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AW15.DE vs. XM1D.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AW15.DE vs. XM1D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc (AW15.DE) and Xtrackers MSCI Japan UCITS ETF (XM1D.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, AW15.DE achieves a 8.65% return, which is significantly lower than XM1D.DE's 17.34% return.


AW15.DE

1D
-1.40%
1M
0.24%
YTD
8.65%
6M
7.80%
1Y
22.36%
3Y*
6.95%
5Y*
3.15%
10Y*

XM1D.DE

1D
-0.34%
1M
3.75%
YTD
17.34%
6M
17.24%
1Y
32.28%
3Y*
15.70%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AW15.DE vs. XM1D.DE - Yearly Performance Comparison


2026 (YTD)202520242023
AW15.DE
UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc
8.65%10.45%2.67%9.20%
XM1D.DE
Xtrackers MSCI Japan UCITS ETF
17.34%12.60%13.72%13.20%

Correlation

The correlation between AW15.DE and XM1D.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

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

0.90

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2023

0.91

The correlation between AW15.DE and XM1D.DE has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

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Return for Risk

AW15.DE vs. XM1D.DE — Risk / Return Rank

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

AW15.DE
AW15.DE Risk / Return Rank: 3535
Overall Rank
AW15.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
AW15.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
AW15.DE Omega Ratio Rank: 3232
Omega Ratio Rank
AW15.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
AW15.DE Martin Ratio Rank: 3939
Martin Ratio Rank

XM1D.DE
XM1D.DE Risk / Return Rank: 5454
Overall Rank
XM1D.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XM1D.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
XM1D.DE Omega Ratio Rank: 5151
Omega Ratio Rank
XM1D.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
XM1D.DE Martin Ratio Rank: 5757
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.

AW15.DE vs. XM1D.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc (AW15.DE) and Xtrackers MSCI Japan UCITS ETF (XM1D.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.


AW15.DEXM1D.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.21

1.31

-0.10

Calmar ratioReturn relative to maximum drawdown

1.87

3.05

-1.18

Martin ratioReturn relative to average drawdown

6.07

9.87

-3.80

AW15.DE vs. XM1D.DE - Sharpe Ratio Comparison

The current AW15.DE Sharpe Ratio is 1.11, which is lower than the XM1D.DE Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of AW15.DE and XM1D.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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Sharpe Ratios by Period


AW15.DEXM1D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.64

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

1.01

-0.86

Drawdowns

AW15.DE vs. XM1D.DE - Drawdown Comparison

The maximum AW15.DE drawdown since its inception was -27.14%, which is greater than XM1D.DE's maximum drawdown of -16.92%. Use the drawdown chart below to compare losses from any high point for AW15.DE and XM1D.DE.


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Drawdown Indicators


AW15.DEXM1D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.14%

-16.92%

-10.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-10.15%

-1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-17.61%

-16.92%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-27.14%

Current Drawdown

Current decline from peak

-1.40%

-0.34%

-1.06%

Average Drawdown

Average peak-to-trough decline

-12.19%

-3.04%

-9.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

3.14%

+0.41%

Volatility

AW15.DE vs. XM1D.DE - Volatility Comparison

UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc (AW15.DE) has a higher volatility of 4.43% compared to Xtrackers MSCI Japan UCITS ETF (XM1D.DE) at 3.78%. This indicates that AW15.DE's price experiences larger fluctuations and is considered to be riskier than XM1D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AW15.DEXM1D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

3.78%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

15.05%

15.14%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

19.33%

18.86%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.47%

17.68%

-1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.42%

17.68%

-1.26%

AW15.DE vs. XM1D.DE - Expense Ratio Comparison

Both AW15.DE and XM1D.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

AW15.DE vs. XM1D.DE - Dividend Comparison

AW15.DE has not paid dividends to shareholders, while XM1D.DE's dividend yield for the trailing twelve months is around 1.47%.


PositionTTM202520242023
AW15.DE
UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc
0.00%0.00%0.00%0.00%
XM1D.DE
Xtrackers MSCI Japan UCITS ETF
1.47%1.71%2.68%1.64%

Frequently Asked Questions


AW15.DE and XM1D.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

AW15.DE and XM1D.DE have the same expense ratio: 0.12% per year.

AW15.DE tracks MSCI Japan Climate Paris Aligned, while XM1D.DE tracks MSCI Japan. They also come from different issuers: UBS and Xtrackers.

Portfolio Optimizer

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