AW15.DE vs. XNKY.DE
AW15.DE (UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc) and XNKY.DE (Xtrackers Nikkei 225 UCITS ETF) are both Japan Equities funds - AW15.DE tracks the MSCI Japan Climate Paris Aligned while XNKY.DE tracks the Nikkei 225®. Both are passively managed. Over the past 5 years, AW15.DE returned 3.15%/yr vs 12.43%/yr for XNKY.DE. Their correlation of 0.92 suggests significant overlap in exposure. AW15.DE charges 0.12%/yr vs 0.09%/yr for XNKY.DE.
Performance
AW15.DE vs. XNKY.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AW15.DE achieves a 8.65% return, which is significantly lower than XNKY.DE's 32.35% 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*
- —
XNKY.DE
- 1D
- -1.43%
- 1M
- 7.59%
- YTD
- 32.35%
- 6M
- 30.39%
- 1Y
- 60.72%
- 3Y*
- 20.83%
- 5Y*
- 12.43%
- 10Y*
- —
AW15.DE vs. XNKY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AW15.DE UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc | 8.65% | 10.45% | 2.67% | 12.34% | -19.88% | 2.52% |
XNKY.DE Xtrackers Nikkei 225 UCITS ETF | 32.35% | 16.16% | 14.34% | 18.03% | -15.35% | -1.20% |
Correlation
The correlation between AW15.DE and XNKY.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2021 | 0.92 |
The correlation between AW15.DE and XNKY.DE has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AW15.DE vs. XNKY.DE — Risk / Return Rank
AW15.DE
XNKY.DE
AW15.DE vs. XNKY.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 Nikkei 225 UCITS ETF (XNKY.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.DE | XNKY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.42 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 4.59 | -2.72 |
| Martin ratioReturn relative to average drawdown | 6.07 | 13.91 | -7.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AW15.DE | XNKY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 2.53 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.66 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.74 | -0.59 |
Drawdowns
AW15.DE vs. XNKY.DE - Drawdown Comparison
The maximum AW15.DE drawdown since its inception was -27.14%, which is greater than XNKY.DE's maximum drawdown of -21.47%. Use the drawdown chart below to compare losses from any high point for AW15.DE and XNKY.DE.
Loading charts...
Drawdown Indicators
| AW15.DE | XNKY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.14% | -21.47% | -5.67% |
Max Drawdown (1Y)Largest decline over 1 year | -11.48% | -12.99% | +1.51% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -20.16% | +2.55% |
Max Drawdown (5Y)Largest decline over 5 years | -27.14% | -21.15% | -5.99% |
Current DrawdownCurrent decline from peak | -1.40% | -1.43% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -12.19% | -7.84% | -4.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 4.29% | -0.74% |
Volatility
AW15.DE vs. XNKY.DE - Volatility Comparison
The current volatility for UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc (AW15.DE) is 4.43%, while Xtrackers Nikkei 225 UCITS ETF (XNKY.DE) has a volatility of 6.59%. This indicates that AW15.DE experiences smaller price fluctuations and is considered to be less risky than XNKY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AW15.DE | XNKY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 6.59% | -2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 18.61% | -3.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.33% | 23.59% | -4.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.47% | 18.57% | -2.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 18.42% | -2.00% |
AW15.DE vs. XNKY.DE - Expense Ratio Comparison
AW15.DE has a 0.12% expense ratio, which is higher than XNKY.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
AW15.DE vs. XNKY.DE - Dividend Comparison
Neither AW15.DE nor XNKY.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, AW15.DE and XNKY.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, XNKY.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XNKY.DE is cheaper with a 0.09% expense ratio, compared with 0.12% for AW15.DE.
AW15.DE tracks MSCI Japan Climate Paris Aligned, while XNKY.DE tracks Nikkei 225®. They also come from different issuers: UBS and Xtrackers. Their fees differ too: 0.12% for AW15.DE and 0.09% for XNKY.DE.
Find the right allocation for AW15.DE and XNKY.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer