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ZPDW.DE vs. TTPX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPDW.DE vs. TTPX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in State Street SPDR MSCI Japan EUR Hdg UCITS ETF (ZPDW.DE) and Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc) (TTPX.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZPDW.DE achieves a 21.38% return, which is significantly higher than TTPX.DE's 20.00% return. Over the past 10 years, ZPDW.DE has outperformed TTPX.DE with an annualized return of 15.28%, while TTPX.DE has yielded a comparatively lower 14.51% annualized return.


ZPDW.DE

1D
1.19%
1M
1.95%
6M
21.11%
YTD
21.38%
1Y
48.83%
3Y*
26.19%
5Y*
19.84%
10Y*
15.28%

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)

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


2026 (YTD)202520242023202220212020201920182017
ZPDW.DE
State Street SPDR MSCI Japan EUR Hdg UCITS ETF
21.38%27.50%22.78%33.59%-5.96%12.63%7.91%16.59%-16.65%19.02%
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%-17.94%20.25%

Correlation

The correlation between ZPDW.DE and TTPX.DE is 0.98 - 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

0.98

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

0.99

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

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2015

0.99

The correlation between ZPDW.DE and TTPX.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

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

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

ZPDW.DE
ZPDW.DE Risk / Return Rank: 9090
Overall Rank
ZPDW.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ZPDW.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
ZPDW.DE Omega Ratio Rank: 8888
Omega Ratio Rank
ZPDW.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
ZPDW.DE Martin Ratio Rank: 9191
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.

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

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI Japan EUR Hdg UCITS ETF (ZPDW.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.


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

-0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.45

1.45

0.00

Calmar ratioReturn relative to maximum drawdown

5.04

4.69

+0.35

Martin ratioReturn relative to average drawdown

16.98

16.30

+0.68

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

The current ZPDW.DE Sharpe Ratio is 2.40, which is comparable to the TTPX.DE Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of ZPDW.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.


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Drawdowns

ZPDW.DE vs. TTPX.DE - Drawdown Comparison

The maximum ZPDW.DE drawdown since its inception was -34.37%, smaller than the maximum TTPX.DE drawdown of -36.52%. Use the drawdown chart below to compare losses from any high point for ZPDW.DE and TTPX.DE.


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Drawdown Indicators


ZPDW.DETTPX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.37%

-36.52%

+2.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.65%

-9.80%

+0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-21.70%

-20.65%

-1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-21.70%

-20.65%

-1.05%

Max Drawdown (10Y)

Largest decline over 10 years

-34.37%

-36.52%

+2.15%

Current Drawdown

Current decline from peak

-2.76%

-1.22%

-1.54%

Average Drawdown

Average peak-to-trough decline

-7.48%

-7.82%

+0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.82%

+0.05%

Volatility

ZPDW.DE vs. TTPX.DE - Volatility Comparison

State Street SPDR MSCI Japan EUR Hdg UCITS ETF (ZPDW.DE) has a higher volatility of 6.74% compared to Amundi Japan Topix UCITS ETF Daily Hedged EUR (Acc) (TTPX.DE) at 5.68%. This indicates that ZPDW.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


ZPDW.DETTPX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

5.68%

+1.06%

Volatility (6M)

Calculated over the trailing 6-month period

16.09%

15.12%

+0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

20.26%

19.07%

+1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.79%

18.07%

+0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.49%

18.20%

+0.29%

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

ZPDW.DE has a 0.17% expense ratio, which is lower than TTPX.DE's 0.48% expense ratio.


Dividends

ZPDW.DE vs. TTPX.DE - Dividend Comparison

Neither ZPDW.DE nor TTPX.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, ZPDW.DE and TTPX.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, ZPDW.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPDW.DE is cheaper with a 0.17% expense ratio, compared with 0.48% for TTPX.DE.

ZPDW.DE tracks MSCI Japan 100% Hedged to EUR Index, while TTPX.DE tracks TOPIX Index (EUR Hedged). They also come from different issuers: State Street and Amundi. Their fees differ too: 0.17% for ZPDW.DE and 0.48% for TTPX.DE.

Portfolio Optimizer

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