DBJP vs. CRTC

Last updated Aug 4, 2026

DBJP (Xtrackers MSCI Japan Hedged Equity ETF) and CRTC (Xtrackers US National Critical Technologies ETF) are both exchange-traded funds - DBJP is a Japan Equities fund tracking the MSCI Japan US Dollar Hedged Index, while CRTC is a Technology Equities fund tracking the Solactive Whitney U.S. Critical Technologies Index. Both are passively managed. Over the past year, DBJP returned 44.05% vs 17.24% for CRTC. Their 0.57 correlation means they have sometimes moved together and sometimes differently. DBJP charges 0.45%/yr vs 0.35%/yr for CRTC.

Performance

DBJP vs. CRTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI Japan Hedged Equity ETF (DBJP) and Xtrackers US National Critical Technologies ETF (CRTC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DBJP achieves a 17.99% return, which is significantly higher than CRTC's 9.47% return.

DBJP

• 1D: -0.92%
• 1M: -2.77%
• 6M: 11.32%
• YTD: 17.99%
• 1Y: 44.05%
• 3Y*: 27.19%
• 5Y*: 21.51%
• 10Y*: 16.44%
• ALL TIME*: 13.89%

CRTC

• 1D: 2.36%
• 1M: 3.10%
• 6M: 7.08%
• YTD: 9.47%
• 1Y: 17.24%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 20.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CRTC Xtrackers US National Critical Technologies ETF	$249.56K	$623.71K	$501.58K
DBJP Xtrackers MSCI Japan Hedged Equity ETF	$2.65M	$4.86M	$4.82M

DBJP vs. CRTC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DBJP Xtrackers MSCI Japan Hedged Equity ETF	17.99%	29.51%	25.53%	-0.11%
CRTC Xtrackers US National Critical Technologies ETF	9.47%	18.69%	18.05%	7.16%

Correlation

The correlation between DBJP and CRTC is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.57
Correlation (All Time) Calculated using the full available price history since Nov 16, 2023	0.57

The correlation between DBJP and CRTC has been stable across timeframes, ranging from 0.57 to 0.57 - a consistent structural relationship.

DBJP vs. CRTC - Sectors Allocation Comparison

Sectors	DBJP	CRTC
Technology	24.9%	39.6%
Industrials	22.8%	13.4%
Financial Services	17.6%	0.1%
Consumer Cyclical	11.2%	4.9%
Communication Services	8.1%	14.0%
Healthcare	5.3%	13.5%
Consumer Defensive	3.4%	0.0%
Basic Materials	3.1%	3.0%
Real Estate	1.9%	0.1%
Utilities	1.0%	5.5%
Energy	0.8%	5.8%

Return for Risk

DBJP vs. CRTC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DBJP

DBJP Risk / Return Rank: 88
DBJP Sharpe Ratio Rank: 89
DBJP Sortino Ratio Rank: 86
DBJP Omega Ratio Rank: 86
DBJP Calmar Ratio Rank: 92
DBJP Martin Ratio Rank: 90

CRTC

CRTC Risk / Return Rank: 47
CRTC Sharpe Ratio Rank: 47
CRTC Sortino Ratio Rank: 45
CRTC Omega Ratio Rank: 44
CRTC Calmar Ratio Rank: 50
CRTC Martin Ratio Rank: 50

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DBJP vs. CRTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan Hedged Equity ETF (DBJP) and Xtrackers US National Critical Technologies ETF (CRTC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DBJP	CRTC	Difference
Sharpe ratio: Return per unit of total volatility	2.22	1.24	+0.98
Sortino ratio: Return per unit of downside risk	2.97	1.73	+1.24
Omega ratio: Gain probability vs. loss probability	1.39	1.22	+0.18
Calmar ratio: Return relative to maximum drawdown	4.26	1.91	+2.35
Martin ratio: Return relative to average drawdown	14.59	6.01	+8.58

DBJP vs. CRTC - Sharpe Ratio Comparison

The current DBJP Sharpe Ratio is 2.22, which is higher than the CRTC Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of DBJP and CRTC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DBJP vs. CRTC - Drawdown Comparison

The maximum DBJP drawdown since its inception was -31.30%, which is greater than CRTC's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for DBJP and CRTC.

Drawdown Indicators

	DBJP	CRTC	Difference
Max Drawdown Largest peak-to-trough decline	-31.30%	-19.07%	-12.23%
Max Drawdown (1Y) Largest decline over 1 year	-10.39%	-9.05%	-1.34%
Max Drawdown (3Y) Largest decline over 3 years	-21.50%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-21.50%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-31.30%	—	—
Current Drawdown Current decline from peak	-6.73%	-0.47%	-6.26%
Average Drawdown Average peak-to-trough decline	-7.25%	-2.23%	-5.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.03%	2.88%	+0.15%

Volatility

DBJP vs. CRTC - Volatility Comparison

Xtrackers MSCI Japan Hedged Equity ETF (DBJP) has a higher volatility of 6.44% compared to Xtrackers US National Critical Technologies ETF (CRTC) at 4.30%. This indicates that DBJP's price experiences larger fluctuations and is considered to be riskier than CRTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DBJP	CRTC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.44%	4.30%	+2.14%
Volatility (6M) Calculated over the trailing 6-month period	15.97%	11.00%	+4.97%
Volatility (1Y) Calculated over the trailing 1-year period	20.02%	14.04%	+5.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.25%	15.82%	+3.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.26%	15.82%	+3.44%

DBJP vs. CRTC - Expense Ratio Comparison

DBJP has a 0.45% expense ratio, which is higher than CRTC's 0.35% expense ratio.

Dividends

DBJP vs. CRTC - Dividend Comparison

DBJP's dividend yield for the trailing twelve months is around 1.29%, more than CRTC's 0.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CRTC Xtrackers US National Critical Technologies ETF	0.87%	1.03%	1.13%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DBJP Xtrackers MSCI Japan Hedged Equity ETF	1.29%	2.81%	2.80%	5.21%	0.80%	2.30%	2.53%	2.56%	3.87%	2.07%	1.13%	5.95%

Frequently Asked Questions

Can I hold both DBJP and CRTC in my portfolio?

DBJP and CRTC have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DBJP or CRTC?

DBJP has higher volatility (6.44%) compared to CRTC (4.30%). In terms of maximum drawdown, DBJP dropped -31.30% vs CRTC's -19.07%.

Which ETF is better, DBJP or CRTC?

On 1-year performance, DBJP leads with 44.05% vs 17.24% for CRTC. On fees, CRTC is cheaper at 0.35% per year. On volatility, CRTC has been the lower-risk option at 4.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DBJP or CRTC?

Over the 1-year period, DBJP has performed better with a 44.05% return vs 17.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DBJP or CRTC?

CRTC is cheaper with a 0.35% expense ratio, compared with 0.45% for DBJP.

Which ETF pays a higher dividend yield, DBJP or CRTC?

DBJP has the higher dividend yield at 1.29%, compared with 0.87% for CRTC.

What is the main difference between DBJP and CRTC?

DBJP is categorized as Japan Equities, while CRTC is Technology Equities. DBJP tracks MSCI Japan US Dollar Hedged Index, while CRTC tracks Solactive Whitney U.S. Critical Technologies Index. Their fees differ too: 0.45% for DBJP and 0.35% for CRTC.

Which has better risk-adjusted returns?

DBJP currently has the higher Sharpe Ratio (2.22 vs 1.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.