DBJP vs. IUMS.L

Last updated Apr 1, 2026

Compare and contrast key facts about Xtrackers MSCI Japan Hedged Equity ETF (DBJP) and iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IUMS.L).

DBJP and IUMS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DBJP is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI Japan US Dollar Hedged Index. It was launched on Jun 9, 2011. IUMS.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Materials Index NTR. It was launched on Mar 20, 2017. Both DBJP and IUMS.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.

Performance

DBJP vs. IUMS.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 S&P 500 Materials Sector UCITS ETF USD (Acc) (IUMS.L). The values are adjusted to include any dividend payments, if applicable.

DBJP vs. IUMS.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DBJP Xtrackers MSCI Japan Hedged Equity ETF	6.72%	29.51%	25.53%	36.21%	-4.19%	13.04%	10.53%	20.87%	-14.82%	20.62%
IUMS.L iShares S&P 500 Materials Sector UCITS ETF USD (Acc)	8.09%	10.90%	-0.92%	12.41%	-11.90%	26.93%	20.54%	22.92%	-15.68%	19.22%

Returns By Period

In the year-to-date period, DBJP achieves a 6.72% return, which is significantly lower than IUMS.L's 8.09% return.

DBJP

• 1D: 2.55%
• 1M: -6.59%
• YTD: 6.72%
• 6M: 18.90%
• 1Y: 40.80%
• 3Y*: 28.75%
• 5Y*: 18.47%
• 10Y*: 15.16%

IUMS.L

• 1D: -0.09%
• 1M: -7.22%
• YTD: 8.09%
• 6M: 10.53%
• 1Y: 17.61%
• 3Y*: 8.90%
• 5Y*: 6.32%
• 10Y*: —

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

DBJP vs. IUMS.L - Expense Ratio Comparison

DBJP has a 0.46% expense ratio, which is higher than IUMS.L's 0.15% expense ratio.

DBJP

Xtrackers MSCI Japan Hedged Equity ETF

IUMS.L

iShares S&P 500 Materials Sector UCITS ETF USD (Acc)

Return for Risk

DBJP vs. IUMS.L — Risk / Return Rank

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

DBJP

DBJP Risk / Return Rank: 89
DBJP Sharpe Ratio Rank: 86
DBJP Sortino Ratio Rank: 88
DBJP Omega Ratio Rank: 88
DBJP Calmar Ratio Rank: 91
DBJP Martin Ratio Rank: 92

IUMS.L

IUMS.L Risk / Return Rank: 48
IUMS.L Sharpe Ratio Rank: 53
IUMS.L Sortino Ratio Rank: 51
IUMS.L Omega Ratio Rank: 48
IUMS.L Calmar Ratio Rank: 46
IUMS.L Martin Ratio Rank: 43

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. IUMS.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 S&P 500 Materials Sector UCITS ETF USD (Acc) (IUMS.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.

	DBJP	IUMS.L	Difference
Sharpe ratio Return per unit of total volatility	1.74	0.95	+0.79
Sortino ratio Return per unit of downside risk	2.40	1.37	+1.02
Omega ratio Gain probability vs. loss probability	1.35	1.18	+0.17
Calmar ratio Return relative to maximum drawdown	3.16	1.21	+1.94
Martin ratio Return relative to average drawdown	12.34	4.10	+8.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DBJP vs. IUMS.L - Sharpe Ratio Comparison

The current DBJP Sharpe Ratio is 1.74, which is higher than the IUMS.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of DBJP and IUMS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DBJP	IUMS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.74	0.95	+0.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.99	0.34	+0.65
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.77	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.46	+0.18

Correlation

The correlation between DBJP and IUMS.L is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

DBJP vs. IUMS.L - Dividend Comparison

DBJP's dividend yield for the trailing twelve months is around 2.64%, while IUMS.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DBJP Xtrackers MSCI Japan Hedged Equity ETF	2.64%	2.81%	2.80%	5.21%	0.80%	2.30%	2.53%	2.56%	3.87%	2.07%	1.13%	5.95%
IUMS.L iShares S&P 500 Materials Sector 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%

Drawdowns

DBJP vs. IUMS.L - Drawdown Comparison

The maximum DBJP drawdown since its inception was -31.30%, smaller than the maximum IUMS.L drawdown of -35.81%. Use the drawdown chart below to compare losses from any high point for DBJP and IUMS.L.

Drawdown Indicators

	DBJP	IUMS.L	Difference
Max Drawdown Largest peak-to-trough decline	-31.30%	-35.81%	+4.51%
Max Drawdown (1Y) Largest decline over 1 year	-12.11%	-13.50%	+1.39%
Max Drawdown (5Y) Largest decline over 5 years	-21.50%	-25.24%	+3.74%
Max Drawdown (10Y) Largest decline over 10 years	-31.30%	—	—
Current Drawdown Current decline from peak	-7.24%	-7.22%	-0.02%
Average Drawdown Average peak-to-trough decline	-7.35%	-7.12%	-0.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.21%	3.99%	-0.78%

Volatility

DBJP vs. IUMS.L - Volatility Comparison

Xtrackers MSCI Japan Hedged Equity ETF (DBJP) has a higher volatility of 8.10% compared to iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IUMS.L) at 7.13%. This indicates that DBJP's price experiences larger fluctuations and is considered to be riskier than IUMS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DBJP	IUMS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.10%	7.13%	+0.97%
Volatility (6M) Calculated over the trailing 6-month period	14.62%	12.24%	+2.38%
Volatility (1Y) Calculated over the trailing 1-year period	23.52%	18.37%	+5.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.85%	18.82%	+0.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.77%	20.10%	-0.33%