CSJP.L vs. XDJP.L
Compare and contrast key facts about iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L).
CSJP.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. 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. 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 CSJP.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: CSJP.L or XDJP.L.
Key characteristics
| CSJP.L | XDJP.L | |
|---|---|---|
| YTD Return | 7.68% | 6.37% |
| 1Y Return | 16.20% | 15.25% |
| 3Y Return (Ann) | 6.23% | 3.58% |
| 5Y Return (Ann) | 7.69% | 7.53% |
| 10Y Return (Ann) | 9.04% | 10.59% |
| Sharpe Ratio | 1.05 | 0.87 |
| Daily Std Dev | 14.42% | 16.05% |
| Max Drawdown | -24.31% | -23.69% |
| Current Drawdown | -4.73% | -7.83% |
Correlation
The correlation between CSJP.L and XDJP.L is 0.94, 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. XDJP.L - Performance Comparison
In the year-to-date period, CSJP.L achieves a 7.68% return, which is significantly higher than XDJP.L's 6.37% return. Over the past 10 years, CSJP.L has underperformed XDJP.L with an annualized return of 9.04%, while XDJP.L has yielded a comparatively higher 10.59% 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. XDJP.L - Expense Ratio Comparison
CSJP.L has a 0.48% expense ratio, which is higher than XDJP.L's 0.09% expense ratio.
Risk-Adjusted Performance
CSJP.L vs. XDJP.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 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
CSJP.L vs. XDJP.L - Dividend Comparison
CSJP.L has not paid dividends to shareholders, while XDJP.L's dividend yield for the trailing twelve months is around 0.01%.
| 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% |
XDJP.L Xtrackers Nikkei 225 UCITS ETF 1D | 0.01% | 0.02% | 0.02% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.00% | 0.01% |
Drawdowns
CSJP.L vs. XDJP.L - Drawdown Comparison
The maximum CSJP.L drawdown since its inception was -24.31%, roughly equal to the maximum XDJP.L drawdown of -23.69%. Use the drawdown chart below to compare losses from any high point for CSJP.L and XDJP.L. For additional features, visit the drawdowns tool.
Volatility
CSJP.L vs. XDJP.L - Volatility Comparison
The current volatility for iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L) is 5.14%, while Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) has a volatility of 5.84%. This indicates that CSJP.L experiences smaller price fluctuations and is considered to be less risky than XDJP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.