36B4.DE vs. XDJP.DE
36B4.DE (iShares MSCI Japan SRI UCITS ETF USD Dist) and XDJP.DE (Xtrackers Nikkei 225 UCITS ETF 1D) are both Japan Equities funds - 36B4.DE tracks the MSCI Japan SRI Select Reduced Fossil Fuels while XDJP.DE tracks the TOPIX TR JPY. Both are passively managed. Over the past 5 years, 36B4.DE returned 4.17%/yr vs 12.43%/yr for XDJP.DE. Their correlation of 0.87 suggests significant overlap in exposure. 36B4.DE charges 0.20%/yr vs 0.09%/yr for XDJP.DE.
Performance
36B4.DE vs. XDJP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 36B4.DE achieves a 3.58% return, which is significantly lower than XDJP.DE's 32.10% return.
36B4.DE
- 1D
- -0.33%
- 1M
- 4.36%
- YTD
- 3.58%
- 6M
- 3.67%
- 1Y
- 10.86%
- 3Y*
- 5.94%
- 5Y*
- 4.17%
- 10Y*
- —
XDJP.DE
- 1D
- -1.43%
- 1M
- 7.59%
- YTD
- 32.10%
- 6M
- 30.23%
- 1Y
- 60.51%
- 3Y*
- 20.79%
- 5Y*
- 12.43%
- 10Y*
- 12.04%
36B4.DE vs. XDJP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 3.58% | 6.51% | 9.11% | 9.64% | -13.87% | 9.91% | 6.29% | 17.07% |
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 32.10% | 16.25% | 14.44% | 18.02% | -15.30% | 3.32% | 14.02% | 15.13% |
Correlation
The correlation between 36B4.DE and XDJP.DE is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.87 |
The correlation between 36B4.DE and XDJP.DE shifts across timeframes, from 0.72 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
36B4.DE vs. XDJP.DE — Risk / Return Rank
36B4.DE
XDJP.DE
36B4.DE vs. XDJP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.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.
| 36B4.DE | XDJP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.99 | ||
| Sortino ratioReturn per unit of downside risk | -2.72 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.42 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 4.63 | -3.72 |
| Martin ratioReturn relative to average drawdown | 2.55 | 13.98 | -11.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 36B4.DE | XDJP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 2.53 | -1.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.66 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.66 | -0.30 |
Drawdowns
36B4.DE vs. XDJP.DE - Drawdown Comparison
The maximum 36B4.DE drawdown since its inception was -26.99%, smaller than the maximum XDJP.DE drawdown of -29.12%. Use the drawdown chart below to compare losses from any high point for 36B4.DE and XDJP.DE.
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Drawdown Indicators
| 36B4.DE | XDJP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.99% | -29.12% | +2.13% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -12.86% | +1.97% |
Max Drawdown (3Y)Largest decline over 3 years | -15.74% | -20.18% | +4.44% |
Max Drawdown (5Y)Largest decline over 5 years | -21.45% | -21.15% | -0.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.12% | — |
Current DrawdownCurrent decline from peak | -1.83% | -1.43% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -6.85% | -0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 4.26% | -0.38% |
Volatility
36B4.DE vs. XDJP.DE - Volatility Comparison
The current volatility for iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) is 3.69%, while Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.DE) has a volatility of 6.62%. This indicates that 36B4.DE experiences smaller price fluctuations and is considered to be less risky than XDJP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 36B4.DE | XDJP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 6.62% | -2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 14.00% | 18.57% | -4.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 23.54% | -5.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 18.59% | -2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.24% | 17.76% | -0.52% |
36B4.DE vs. XDJP.DE - Expense Ratio Comparison
36B4.DE has a 0.20% expense ratio, which is higher than XDJP.DE's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
36B4.DE vs. XDJP.DE - Dividend Comparison
36B4.DE's dividend yield for the trailing twelve months is around 1.41%, more than XDJP.DE's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 1.41% | 1.46% | 1.38% | 1.81% | 2.44% | 1.54% | 1.61% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% |
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 1.03% | 1.36% | 1.38% | 1.59% | 2.60% | 1.16% | 1.14% | 1.11% | 1.28% | 0.75% | 0.89% | 0.16% |
Frequently Asked Questions
36B4.DE and XDJP.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDJP.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDJP.DE is cheaper with a 0.09% expense ratio, compared with 0.20% for 36B4.DE.
36B4.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels, while XDJP.DE tracks TOPIX TR JPY. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for 36B4.DE and 0.09% for XDJP.DE.
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