CNKY.L vs. XDJP.L
Compare and contrast key facts about iShares Nikkei 225 UCITS ETF (Acc) (CNKY.L) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L).
CNKY.L and XDJP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CNKY.L is a passively managed fund by iShares that tracks the performance of the TOPIX TR JPY. It was launched on Jan 25, 2010. XDJP.L is a passively managed fund by Xtrackers that tracks the performance of the TOPIX TR JPY. It was launched on Jan 25, 2013. Both CNKY.L and XDJP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CNKY.L or XDJP.L.
Key characteristics
| CNKY.L | XDJP.L | |
|---|---|---|
| YTD Return | 9.11% | 9.50% |
| 1Y Return | 14.59% | 15.06% |
| 3Y Return (Ann) | 2.33% | 2.75% |
| 5Y Return (Ann) | 5.03% | 5.45% |
| 10Y Return (Ann) | 8.96% | 9.39% |
| Sharpe Ratio | 0.88 | 0.90 |
| Sortino Ratio | 1.28 | 1.32 |
| Omega Ratio | 1.17 | 1.18 |
| Calmar Ratio | 1.01 | 1.05 |
| Martin Ratio | 2.40 | 2.53 |
| Ulcer Index | 6.20% | 6.08% |
| Daily Std Dev | 16.92% | 17.04% |
| Max Drawdown | -23.61% | -23.69% |
| Current Drawdown | -5.37% | -5.11% |
Correlation
The correlation between CNKY.L and XDJP.L is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CNKY.L vs. XDJP.L - Performance Comparison
The year-to-date returns for both investments are quite close, with CNKY.L having a 9.11% return and XDJP.L slightly higher at 9.50%. Both investments have delivered pretty close results over the past 10 years, with CNKY.L having a 8.96% annualized return and XDJP.L not far ahead at 9.39%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CNKY.L vs. XDJP.L - Expense Ratio Comparison
CNKY.L has a 0.48% expense ratio, which is higher than XDJP.L's 0.09% expense ratio.
Risk-Adjusted Performance
CNKY.L vs. XDJP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Nikkei 225 UCITS ETF (Acc) (CNKY.L) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L). 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.
Dividends
CNKY.L vs. XDJP.L - Dividend Comparison
CNKY.L has not paid dividends to shareholders, while XDJP.L's dividend yield for the trailing twelve months is around 1.41%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
CNKY.L iShares Nikkei 225 UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDJP.L Xtrackers Nikkei 225 UCITS ETF 1D | 1.41% | 1.59% | 2.47% | 1.20% | 1.11% | 1.13% | 1.24% | 0.72% | 0.83% | 0.16% | 1.42% |
Drawdowns
CNKY.L vs. XDJP.L - Drawdown Comparison
The maximum CNKY.L drawdown since its inception was -23.61%, roughly equal to the maximum XDJP.L drawdown of -23.69%. Use the drawdown chart below to compare losses from any high point for CNKY.L and XDJP.L. For additional features, visit the drawdowns tool.
Volatility
CNKY.L vs. XDJP.L - Volatility Comparison
iShares Nikkei 225 UCITS ETF (Acc) (CNKY.L) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) have volatilities of 4.91% and 4.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.