CSJP.L vs. XDEQ.L
Compare and contrast key facts about iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L).
CSJP.L and XDEQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CSJP.L is a passively managed fund by iShares that tracks the performance of the TOPIX TR JPY. It was launched on Jan 11, 2010. XDEQ.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014. Both CSJP.L and XDEQ.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: CSJP.L or XDEQ.L.
Key characteristics
| CSJP.L | XDEQ.L | |
|---|---|---|
| YTD Return | 7.36% | 18.52% |
| 1Y Return | 11.67% | 24.47% |
| 3Y Return (Ann) | 3.30% | 8.78% |
| 5Y Return (Ann) | 4.60% | 12.62% |
| 10Y Return (Ann) | 7.82% | 13.00% |
| Sharpe Ratio | 0.73 | 2.25 |
| Sortino Ratio | 1.06 | 3.24 |
| Omega Ratio | 1.15 | 1.42 |
| Calmar Ratio | 0.91 | 3.78 |
| Martin Ratio | 2.63 | 13.52 |
| Ulcer Index | 4.42% | 1.80% |
| Daily Std Dev | 15.86% | 10.77% |
| Max Drawdown | -24.31% | -23.79% |
| Current Drawdown | -5.01% | 0.00% |
Correlation
The correlation between CSJP.L and XDEQ.L is 0.71, 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
CSJP.L vs. XDEQ.L - Performance Comparison
In the year-to-date period, CSJP.L achieves a 7.36% return, which is significantly lower than XDEQ.L's 18.52% return. Over the past 10 years, CSJP.L has underperformed XDEQ.L with an annualized return of 7.82%, while XDEQ.L has yielded a comparatively higher 13.00% annualized return. 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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CSJP.L vs. XDEQ.L - Expense Ratio Comparison
CSJP.L has a 0.48% expense ratio, which is higher than XDEQ.L's 0.25% expense ratio.
Risk-Adjusted Performance
CSJP.L vs. XDEQ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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
CSJP.L vs. XDEQ.L - Dividend Comparison
Neither CSJP.L nor XDEQ.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
CSJP.L iShares MSCI Japan UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDEQ.L Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% |
Drawdowns
CSJP.L vs. XDEQ.L - Drawdown Comparison
The maximum CSJP.L drawdown since its inception was -24.31%, roughly equal to the maximum XDEQ.L drawdown of -23.79%. Use the drawdown chart below to compare losses from any high point for CSJP.L and XDEQ.L. For additional features, visit the drawdowns tool.
Volatility
CSJP.L vs. XDEQ.L - Volatility Comparison
iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L) has a higher volatility of 4.36% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) at 2.78%. This indicates that CSJP.L's price experiences larger fluctuations and is considered to be riskier than XDEQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.