- ISIN
- LU0952581584
- Issuer
- Xtrackers
- Inception Date
- Mar 18, 2025
- Category
- Government Bonds
- Leveraged
- 1x (No leverage)
- Index Tracked
- FTSE Japanese Government Bond Index
- Domicile
- Luxembourg
- Distribution Policy
- Accumulating
- Asset Class
- Bond
Share Price Chart
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Performance
XJSE.DE Performance Chart
Xtrackers II Japan Government Bond UCITS ETF (Acc) (XJSE.DE) is down 5.8% since the beginning of the year. XJSE.DE is currently trading at €6 per share. Investors who bought €1,000 worth of XJSE.DE shares 5 years ago would now be looking at an investment worth €550.
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Returns By Period
Xtrackers II Japan Government Bond UCITS ETF (Acc) (XJSE.DE) has returned -5.80% so far this year and -15.95% over the past 12 months. Over the last ten years, XJSE.DE has returned -7.50% per year, falling short of the S&P 500 Index benchmark, which averaged 13.23% annually.
Xtrackers II Japan Government Bond UCITS ETF (Acc)
- 1D
- -0.34%
- 1M
- -0.34%
- 6M
- -5.19%
- YTD
- -5.80%
- 1Y
- -15.95%
- 3Y*
- -11.78%
- 5Y*
- -11.28%
- 10Y*
- -7.50%
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%
XJSE.DE Monthly Returns History
Based on dividend-adjusted daily data since Dec 2, 2013, XJSE.DE's average daily return is -0.01%, while the average monthly return is -0.25%.
Historically, 38% of months were positive and 62% were negative. The best month was Jun 2016 with a return of +10.0%, while the worst month was Nov 2014 at -5.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 9 months.
On a daily basis, XJSE.DE closed higher 44% of trading days. The best single day was Jun 24, 2016 with a return of +6.0%, while the worst single day was Jun 3, 2015 at -3.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -2.25% | 1.81% | -2.10% | -0.83% | -2.33% | -0.00% | -0.17% | -5.80% | |||||
| 2025 | 1.33% | 1.83% | -4.63% | 0.67% | -3.22% | -2.77% | -2.99% | -0.44% | -0.74% | -2.23% | -3.19% | -2.51% | -17.53% |
| 2024 | -2.18% | -1.61% | -1.01% | -4.70% | -3.46% | -1.10% | 6.28% | 2.10% | 1.29% | -4.31% | 3.58% | -3.59% | -8.95% |
| 2023 | -0.55% | -0.33% | 1.65% | -3.36% | 0.78% | -5.23% | -1.76% | -1.91% | -0.97% | -3.69% | 2.04% | 3.50% | -9.72% |
| 2022 | -0.00% | -1.03% | -4.15% | -2.26% | -1.01% | -3.96% | 5.19% | -2.82% | -2.80% | -4.05% | 1.33% | 0.33% | -14.55% |
| 2021 | -0.63% | -2.55% | 0.19% | -1.12% | -1.69% | 2.01% | 1.60% | 0.09% | -0.00% | -2.03% | 3.39% | -2.28% | -3.16% |
Benchmark Metrics
Xtrackers II Japan Government Bond UCITS ETF (Acc) has an annualized alpha of -1.63%, beta of -0.04, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since December 02, 2013.
- This ETF participated in 9.45% of S&P 500 Index downside but only -4.94% of its upside - more exposed to losses than it benefited from rallies.
- Beta of -0.04 may look defensive, but with R2 of 0.01 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 0.01 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
- -1.63%
- Beta
- -0.04
- R²
- 0.01
- Upside Capture
- -4.94%
- Downside Capture
- 9.45%
Expense Ratio
XJSE.DE has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
XJSE.DE ranks 0 for risk / return — in the bottom 0% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Xtrackers II Japan Government Bond UCITS ETF (Acc) (XJSE.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.
| XJSE.DE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.63 | ||
| Sortino ratioReturn per unit of downside risk | -4.78 | ||
| Omega ratioGain probability vs. loss probability | 0.73 | 1.35 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | 3.18 | -4.15 |
| Martin ratioReturn relative to average drawdown | -1.49 | 11.76 | -13.25 |
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 II Japan Government Bond UCITS ETF (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 II Japan Government Bond UCITS ETF (Acc) was 55.06%, occurring on May 18, 2026. The portfolio has not yet recovered.
The current Xtrackers II Japan Government Bond UCITS ETF (Acc) drawdown is 54.83%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 bear market2026 | -55.06%May 2026 | 9y 10mo | — | 9y 12moJul 2016 - now |
2015 correction2015 | -11.35%Jun 2015 | 1mo 19d | 7mo 11d | 9moApr 2015 - Jan 2016 |
2014 pullback2014 | -8.44%Dec 2014 | 1mo 20d | 1mo 9d | 2mo 29dOct 2014 - Jan 2015 |
2014 pullback2014 | -4.49%Mar 2014 | 1mo 1d | 4mo 5d | 5mo 6dFeb 2014 - Jul 2014 |
2013 pullback2013 | -4.48%Dec 2013 | 24d | 1mo 1d | 1mo 25dDec 2013 - Jan 2014 |
Drawdown Indicators
| XJSE.DE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.06% | -51.62% | -3.44% |
Max Drawdown (1Y)Largest decline over 1 year | -16.50% | -7.57% | -8.93% |
Max Drawdown (3Y)Largest decline over 3 years | -32.72% | -23.99% | -8.73% |
Max Drawdown (5Y)Largest decline over 5 years | -47.28% | -23.99% | -23.29% |
Max Drawdown (10Y)Largest decline over 10 years | -55.06% | -33.42% | -21.64% |
Current DrawdownCurrent decline from peak | -54.83% | -0.43% | -54.40% |
Average DrawdownAverage peak-to-trough decline | -20.23% | -9.08% | -11.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.02% | 2.04% | +7.98% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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