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DBJP vs. IDTP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBJP vs. IDTP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI Japan Hedged Equity ETF (DBJP) and iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBJP achieves a 16.67% return, which is significantly higher than IDTP.L's 1.09% return. Over the past 10 years, DBJP has outperformed IDTP.L with an annualized return of 15.87%, while IDTP.L has yielded a comparatively lower 2.62% annualized return.


DBJP

1D
-3.50%
1M
1.64%
YTD
16.67%
6M
18.37%
1Y
49.57%
3Y*
26.98%
5Y*
20.66%
10Y*
15.87%

IDTP.L

1D
0.04%
1M
-0.08%
YTD
1.09%
6M
1.31%
1Y
4.84%
3Y*
3.82%
5Y*
0.96%
10Y*
2.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBJP vs. IDTP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBJP
Xtrackers MSCI Japan Hedged Equity ETF
16.67%29.51%25.53%36.21%-4.19%13.04%10.53%20.87%-14.82%21.24%
IDTP.L
iShares $ TIPS UCITS ETF USD (Acc)
1.09%6.94%2.15%3.71%-12.76%6.17%10.98%8.68%-1.43%3.28%

Correlation

The correlation between DBJP and IDTP.L is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.00

Correlation (5Y)
Calculated over the trailing 5-year period

-0.05

Correlation (10Y)
Calculated over the trailing 10-year period

-0.10

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2011

-0.13

The correlation between DBJP and IDTP.L shifts across timeframes, from -0.13 (all time) to 0.06 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DBJP vs. IDTP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DBJP
DBJP Risk / Return Rank: 8484
Overall Rank
DBJP Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
DBJP Sortino Ratio Rank: 8282
Sortino Ratio Rank
DBJP Omega Ratio Rank: 8181
Omega Ratio Rank
DBJP Calmar Ratio Rank: 8787
Calmar Ratio Rank
DBJP Martin Ratio Rank: 8888
Martin Ratio Rank

IDTP.L
IDTP.L Risk / Return Rank: 4040
Overall Rank
IDTP.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IDTP.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
IDTP.L Omega Ratio Rank: 3535
Omega Ratio Rank
IDTP.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
IDTP.L Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DBJP vs. IDTP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan Hedged Equity ETF (DBJP) and iShares $ TIPS UCITS ETF USD (Acc) (IDTP.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.


DBJPIDTP.LDifference
Sharpe ratioReturn per unit of total volatility

+1.36

Sortino ratioReturn per unit of downside risk

+1.71

Omega ratioGain probability vs. loss probability

1.47

1.22

+0.25

Calmar ratioReturn relative to maximum drawdown

4.79

2.48

+2.31

Martin ratioReturn relative to average drawdown

18.63

6.88

+11.75

DBJP vs. IDTP.L - Sharpe Ratio Comparison

The current DBJP Sharpe Ratio is 2.62, which is higher than the IDTP.L Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of DBJP and IDTP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DBJPIDTP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

1.26

+1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

0.16

+0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.41

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.51

+0.16

Drawdowns

DBJP vs. IDTP.L - Drawdown Comparison

The maximum DBJP drawdown since its inception was -31.30%, which is greater than IDTP.L's maximum drawdown of -15.12%. Use the drawdown chart below to compare losses from any high point for DBJP and IDTP.L.


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Drawdown Indicators


DBJPIDTP.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.30%

-15.12%

-16.18%

Max Drawdown (1Y)

Largest decline over 1 year

-10.39%

-1.92%

-8.47%

Max Drawdown (3Y)

Largest decline over 3 years

-21.50%

-4.51%

-16.99%

Max Drawdown (5Y)

Largest decline over 5 years

-21.50%

-15.12%

-6.38%

Max Drawdown (10Y)

Largest decline over 10 years

-31.30%

-15.12%

-16.18%

Current Drawdown

Current decline from peak

-3.50%

-0.61%

-2.89%

Average Drawdown

Average peak-to-trough decline

-7.29%

-4.22%

-3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

0.69%

+1.98%

Volatility

DBJP vs. IDTP.L - Volatility Comparison

Xtrackers MSCI Japan Hedged Equity ETF (DBJP) has a higher volatility of 4.97% compared to iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) at 1.30%. This indicates that DBJP's price experiences larger fluctuations and is considered to be riskier than IDTP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBJPIDTP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

1.30%

+3.67%

Volatility (6M)

Calculated over the trailing 6-month period

14.27%

2.66%

+11.61%

Volatility (1Y)

Calculated over the trailing 1-year period

19.02%

3.78%

+15.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.99%

6.13%

+12.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.48%

6.37%

+13.11%

DBJP vs. IDTP.L - Expense Ratio Comparison

DBJP has a 0.45% expense ratio, which is higher than IDTP.L's 0.12% expense ratio.


Dividends

DBJP vs. IDTP.L - Dividend Comparison

DBJP's dividend yield for the trailing twelve months is around 2.41%, while IDTP.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DBJP
Xtrackers MSCI Japan Hedged Equity ETF
2.41%2.81%2.80%5.21%0.80%2.30%2.53%2.56%3.87%2.07%1.13%5.95%
IDTP.L
iShares $ TIPS 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%0.00%

Frequently Asked Questions


DBJP and IDTP.L have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IDTP.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDTP.L is cheaper with a 0.12% expense ratio, compared with 0.45% for DBJP.

DBJP is categorized as Japan Equities, while IDTP.L is Inflation-Protected Bonds. DBJP tracks MSCI Japan US Dollar Hedged Index, while IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.45% for DBJP and 0.12% for IDTP.L.

Portfolio Optimizer

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