 years, XZMJ.DE returned 8.04%/yr vs 18.70%/yr for TTPX.DE. Their correlation of 0.81 suggests significant overlap in exposure. XZMJ.DE charges 0.20%/yr vs 0.48%/yr for TTPX.DE.
Performance
XZMJ.DE vs. TTPX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZMJ.DE achieves a 13.09% return, which is significantly lower than TTPX.DE's 16.32% return.
XZMJ.DE
- 1D
- -2.48%
- 1M
- -3.92%
- 6M
- 7.93%
- YTD
- 13.09%
- 1Y
- 29.07%
- 3Y*
- 15.04%
- 5Y*
- 8.04%
- 10Y*
- —
TTPX.DE
- 1D
- -2.26%
- 1M
- -2.69%
- 6M
- 9.26%
- YTD
- 16.32%
- 1Y
- 41.95%
- 3Y*
- 24.66%
- 5Y*
- 18.70%
- 10Y*
- 13.40%
XZMJ.DE vs. TTPX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XZMJ.DE Xtrackers MSCI Japan ESG UCITS ETF 1C | 13.09% | 10.86% | 16.16% | 14.57% | -16.10% | 7.03% | 9.17% | 26.79% | -26.96% |
TTPX.DE Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc) | 16.32% | 27.49% | 21.75% | 32.48% | -4.73% | 10.61% | 5.85% | 16.07% | -15.31% |
Correlation
The correlation between XZMJ.DE and TTPX.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2018 | 0.81 |
The correlation between XZMJ.DE and TTPX.DE has been stable across timeframes, ranging from 0.79 to 0.87 - a consistent structural relationship.
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Return for Risk
XZMJ.DE vs. TTPX.DE — Risk / Return Rank
XZMJ.DE
TTPX.DE
XZMJ.DE vs. TTPX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan ESG UCITS ETF 1C (XZMJ.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.
| XZMJ.DE | TTPX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.39 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.29 | 4.26 | -1.97 |
| Martin ratioReturn relative to average drawdown | 7.46 | 14.65 | -7.19 |
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Drawdowns
XZMJ.DE vs. TTPX.DE - Drawdown Comparison
The maximum XZMJ.DE drawdown since its inception was -30.29%, smaller than the maximum TTPX.DE drawdown of -36.52%. Use the drawdown chart below to compare losses from any high point for XZMJ.DE and TTPX.DE.
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Drawdown Indicators
| XZMJ.DE | TTPX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.29% | -36.52% | +6.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -9.80% | -2.82% |
Max Drawdown (3Y)Largest decline over 3 years | -18.78% | -20.65% | +1.87% |
Max Drawdown (5Y)Largest decline over 5 years | -21.51% | -20.65% | -0.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.52% | — |
Current DrawdownCurrent decline from peak | -6.88% | -4.33% | -2.55% |
Average DrawdownAverage peak-to-trough decline | -9.87% | -7.80% | -2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 2.86% | +1.03% |
Volatility
XZMJ.DE vs. TTPX.DE - Volatility Comparison
Xtrackers MSCI Japan ESG UCITS ETF 1C (XZMJ.DE) has a higher volatility of 6.75% compared to Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc) (TTPX.DE) at 6.03%. This indicates that XZMJ.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.
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Volatility by Period
| XZMJ.DE | TTPX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 6.03% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 17.79% | 15.54% | +2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.75% | 19.47% | +2.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.50% | 18.09% | -0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.99% | 18.15% | +1.84% |
XZMJ.DE vs. TTPX.DE - Expense Ratio Comparison
XZMJ.DE has a 0.20% expense ratio, which is lower than TTPX.DE's 0.48% expense ratio.
Dividends
XZMJ.DE vs. TTPX.DE - Dividend Comparison
Neither XZMJ.DE nor TTPX.DE has paid dividends to shareholders.
Frequently Asked Questions
XZMJ.DE and TTPX.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZMJ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZMJ.DE is cheaper with a 0.20% expense ratio, compared with 0.48% for TTPX.DE.
XZMJ.DE tracks MSCI Japan Low Carbon SRI Leaders, while TTPX.DE tracks TOPIX Index (EUR Hedged). They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.20% for XZMJ.DE and 0.48% for TTPX.DE.
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