ZPA5.DE vs. SODJ.DE
ZPA5.DE (Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc) and SODJ.DE (iShares MSCI Japan Screened UCITS ETF USD (Dist)) are both exchange-traded funds - ZPA5.DE is a ESG fund tracking the S&P 500 Net Zero 2050 Paris-Aligned ESG+ Index, while SODJ.DE is a Japan Equities fund tracking the MSCI Japan Screened Index. Both are passively managed. Over the past year, ZPA5.DE returned 19.31% vs 38.84% for SODJ.DE. A 0.51 correlation means they provide meaningful diversification when combined. ZPA5.DE charges 0.07%/yr vs 0.15%/yr for SODJ.DE.
Performance
ZPA5.DE vs. SODJ.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ZPA5.DE achieves a 9.68% return, which is significantly lower than SODJ.DE's 19.83% return.
ZPA5.DE
- 1D
- 0.00%
- 1M
- 1.14%
- 6M
- 9.82%
- YTD
- 9.68%
- 1Y
- 19.31%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SODJ.DE
- 1D
- -0.93%
- 1M
- 0.91%
- 6M
- 13.29%
- YTD
- 19.83%
- 1Y
- 38.84%
- 3Y*
- 17.00%
- 5Y*
- 9.95%
- 10Y*
- —
ZPA5.DE vs. SODJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ZPA5.DE Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc | 9.68% | 2.76% | 34.10% | 4.52% |
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 19.83% | 11.64% | 13.20% | 3.22% |
Correlation
The correlation between ZPA5.DE and SODJ.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Nov 27, 2023 | 0.51 |
The correlation between ZPA5.DE and SODJ.DE has been stable across timeframes, ranging from 0.49 to 0.51 - 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
ZPA5.DE vs. SODJ.DE — Risk / Return Rank
ZPA5.DE
SODJ.DE
ZPA5.DE vs. SODJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc (ZPA5.DE) and iShares MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.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.
| ZPA5.DE | SODJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.35 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 3.65 | -2.71 |
| Martin ratioReturn relative to average drawdown | 1.71 | 11.99 | -10.28 |
Loading charts...
Drawdowns
ZPA5.DE vs. SODJ.DE - Drawdown Comparison
The maximum ZPA5.DE drawdown since its inception was -23.13%, smaller than the maximum SODJ.DE drawdown of -28.10%. Use the drawdown chart below to compare losses from any high point for ZPA5.DE and SODJ.DE.
Loading charts...
Drawdown Indicators
| ZPA5.DE | SODJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.13% | -28.10% | +4.97% |
Max Drawdown (1Y)Largest decline over 1 year | -20.40% | -10.58% | -9.82% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.20% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.26% | — |
Current DrawdownCurrent decline from peak | -5.15% | -3.76% | -1.39% |
Average DrawdownAverage peak-to-trough decline | -6.36% | -7.23% | +0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.30% | 3.23% | +8.07% |
Volatility
ZPA5.DE vs. SODJ.DE - Volatility Comparison
The current volatility for Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc (ZPA5.DE) is 2.90%, while iShares MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.DE) has a volatility of 6.73%. This indicates that ZPA5.DE experiences smaller price fluctuations and is considered to be less risky than SODJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ZPA5.DE | SODJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 6.73% | -3.83% |
Volatility (6M)Calculated over the trailing 6-month period | 8.45% | 16.20% | -7.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.55% | 20.01% | +4.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.74% | 16.96% | +2.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.74% | 18.22% | +1.52% |
ZPA5.DE vs. SODJ.DE - Expense Ratio Comparison
ZPA5.DE has a 0.07% expense ratio, which is lower than SODJ.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ZPA5.DE vs. SODJ.DE - Dividend Comparison
ZPA5.DE has not paid dividends to shareholders, while SODJ.DE's dividend yield for the trailing twelve months is around 1.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 1.47% | 1.69% | 1.86% | 1.80% | 2.21% | 1.61% | 1.60% | 1.80% |
ZPA5.DE Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ZPA5.DE and SODJ.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPA5.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPA5.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for SODJ.DE.
ZPA5.DE is categorized as ESG, while SODJ.DE is Japan Equities. ZPA5.DE tracks S&P 500 Net Zero 2050 Paris-Aligned ESG+ Index, while SODJ.DE tracks MSCI Japan Screened Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.07% for ZPA5.DE and 0.15% for SODJ.DE.
Find the right allocation for ZPA5.DE and SODJ.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