- ISIN
- IE00BRB36B93
- Issuer
- Xtrackers
- Inception Date
- Mar 31, 2015
- Category
- Japan Equities, ESG
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI Japan Select Screened Index (EUR Hedged)
- Domicile
- Ireland
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
XDNE.DE Performance Chart
Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.DE) is up 21.2% since the beginning of the year. XDNE.DE is currently trading at €45 per share. Investors who bought €1,000 worth of XDNE.DE shares 5 years ago would now be looking at an investment worth €2,387.
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Returns By Period
Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.DE) has returned 21.20% so far this year and 47.69% over the past 12 months. Looking at the last ten years, XDNE.DE has achieved an annualized return of 14.58%, outperforming the S&P 500 Index benchmark, which averaged 13.23% per year.
Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc)
- 1D
- 1.85%
- 1M
- 2.84%
- 6M
- 20.84%
- YTD
- 21.20%
- 1Y
- 47.69%
- 3Y*
- 25.07%
- 5Y*
- 19.01%
- 10Y*
- 14.58%
Benchmark (S&P 500 Index)
- 1D
- -0.43%
- 1M
- 0.48%
- 6M
- 11.83%
- YTD
- 12.30%
- 1Y
- 22.52%
- 3Y*
- 17.03%
- 5Y*
- 12.27%
- 10Y*
- 13.23%
XDNE.DE Monthly Returns History
Based on dividend-adjusted daily data since Mar 31, 2015, XDNE.DE's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +11.1%, while the worst month was Feb 2020 at -10.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, XDNE.DE closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +7.6%, while the worst single day was Mar 12, 2020 at -12.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.16% | 8.88% | -9.17% | 6.10% | 6.47% | 3.18% | 0.93% | 21.20% | |||||
| 2025 | 1.17% | -3.29% | -0.88% | -0.64% | 4.88% | 2.31% | 2.72% | 3.55% | 2.93% | 8.48% | 1.20% | 1.38% | 25.99% |
| 2024 | 7.44% | 6.30% | 4.43% | -1.26% | 1.70% | 3.24% | -2.97% | -2.09% | -1.96% | 0.62% | 1.30% | 3.81% | 21.86% |
| 2023 | 5.82% | 0.63% | 2.29% | 2.49% | 3.77% | 9.28% | 1.40% | -0.78% | 0.91% | -0.73% | 3.91% | 0.04% | 32.65% |
| 2022 | -5.66% | 0.17% | 3.19% | -1.33% | -0.86% | -2.99% | 4.49% | 0.38% | -4.76% | 4.38% | 3.07% | -5.80% | -6.33% |
| 2021 | 0.69% | 3.44% | 4.43% | -3.13% | 1.48% | 0.22% | -1.62% | 2.57% | 4.00% | -0.98% | -4.56% | 4.62% | 11.20% |
Benchmark Metrics
Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) has an annualized alpha of 4.36%, beta of 0.51, and R2 of 0.23 versus S&P 500 Index. Calculated based on daily prices since March 31, 2015.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (57.98%) than losses (55.72%) - typical of diversified or defensive assets.
- Beta of 0.51 may look defensive, but with R2 of 0.23 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.23 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 4.36%
- Beta
- 0.51
- R²
- 0.23
- Upside Capture
- 57.98%
- Downside Capture
- 55.72%
Expense Ratio
XDNE.DE has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
XDNE.DE ranks 88 for risk / return — in the top 88% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.DE) and compare them to S&P 500 Index.
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 | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.35 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.77 | 3.18 | +1.58 |
| Martin ratioReturn relative to average drawdown | 16.39 | 11.76 | +4.63 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) was 35.20%, occurring on Mar 12, 2020. Recovery took 207 trading sessions.
The current Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) drawdown is 2.41%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -35.20%Mar 2020 | 2y 1mo | 10mo 1d | 2y 11moJan 2018 - Jan 2021 |
2016 bear market2016 | -29.46%Jun 2016 | 10mo 21d | 1y 3mo | 2y 2moAug 2015 - Oct 2017 |
2024 bear market2024 | -21.73%Aug 2024 | 25d | 11mo 22d | 1y 12dJul 2024 - Jul 2025 |
Bear market2022 | -17.14%Mar 2022 | 5mo 25d | 1y 1mo | 1y 7moSep 2021 - May 2023 |
2026 pullback2026 | -9.96%Mar 2026 | 18d | 1mo 22d | 2mo 10dMar 2026 - May 2026 |
Drawdown Indicators
| XDNE.DE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.20% | -51.62% | +16.42% |
Max Drawdown (1Y)Largest decline over 1 year | -9.96% | -7.57% | -2.39% |
Max Drawdown (3Y)Largest decline over 3 years | -21.73% | -23.99% | +2.26% |
Max Drawdown (5Y)Largest decline over 5 years | -21.73% | -23.99% | +2.26% |
Max Drawdown (10Y)Largest decline over 10 years | -35.20% | -33.42% | -1.78% |
Current DrawdownCurrent decline from peak | -2.41% | -0.43% | -1.98% |
Average DrawdownAverage peak-to-trough decline | -8.29% | -9.08% | +0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.04% | +0.86% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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