DBJP vs. SCJ
Compare and contrast key facts about Xtrackers MSCI Japan Hedged Equity ETF (DBJP) and iShares MSCI Japan Small Cap ETF (SCJ).
DBJP and SCJ 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. SCJ is a passively managed fund by iShares that tracks the performance of the MSCI Japan Small Cap Index. It was launched on Dec 20, 2007. Both DBJP and SCJ 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. SCJ - Performance Comparison
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DBJP vs. SCJ - 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% | 21.24% |
SCJ iShares MSCI Japan Small Cap ETF | 5.74% | 29.58% | 3.41% | 13.22% | -12.75% | -2.95% | 7.46% | 16.16% | -17.17% | 31.61% |
Returns By Period
In the year-to-date period, DBJP achieves a 6.72% return, which is significantly higher than SCJ's 5.74% return. Over the past 10 years, DBJP has outperformed SCJ with an annualized return of 15.16%, while SCJ has yielded a comparatively lower 7.50% annualized 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%
SCJ
- 1D
- 2.63%
- 1M
- -9.21%
- YTD
- 5.74%
- 6M
- 7.75%
- 1Y
- 30.63%
- 3Y*
- 15.14%
- 5Y*
- 5.57%
- 10Y*
- 7.50%
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DBJP vs. SCJ - Expense Ratio Comparison
DBJP has a 0.46% expense ratio, which is lower than SCJ's 0.49% expense ratio.
Return for Risk
DBJP vs. SCJ — Risk / Return Rank
DBJP
SCJ
DBJP vs. SCJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan Hedged Equity ETF (DBJP) and iShares MSCI Japan Small Cap ETF (SCJ). 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 | SCJ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.74 | 1.77 | -0.03 |
Sortino ratioReturn per unit of downside risk | 2.40 | 2.48 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.33 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.16 | 2.41 | +0.75 |
Martin ratioReturn relative to average drawdown | 12.34 | 9.17 | +3.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DBJP | SCJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 1.77 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | 0.36 | +0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.46 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.28 | +0.36 |
Correlation
The correlation between DBJP and SCJ is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DBJP vs. SCJ - Dividend Comparison
DBJP's dividend yield for the trailing twelve months is around 2.64%, less than SCJ's 2.97% yield.
| 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% |
SCJ iShares MSCI Japan Small Cap ETF | 2.97% | 3.14% | 1.79% | 1.99% | 1.18% | 1.87% | 0.89% | 1.85% | 1.44% | 1.45% | 2.73% | 1.53% |
Drawdowns
DBJP vs. SCJ - Drawdown Comparison
The maximum DBJP drawdown since its inception was -31.30%, smaller than the maximum SCJ drawdown of -43.52%. Use the drawdown chart below to compare losses from any high point for DBJP and SCJ.
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Drawdown Indicators
| DBJP | SCJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.30% | -43.52% | +12.22% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -12.17% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -21.50% | -33.25% | +11.75% |
Max Drawdown (10Y)Largest decline over 10 years | -31.30% | -38.87% | +7.57% |
Current DrawdownCurrent decline from peak | -7.24% | -9.21% | +1.97% |
Average DrawdownAverage peak-to-trough decline | -7.35% | -10.44% | +3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.19% | +0.02% |
Volatility
DBJP vs. SCJ - Volatility Comparison
Xtrackers MSCI Japan Hedged Equity ETF (DBJP) has a higher volatility of 8.10% compared to iShares MSCI Japan Small Cap ETF (SCJ) at 7.26%. This indicates that DBJP's price experiences larger fluctuations and is considered to be riskier than SCJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBJP | SCJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.10% | 7.26% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 14.62% | 12.11% | +2.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.52% | 17.40% | +6.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.85% | 15.64% | +3.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.77% | 16.23% | +3.54% |